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Search: subject:"Option risk"
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Option pricing theory
4
Option trading
4
Optionsgeschäft
4
Optionspreistheorie
4
Risiko
4
Risk
4
Estimation
2
Portfolio selection
2
Portfolio-Management
2
Risikoprämie
2
Risk premium
2
Schätzung
2
CAPM
1
Capital income
1
Derivat
1
Derivative
1
EU countries
1
EU-Staaten
1
European option trading
1
Financial Engineering
1
Financial services
1
Finanzdienstleistung
1
Forecasting model
1
Free-trade-option risk
1
Government securities
1
Imprecise probability
1
Induktive Statistik
1
Interest rate derivative
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Interest-rate models
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Kapitaleinkommen
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Liquidity risk
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Measurement
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Messung
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Model risk
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Monitoring cost
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Nichtparametrisches Verfahren
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Non-execution risk
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Nonparametric statistics
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Option risk
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Option risk premiums
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English
5
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Bakshi, Gurdip S.
2
Crosby, John
2
Gao, Xiaohui
2
Chen, Junbin
1
Chiao, Chaoshin
1
Coolen, Frank P. A.
1
Coolen-Maturi, Tahani
1
Hansen, Jorge W.
1
Mitra, Sovan
1
Tong, Shiau-Yuan
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Wang, Zi-May
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Insurance / Mathematics & economics
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Journal of financial economics
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Journal of the Operational Research Society
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Operations research
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Review of quantitative finance and accounting
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ECONIS (ZBW)
5
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Treasury option returns and models with unspanned risks
Bakshi, Gurdip S.
;
Crosby, John
;
Gao, Xiaohui
;
Hansen, …
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014462650
Saved in:
2
Dark matter in (volatility and) equity
option
risk
premiums
Bakshi, Gurdip S.
;
Crosby, John
;
Gao, Xiaohui
- In:
Operations research
70
(
2022
)
6
,
pp. 3108-3124
Persistent link: https://www.econbiz.de/10014307635
Saved in:
3
On nonparametric predictive inference for asset and European option trading in the binomial tree model
Chen, Junbin
;
Coolen, Frank P. A.
;
Coolen-Maturi, Tahani
- In:
Journal of the Operational Research Society
70
(
2019
)
10
,
pp. 1678-1691
Persistent link: https://www.econbiz.de/10012214367
Saved in:
4
Efficient
option
risk
measurement with reduced model risk
Mitra, Sovan
- In:
Insurance / Mathematics & economics
72
(
2017
),
pp. 163-174
Persistent link: https://www.econbiz.de/10011694422
Saved in:
5
Order cancellations across investor groups: evidence from an emerging order-driven market
Chiao, Chaoshin
;
Wang, Zi-May
;
Tong, Shiau-Yuan
- In:
Review of quantitative finance and accounting
49
(
2017
)
4
,
pp. 1167-1193
Persistent link: https://www.econbiz.de/10011797601
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