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~institution:"Eberhard Karls Universität Tübingen"
~institution:"Svenska Handelshögskolan <Helsinki>"
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Optionspreistheorie
12
Option pricing theory
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7
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7
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4
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Sundkvist, Kim
5
Vikström, Mikael
4
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Eberhard Karls Universität Tübingen
Svenska Handelshögskolan <Helsinki>
National Bureau of Economic Research
744
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
41
Centre for Analytical Finance <Århus>
26
Ekonomiska forskningsinstitutet <Stockholm>
26
Chambre de commerce et d'industrie de Paris
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Institut für Schweizerisches Bankwesen <Zürich>
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Sonderforschungsbereich Ökonomisches Risiko <Berlin>
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Center for Economic Research <Tilburg>
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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OECD
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School of Finance and Business Economics <Perth, Western Australia>
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Rodney L. White Center for Financial Research
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Federal Reserve Bank of St. Louis
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
8
Springer Fachmedien Wiesbaden
8
The Wharton Financial Institutions Center
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Universitat Pompeu Fabra / Departament d'Economia i Empresa
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Meddelanden från Svenska Handelshögskolan
14
Ekonomi och samhälle : Skrifter uitgivna av Svenska Handelshögskolan
1
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ECONIS (ZBW)
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Volatility smile dynamics in scenario analysis
Sundkvist, Kim
(
contributor
);
Söderman, Ronnie
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001557340
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2
The pricing of american put options on stock with dividends
Vikström, Mikael
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001557344
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3
The day of the week effect and option pricing : a study of the German option market
Sundkvist, Kim
(
contributor
);
Vikström, Mikael
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001557346
Saved in:
4
Hedging options with different time units in the pricing models
Vikström, Mikael
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001557350
Saved in:
5
Intraday and weekend volatility patterns : implications for option pricing
Sundkvist, Kim
(
contributor
);
Vikström, Mikael
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001557353
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6
Causes of observed feedback patterns between stocks and options
Jern, Benny
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001541152
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7
Maximum loss calculation using scenario analysis, heavy tails and implied volatility patterns
Söderman, Ronnie
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001544974
Saved in:
8
Pricing index options with stochastic volatility : on the efficiency of the Square Root Model
Söderman, Ronnie
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001544977
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9
Modeling the implied volatility smile : the sticky-delta smile approximation
Sundkvist, Kim
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001563887
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10
Evaluating option pricing models : different ways of modeling time
Sundkvist, Kim
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001563892
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