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Derivat
Optionspreistheorie
52
Option pricing theory
48
Statistische Verteilung
41
Statistical distribution
36
Risk-neutral density
33
risk-neutral density
26
Volatilität
24
risk neutral density
24
Volatility
23
Option trading
19
Optionsgeschäft
19
Risk neutral density
18
Schätzung
15
Börsenkurs
11
Estimation
11
Nichtparametrisches Verfahren
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Risiko
11
Theorie
11
Risk
10
Risk Neutral Density
10
Option pricing
9
Schätztheorie
9
Share price
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Nonparametric statistics
8
Prognoseverfahren
8
Risikoaversion
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Stochastic process
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Stochastischer Prozess
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option pricing
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Derivative
7
Estimation theory
7
Event study
7
Geldpolitik
7
Monetary policy
7
Tail risk
7
Aktienoption
6
Cross Entropy
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Finanzkrise
6
Option Implied Probability of Default
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Bondarenko, Oleg
2
Algieri, Bernardina
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Bollinger, Thomas R.
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Hamidieh, Kam
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Kim, Sol
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Leccadito, Arturo
1
Leduc, Guillaume
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Lee, Geul
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Melick, William Robert
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Orosi, Greg
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Thomas, Charles P.
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Energy economics
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International journal of financial markets and derivatives
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Journal of risk
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Quantitative finance
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Review of Pacific Basin financial markets and policies
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The quarterly journal of finance
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ECONIS (ZBW)
7
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1
Principled pasting : attaching tails to risk-neutral probability density functions recovered from option prices
Bollinger, Thomas R.
;
Melick, William Robert
;
Thomas, …
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1751-1768
Persistent link: https://www.econbiz.de/10014452468
Saved in:
2
Risk premia in electricity derivatives markets
Algieri, Bernardina
;
Leccadito, Arturo
;
Tunaru, Diana
- In:
Energy economics
100
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012990257
Saved in:
3
Lead-lag relationship between returns and implied moments : evidence from KOSPI 200 intraday options data
Kim, Sol
;
Lee, Geul
- In:
Review of Pacific Basin financial markets and policies
20
(
2017
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10011752436
Saved in:
4
Variance trading and market price of variance risk
Bondarenko, Oleg
- In:
Journal of econometrics
180
(
2014
)
1
,
pp. 81-97
Persistent link: https://www.econbiz.de/10010379480
Saved in:
5
Why are put options so expensive?
Bondarenko, Oleg
- In:
The quarterly journal of finance
4
(
2014
)
3
,
pp. 1-50
Persistent link: https://www.econbiz.de/10010473494
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6
Estimating the tail shape parameter from option prices
Hamidieh, Kam
- In:
Journal of risk
19
(
2017
)
6
,
pp. 85-110
Persistent link: https://www.econbiz.de/10011799166
Saved in:
7
A robust method to retrieve option implied risk neutral densities for defaultable assets
Leduc, Guillaume
;
Orosi, Greg
- In:
International journal of financial markets and derivatives
5
(
2016
)
2/4
,
pp. 212-224
Persistent link: https://www.econbiz.de/10011742316
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