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Option trading
Theorie
141
Theory
136
Statistische Verteilung
108
Statistical distribution
107
Optionspreistheorie
105
Option pricing theory
104
Continuous distribution
95
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95
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95
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95
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61
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61
Gamma distribution
57
gamma distribution
50
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47
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46
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45
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43
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41
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36
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36
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25
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Probability theory
22
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gamma
21
Hedging
20
Lévy processes
20
Optionsgeschäft
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20
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Barbon, Andrea
2
Beckmeyer, Heiner
2
Buraschi, Andrea
2
Madan, Dilip B.
2
Mörke, Mathis
2
Schoutens, Wim
2
Ślepaczuk, Robert
2
Araújo, Gustavo Silva
1
Arnone, Massimo
1
Bianchi, Michele Leonardo
1
Bollin, Bartłomiej
1
Boyarchenko, Mitya
1
Carr, Peter
1
Chang, Jui-Jane
1
Choudhry, Taufiq
1
Dempsey, Michael
1
Fukasawa, Masaaki
1
Hackmann, Daniel
1
Huang, Pao-Hsien
1
Höcht, Stephan
1
Innocentis, Marco de
1
Jun, Jae-Yun
1
Kabir, M. Humayun
1
Kawanishi, Yasuhiro
1
Kuznetsov, Alexey
1
Levendorskij, Sergej Z.
1
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1
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1
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1
Quaranta, Anna Grazia
1
Rakotondratsimba, Yves
1
Ribeiro, Ricardo Alves Carmo
1
Romo, Jacinto Marabel
1
Samimi, Oldouz
1
Soebhag, Amar
1
Tassinari, Gian Luca
1
Verschueren, Eva
1
Wu, Liuren
1
Wu, Ting-Pin
1
Wysocki, Maciej
1
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International journal of theoretical and applied finance
4
Working papers
2
Annals of financial economics
1
Asia-Pacific financial markets
1
Computational management science
1
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1
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
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1
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1
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1
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1
Latin American business review : journal of the Business Association of Latin American Studies (BALAS)
1
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1
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1
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ECONIS (ZBW)
20
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1
Construction and hedging of equity index options portfolios
Wysocki, Maciej
;
Ślepaczuk, Robert
-
2024
Persistent link: https://www.econbiz.de/10014634884
Saved in:
2
It takes two to Tango : estimation of the zero-risk premium strike of a call option via joint physical and pricing density modeling
Höcht, Stephan
;
Madan, Dilip B.
;
Schoutens, Wim
; …
- In:
Risks : open access journal
9
(
2021
)
11
,
pp. 1-19
- and Q-world are equal. To fully exploit the insights of the option market we deploy the Tilted Bilateral
Gamma
pricing …
Persistent link: https://www.econbiz.de/10012704022
Saved in:
3
Approximating option prices under large changes of underlying asset prices
Jun, Jae-Yun
;
Rakotondratsimba, Yves
- In:
International journal of theoretical and applied …
26
(
2023
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014305917
Saved in:
4
Liquidity provision to leveraged ETFs and equity options rebalancing flows : evidence from end-of-day stock prices
Barbon, Andrea
;
Beckmeyer, Heiner
;
Buraschi, Andrea
; …
-
2022
Persistent link: https://www.econbiz.de/10013192393
Saved in:
5
Pricing and risk management of multi-assets financial instruments to natural disasters
Chang, Jui-Jane
;
Huang, Pao-Hsien
;
Wu, Ting-Pin
- In:
Emerging markets, finance & trade : a journal of the …
60
(
2024
)
1
,
pp. 19-43
Persistent link: https://www.econbiz.de/10014444330
Saved in:
6
The role of leveraged ETFs and option market imbalances on end-of-day price dynamics
Barbon, Andrea
;
Beckmeyer, Heiner
;
Buraschi, Andrea
; …
-
2021
Persistent link: https://www.econbiz.de/10012623523
Saved in:
7
Option
gamma
and stock returns
Soebhag, Amar
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014477131
Saved in:
8
Variance
Gamma
model in hedging vanilla and exotic options
Bollin, Bartłomiej
;
Ślepaczuk, Robert
-
2020
Persistent link: https://www.econbiz.de/10012322240
Saved in:
9
Catastrophic risks and the pricing of catastrophe equity put options
Arnone, Massimo
;
Bianchi, Michele Leonardo
;
Quaranta, …
- In:
Computational management science
18
(
2021
)
2
,
pp. 213-237
Persistent link: https://www.econbiz.de/10012543401
Saved in:
10
Pricing multi-asset American option with stochastic correlation coefficient under variance
gamma
asset price dynamic
Mehrdoust, Farshied
;
Samimi, Oldouz
- In:
Annals of financial economics
15
(
2020
)
4
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012643021
Saved in:
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