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Search: subject:"risk-neutral density"
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Share price
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
Optionsgeschäft
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
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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6
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6
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3
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3
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3
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English
9
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Audrino, Francesco
2
Huitema, Robert
2
Ludwig, Markus
2
Aljinović, Zdravka
1
Alonso, Irma
1
Arnerić, Josip
1
Belomestny, Denis
1
Bondarenko, Oleg
1
Craig, Ben R.
1
Glatzer, Ernst
1
Härdle, Wolfgang
1
Keller, Joachim
1
Kim, Sol
1
Krymova, Ekaterina
1
Lee, Geul
1
Liao, Wen Ju
1
Poklepović, Tea
1
Scheicher, Martin
1
Serrano, Pedro
1
Sung, Hao-Chang
1
Vaello-Sebastià, Antoni
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Discussion paper / Deutsche Bundesbank
1
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
1
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1
International journal of theoretical and applied finance
1
Journal of econometrics
1
Journal of financial econometrics
1
Review of Pacific Basin financial markets and policies
1
The North American journal of economics and finance : a journal of financial economics studies
1
Zbornik radova Ekonomskog Fakulteta u Rijeci : časopis za ekonomsku teoriju i praksu
1
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ECONIS (ZBW)
9
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1
The impact of heterogeneous unconventional monetary policies on the expectations of market crashes
Alonso, Irma
;
Serrano, Pedro
;
Vaello-Sebastià, Antoni
-
2021
Persistent link: https://www.econbiz.de/10012793082
Saved in:
2
An empirical implementation of the Ross recovery theorem as a prediction device
Audrino, Francesco
;
Huitema, Robert
;
Ludwig, Markus
- In:
Journal of financial econometrics
19
(
2021
)
2
,
pp. 291-312
Persistent link: https://www.econbiz.de/10012620054
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
Implied risk aversion and pricing kernel in the FTSE 100 index
Liao, Wen Ju
;
Sung, Hao-Chang
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012667184
Saved in:
5
Extraction of market expectations from
risk-neutral
density
Arnerić, Josip
;
Aljinović, Zdravka
;
Poklepović, Tea
- In:
Zbornik radova Ekonomskog Fakulteta u Rijeci : časopis …
33
(
2015
)
2
,
pp. 235-256
Persistent link: https://www.econbiz.de/10011429565
Saved in:
6
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:
7
An empirical analysis of the Ross recovery theorem
Audrino, Francesco
;
Huitema, Robert
;
Ludwig, Markus
-
2014
Persistent link: https://www.econbiz.de/10010440285
Saved in:
8
Sieve estimation of the minimal entropy martingale marginal density with application to pricing kernel estimation
Belomestny, Denis
;
Härdle, Wolfgang
;
Krymova, Ekaterina
- In:
International journal of theoretical and applied finance
20
(
2017
)
6
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011734146
Saved in:
9
The forecasting performance of German stock option densities
Craig, Ben R.
;
Glatzer, Ernst
;
Keller, Joachim
; …
-
2003
and the
risk-neutral
density
, leading to the conclusion that market participants were surprised by the extent of both the …
Persistent link: https://www.econbiz.de/10011432259
Saved in:
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