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~subject:"Optionsgeschäft"
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Optionsgeschäft
Optionspreistheorie
52
Option pricing theory
48
Statistische Verteilung
41
Statistical distribution
36
Risk-neutral density
34
risk-neutral density
26
Volatilität
24
risk neutral density
24
Volatility
23
Option trading
19
Risk neutral density
18
Schätzung
15
Börsenkurs
11
Estimation
11
Nichtparametrisches Verfahren
11
Risiko
11
Theorie
11
Risk
10
Risk Neutral Density
10
Option pricing
9
Schätztheorie
9
Share price
9
Nonparametric statistics
8
Prognoseverfahren
8
Risikoaversion
8
Stochastic process
8
Stochastischer Prozess
8
option pricing
8
Derivat
7
Derivative
7
Estimation theory
7
Event study
7
Geldpolitik
7
Monetary policy
7
Tail risk
7
Aktienoption
6
Cross Entropy
6
Finanzkrise
6
Option Implied Probability of Default
6
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19
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Drimus, Gabriel
3
Necula, Ciprian
3
Farkas, Walter
2
Agarwalla, Sobhesh Kumar
1
Aljinović, Zdravka
1
Arismendi Zambrano, Juan Carlos
1
Arnerić, Josip
1
Barletta, Andre
1
Bollinger, Thomas R.
1
Bondarenko, Oleg
1
Cortés, Lina M.
1
Farkas, Erich Walter
1
Gregoriou, Andros
1
Hamidieh, Kam
1
Healy, J. V.
1
Hudson, Robert
1
Kim, Sol
1
Le Floc'h, Fabien
1
Leduc, Guillaume
1
Lee, Geul
1
Melick, William Robert
1
Monteiro, Ana M.
1
Mora-Valencia, Andrés
1
Oosterlee, Cornelis Willebrordus
1
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1
Perote, Javier
1
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1
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1
Schlögl, Erik
1
Sokko, Anastasiia
1
Thomas, Charles P.
1
Tzeng, Chi-Feng
1
Ulrich, Maxim
1
Varma, Jayanth Rama
1
Virmani, Vineet
1
Walther, Simon
1
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Review of derivatives research
3
Annals of financial economics
1
Applied mathematical finance
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Economics letters
1
Essays in behavioural financial markets and asset pricing
1
International journal of financial markets and derivatives
1
International review of financial analysis
1
Journal of economic dynamics & control
1
Journal of risk
1
Quantitative finance
1
Research paper series / Swiss Finance Institute
1
Review of Derivatives Research, 22 (1), 1-40, (2019)
1
Review of Pacific Basin financial markets and policies
1
Risks : open access journal
1
The North American journal of economics and finance : a journal of financial economics studies
1
The quarterly journal of finance
1
Zbornik radova Ekonomskog Fakulteta u Rijeci : časopis za ekonomsku teoriju i praksu
1
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ECONIS (ZBW)
19
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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
Analyzing the risks embedded in option prices with rndfittool
Barletta, Andre
;
Santucci de Magistris, Paolo
- In:
Risks : open access journal
6
(
2018
)
2
,
pp. 1-15
-style options. The software enables the estimation of the
risk-neutral
density
(RND) from the observed option prices by means of …
Persistent link: https://www.econbiz.de/10011811735
Saved in:
3
The impact of COVID-19 on tail risk : evidence from Nifty index options
Agarwalla, Sobhesh Kumar
;
Varma, Jayanth Rama
;
Virmani, …
- In:
Economics letters
204
(
2021
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012607446
Saved in:
4
Conditional
risk-neutral
density
from option prices by local polynomial Kernel smoothing with no-arbitrage constraints
Monteiro, Ana M.
;
Santos, Antonio A. F.
- In:
Review of derivatives research
23
(
2020
)
1
,
pp. 41-61
Persistent link: https://www.econbiz.de/10012229782
Saved in:
5
Option-implied information : what’s the vol surface got to do with it?
Ulrich, Maxim
;
Walther, Simon
- In:
Review of derivatives research
23
(
2020
)
3
,
pp. 323-355
Persistent link: https://www.econbiz.de/10012303253
Saved in:
6
Model-free stochastic collocation for an arbitrage-free implied volatility, part I
Le Floc'h, Fabien
;
Oosterlee, Cornelis Willebrordus
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 679-714
Persistent link: https://www.econbiz.de/10012127314
Saved in:
7
A general closed form option pricing formula
Necula, Ciprian
;
Drimus, Gabriel
;
Farkas, Walter
- In:
Review of derivatives research
22
(
2019
)
1
,
pp. 1-40
Persistent link: https://www.econbiz.de/10012311636
Saved in:
8
Closed form option pricing under generalized Hermite expansions
Sokko, Anastasiia
;
Drimus, Gabriel
;
Farkas, Erich Walter
; …
- In:
Essays in behavioural financial markets and asset pricing
,
(pp. 49-88)
.
2018
Persistent link: https://www.econbiz.de/10011876051
Saved in:
9
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:
10
Retrieving the implicit
risk
neutral
density
of WTI options with a semi-nonparametric approach
Cortés, Lina M.
;
Mora-Valencia, Andrés
;
Perote, Javier
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012666975
Saved in:
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