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~institution:"Svenska Handelshögskolan <Helsinki>"
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Option pricing theory
10
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10
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9
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4
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4
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Sundkvist, Kim
5
Vikström, Mikael
4
Söderman, Ronnie
3
Jern, Benny
2
Djupsjöbacka, Daniel
1
Ekholm, Anders
1
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1
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Svenska Handelshögskolan <Helsinki>
National Bureau of Economic Research
613
Institut für Schweizerisches Bankwesen <Zürich>
42
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
31
Centre for Analytical Finance <Århus>
29
Springer Fachmedien Wiesbaden
23
Institute of Finance and Accounting <London>
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Center for Economic Research <Tilburg>
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Sonderforschungsbereich Ökonomisches Risiko <Berlin>
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Ekonomiska forskningsinstitutet <Stockholm>
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National Centre of Competence in Research North South <Bern>
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Chambre de commerce et d'industrie de Paris
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Frank J. Fabozzi Associates <New Hope, Pa.>
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Rodney L. White Center for Financial Research
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World Bank
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International Center for Financial Asset Management and Engineering
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OECD
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Max-Planck-Institut für Ökonomik <Jena> / Abteilung Strategische Interaktion
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Fisher Investments Inc. <Woodside, Calif.>
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Verlag Dr. Kovač
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Basel Committee on Banking Supervision
11
Frankfurt School of Finance & Management
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Universität Zürich / Institut für Schweizerisches Bankwesen
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CFA Institute <Charlottesville, Va.>
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Erasmus Research Institute of Management
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
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Federal Reserve Bank of St. Louis
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Institut for Finansiering <Frederiksberg>
9
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8
Judge Institute of Management Studies
8
Center for Urban & Real Estate Management <Zürich>
7
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Meddelanden från Svenska Handelshögskolan
13
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ECONIS (ZBW)
13
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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:
2
On the predictive ability of several common models of volatility : an empirical test on the FOX index
Maukonen, Marko S.
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001536537
Saved in:
3
Volatility smile dynamics in scenario analysis
Sundkvist, Kim
(
contributor
);
Söderman, Ronnie
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001557340
Saved in:
4
The pricing of american put options on stock with dividends
Vikström, Mikael
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001557344
Saved in:
5
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:
6
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
Saved in:
7
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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8
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:
9
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
Saved in:
10
Modeling the implied volatility smile : the sticky-delta smile approximation
Sundkvist, Kim
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001563887
Saved in:
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