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~subject:"Index-Futures"
~subject:"Statistische Verteilung"
~subject:"Volatilität"
~type_genre:"Book section"
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Index-Futures
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Black-Scholes model
80
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80
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47
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47
Option pricing theory
45
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45
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16
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Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
4
Current topics in quantitative finance : with 23 tables
2
Asia Pacific financial markets in comparative perspective : issues and implications for the 21st century
1
Bewertung und Einsatz von Finanzderivaten
1
Contemporary quantitative finance : essays in honour of Eckhard Platen
1
Contributions to accounting and finance : essays in honour of Paavo Yli-Olli
1
Economic dynamics and sustainable development ; Part 2
1
Finanzwirtschaft, Kapitalmarkt und Banken : Festschrift für Manfred Steiner zum 60. Geburtstag
1
Forecasting volatility in the financial markets
1
Frontiers in quantitative finance : volatility and credit risk modeling
1
International financial systems and stock volatility : issues and remedies
1
Operations research proceedings 2001 : selected papers of the International Conference on Operations Research (OR 2001) ; Duisburg, September 3-5, 2001 ; with 38 tables
1
Soft computing for risk evaluation and management : applications in technology, environment and finance
1
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Probability-free models in option pricing : statistically indistinguishable dynamics and historical vs implied volatility
Brigo, Damiano
- In:
Options - 45 years since the publication of the …
,
(pp. 47-61)
.
2023
Persistent link: https://www.econbiz.de/10014366586
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2
Cumulant formulas for implied volatility
Lee, Roger
- In:
Options - 45 years since the publication of the …
,
(pp. 185-193)
.
2023
Persistent link: https://www.econbiz.de/10014366604
Saved in:
3
Implied volatility asymptotics : Black-Scholes and beyond
Tankov, Peter
- In:
Options - 45 years since the publication of the …
,
(pp. 195-212)
.
2023
Persistent link: https://www.econbiz.de/10014366651
Saved in:
4
A general theory of option pricing
Geršôn, Dāwid
- In:
Options - 45 years since the publication of the …
,
(pp. 293-330)
.
2023
Persistent link: https://www.econbiz.de/10014366656
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5
Volatility analysis of Shanghai composite index and financial crises
Sheraz, Muhammad
;
Breda, Vasile
-
2016
Persistent link: https://www.econbiz.de/10013164574
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6
Risk of options : impact of volatility parameter
Jajuga, Krzysztof
;
Kuziak, Katarzyna
- In:
Soft computing for risk evaluation and management : …
,
(pp. 487-500)
.
2013
Persistent link: https://www.econbiz.de/10010188102
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7
Lognormal forward market model (LFM) volatility function approximation
Chung, In-hwan
;
Dun, Tim
;
Schlögl, Erik
- In:
Contemporary quantitative finance : essays in honour of …
,
(pp. 369-405)
.
2010
Persistent link: https://www.econbiz.de/10008749176
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8
On black-scholes implied volatility at extreme strikes
Benaim, Shalom
;
Friz, Peter
;
Lee, Roger
- In:
Frontiers in quantitative finance : volatility and …
,
(pp. 19-45)
.
2009
Persistent link: https://www.econbiz.de/10003787593
Saved in:
9
Volatility forecasting in a tick data model
Rogers, Leonard C. G.
- In:
Forecasting volatility in the financial markets
,
(pp. 295-299)
.
2007
Persistent link: https://www.econbiz.de/10003872998
Saved in:
10
Theta neutral gamma hedging
Högholm, Kenneth
;
Sundkvist, Kim
- In:
Contributions to accounting and finance : essays in …
,
(pp. 39-59)
.
2007
Persistent link: https://www.econbiz.de/10003612762
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