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~subject:"Option pricing theory"
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Option pricing theory
Theorie
32
Curvature
31
Theory
31
curvature
28
Schätzung
12
Estimation
11
Yield curve
9
Preismanagement
8
Pricing strategy
8
Zinsstruktur
8
demand curvature
8
Forecasting model
6
Production function
6
Produktionsfunktion
6
Prognoseverfahren
6
Volatilität
6
price discrimination
6
Capital income
5
Kapitaleinkommen
5
Kostenfunktion
5
Level
5
Preisdifferenzierung
5
Price discrimination
5
Prospect theory
5
Slope
5
USA
5
United States
5
Volatility
5
curvature conditions
5
level
5
metric
5
slope
5
Cost function
4
Cost pass-through
4
Inverse demand curvature
4
Optionspreistheorie
4
Prospect Theory
4
differential pricing
4
geodesic
4
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English
4
Author
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Nardon, Martina
2
Pianca, Paolo
2
Clements, Adam
1
Desmoulins-Lebeault, François
1
Liao, Yin
1
Meunier, Luc
1
Ohadi, Sima
1
Tang, Yusui
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Computational Management Science : CMS
1
Journal of forecasting
1
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
1
Working papers
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ECONIS (ZBW)
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Moving beyond Volatility Index (VIX) : HARnessing the term structure of implied volatility
Clements, Adam
;
Liao, Yin
;
Tang, Yusui
- In:
Journal of forecasting
41
(
2022
)
1
,
pp. 86-99
Persistent link: https://www.econbiz.de/10012796271
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2
Does implied volatility pricing follow the tenets of prospect theory?
Desmoulins-Lebeault, François
;
Meunier, Luc
;
Ohadi, Sima
- In:
The journal of behavioral finance : a publication of …
21
(
2020
)
2
,
pp. 157-173
Persistent link: https://www.econbiz.de/10012287185
Saved in:
3
European option pricing under cumulative prospect theory with constant relative sensitivity probability weighting functions
Nardon, Martina
;
Pianca, Paolo
- In:
Computational Management Science : CMS
16
(
2019
)
1/2
,
pp. 249-274
Persistent link: https://www.econbiz.de/10011993474
Saved in:
4
European option pricing with constant relative sensitivity probability weighting function
Nardon, Martina
;
Pianca, Paolo
-
2014
Persistent link: https://www.econbiz.de/10011629602
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