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Search: subject:"Chicago Board of Options Exchange"
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Chicago Board of Options Exchange
2
Black-Scholes-Merton model
1
Black–Scholes–Merton model
1
Historical volatility
1
Index options
1
Option premium
1
historical volatility
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index options
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option premium
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Krawiec, Monika
2
Shachmurove, Yochanan
2
Borkowski, Boleslaw
1
Borkowski, Bolesław
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Department of Economics, University of Pennsylvania
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Global Finance Journal
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Modeling and Estimating Volatility of Options on Standard & Poor’s 500 Index
Borkowski, Boleslaw
;
Krawiec, Monika
;
Shachmurove, Yochanan
-
Department of Economics, University of Pennsylvania
-
2013
data on S&P 500 Index listed on the
Chicago
Board
of
Options
Exchange
, historical volatility can be estimated. …
Persistent link: https://www.econbiz.de/10010822883
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2
Impact of volatility estimation method on theoretical option values
Borkowski, Bolesław
;
Krawiec, Monika
;
Shachmurove, Yochanan
- In:
Global Finance Journal
24
(
2013
)
2
,
pp. 119-128
index options listed on the
Chicago
Board
of
Options
Exchange
, this paper focuses on historical volatility. Since numerous …
Persistent link: https://www.econbiz.de/10011039297
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