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~institution:"Eberhard Karls Universität Tübingen"
~institution:"Energy, Mines and Resources, Canada"
~institution:"Svenska Handelshögskolan <Helsinki>"
~subject:"Optionsgeschäft"
~subject:"Volatility"
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Optionsgeschäft
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Eberhard Karls Universität Tübingen
Energy, Mines and Resources, Canada
Svenska Handelshögskolan <Helsinki>
National Bureau of Economic Research
147
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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ECONIS (ZBW)
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Discussion paper on liquid fuel options
1980
Persistent link: https://www.econbiz.de/10002317051
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Volatility smile dynamics in scenario analysis
Sundkvist, Kim
(
contributor
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Söderman, Ronnie
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2000
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001557340
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The day of the week effect and option pricing : a study of the German option market
Sundkvist, Kim
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contributor
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Vikström, Mikael
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001557346
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Intraday and weekend volatility patterns : implications for option pricing
Sundkvist, Kim
(
contributor
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Vikström, Mikael
(
contributor
)
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2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001557353
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5
Maximum loss calculation using scenario analysis, heavy tails and implied volatility patterns
Söderman, Ronnie
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contributor
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2000
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001544974
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The valuation of option contracts subject to counterparty risk
Sturn, Raphael Christian Benedikt
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2019
Persistent link: https://www.econbiz.de/10012173134
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Real estate investment and uncertainty : econometric modelling using Finnish data
Ahlgren, Niklas
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contributor
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2000
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001544846
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