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~source:"econis"
~subject:"Behavioural finance"
~subject:"Black-Scholes model"
~subject:"Index futures"
~subject:"Optionspreistheorie"
~subject:"Volatility"
~type_genre:"Bibliografie"
~type_genre:"Collection of articles written by one author"
~type_genre:"Konferenzbeitrag"
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Behavioural finance
Black-Scholes model
Index futures
Optionspreistheorie
Volatility
Option trading
29
Optionsgeschäft
29
Option pricing theory
16
Theorie
15
Theory
15
Volatilität
9
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6
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6
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5
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5
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Bayer, Christian
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Benth, Fred Espen
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Cabaña, Alejandra
1
Chance, Don M.
1
Detering, Nils
1
Egelkraut, Thorsten Michael
1
Ekström, Erik
1
Graveline, Jeremy J.
1
Guo, Biao
1
Horn, David
1
Häfen, Ole von
1
Jensen, Mads Vestergaard
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Junike, Gero
1
Klein, Daniel
1
Linton, Oliver
1
Mahani, Reza S.
1
Mordecki, Ernesto
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Olivera, Federico de
1
Ranguelova, Elena
1
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1
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1
Schoenmakers, John
1
Schoutens, Wim
1
Shi, Yukun
1
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1
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
3
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International journal of theoretical and applied finance
1
PhD series / Copenhagen Business School
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Quantitative finance
1
The European journal of finance
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Uppsala dissertations in mathematics
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Veröffentlichungen des Seminars für Versicherungswissenschaft der Universität Hamburg und des Vereins zur Förderung der Versicherungswissenschaft in Hamburg e.V. / B
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ECONIS (ZBW)
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1
Volatility information difference between CDS, options, and the cross section of options returns
Guo, Biao
;
Shi, Yukun
;
Xu, Yaofei
- In:
Quantitative finance
20
(
2020
)
12
,
pp. 2025-2036
Persistent link: https://www.econbiz.de/10012313548
Saved in:
2
American and exotic options in a market with frictions
Junike, Gero
;
Arratia, Argimiro
;
Cabaña, Alejandra
; …
- In:
The European journal of finance
26
(
2020
)
2/3
,
pp. 179-199
Persistent link: https://www.econbiz.de/10012207193
Saved in:
3
Skewed Lévy models and implied volatility skew
Olivera, Federico de
;
Barbachan, José Santiago Fajardo
; …
- In:
International journal of theoretical and applied finance
21
(
2018
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011854458
Saved in:
4
Financial frictions : implications for early option exercise and realized volatility
Jensen, Mads Vestergaard
-
2016
-
1st edition
Persistent link: https://www.econbiz.de/10011823779
Saved in:
5
Option pricing in affine generalized Merton models
Bayer, Christian
;
Schoenmakers, John
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 219-239)
.
2016
Persistent link: https://www.econbiz.de/10011800363
Saved in:
6
Discrete-time quadratic hedging of barrier options in exponential Lévy model
Černý, Aleš
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 257-275)
.
2016
Persistent link: https://www.econbiz.de/10011800380
Saved in:
7
Cointegrated commodity markets and pricing of derivatives in a non-Gaussian framework
Benth, Fred Espen
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 477-496)
.
2016
Persistent link: https://www.econbiz.de/10011800392
Saved in:
8
Executive stock options: exercises and valuation
Klein, Daniel
-
2010
Persistent link: https://www.econbiz.de/10008855946
Saved in:
9
Essays on basket options hedging and irreversible investment valuation
Su, Xia
-
2008
Persistent link: https://www.econbiz.de/10003740774
Saved in:
10
Four contributions to quantitative financial risk management
Detering, Nils
-
2014
Persistent link: https://www.econbiz.de/10010403476
Saved in:
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