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~isPartOf:"Finance research letters"
~subject:"Geld-Brief-Spanne"
~subject:"Schätzung"
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Geld-Brief-Spanne
Schätzung
Option trading
64
Optionsgeschäft
64
Option pricing theory
47
Optionspreistheorie
47
Volatility
22
Volatilität
22
Derivat
14
Derivative
14
Stochastic process
9
Stochastischer Prozess
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Share price
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Aktienoption
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Credit risk
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Kreditrisiko
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Bid-ask spread
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Black-Scholes-Modell
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Options
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Theorie
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Theory
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Zinsstruktur
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Asymmetric information
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3
China
3
Commodity derivative
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Experiment
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Implied volatility
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Index futures
3
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Bernales, Alejandro
1
Braouezec, Yann
1
Cañón, Carlos Iván
1
Felföldi-Szűcs, Nóra
1
Forte, Santiago
1
Hattori, Takahiro
1
Jitsawatpaiboon, Kanokrak
1
Králik, Balázs
1
Lovreta, Lidija
1
Maré, E.
1
Mashele, Hopolang Phillip
1
Neururer, Thaddeus
1
Ruan, Xinfeng
1
Ryu, Doojin
1
Sonono, Masimba Energy
1
Venter, Pierre J
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Verousis, Thanos
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Finance research letters
The journal of futures markets
24
Research paper series / Swiss Finance Institute
14
Journal of banking & finance
13
Journal of financial economics
11
Journal of financial markets
9
The journal of derivatives : the official publication of the International Association of Financial Engineers
9
International review of economics & finance : IREF
8
The European journal of finance
8
Discussion paper / Tinbergen Institute
6
Management science : journal of the Institute for Operations Research and the Management Sciences
6
Swiss Finance Institute Research Paper
6
Working paper
6
Applied economics
5
Cogent economics & finance
5
International review of financial analysis
5
Journal of econometrics
5
Journal of empirical finance
5
SFB 649 Discussion Paper
5
SFB 649 discussion paper
5
Staff reports / Federal Reserve Bank of New York
5
Working paper / Centre for Financial Research
5
CFS working paper series
4
Discussion papers / Deutsches Institut für Wirtschaftsforschung
4
Journal of international financial markets, institutions & money
4
Quantitative finance
4
The journal of finance : the journal of the American Finance Association
4
Working paper / National Bureau of Economic Research, Inc.
4
Applied economics letters
3
Bank of England Working Paper
3
CESifo Working Paper
3
DIW Berlin Discussion Paper
3
Journal of financial and quantitative analysis : JFQA
3
Journal of risk and financial management : JRFM
3
MNB Working Papers
3
MNB working papers
3
NBER working paper series
3
Review of quantitative finance and accounting
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
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1
Who has volatility information in the index options market?
Ryu, Doojin
;
Yang, Heejin
- In:
Finance research letters
30
(
2019
),
pp. 266-270
Persistent link: https://www.econbiz.de/10012420810
Saved in:
2
Volatility discovery : can the CDS market beat the equity options market?
Forte, Santiago
;
Lovreta, Lidija
- In:
Finance research letters
28
(
2019
),
pp. 107-111
Persistent link: https://www.econbiz.de/10012388022
Saved in:
3
Bid-ask spread and liquidity searching behaviour of informed investors in option markets
Bernales, Alejandro
;
Cañón, Carlos Iván
;
Verousis, Thanos
- In:
Finance research letters
25
(
2018
),
pp. 96-102
Persistent link: https://www.econbiz.de/10012003477
Saved in:
4
How fundamental is the one-period trinomial model to European option pricing bounds : a new methodological approach
Braouezec, Yann
- In:
Finance research letters
21
(
2017
),
pp. 92-99
Persistent link: https://www.econbiz.de/10011807511
Saved in:
5
Estimation of bid-ask prices for options on LIBOR based instruments
Sonono, Masimba Energy
;
Mashele, Hopolang Phillip
- In:
Finance research letters
19
(
2016
),
pp. 33-41
Persistent link: https://www.econbiz.de/10011657436
Saved in:
6
Information content and market liquidity in the fixed income market : evidence from the swaption market
Hattori, Takahiro
- In:
Finance research letters
45
(
2022
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014574914
Saved in:
7
Variance risk premiums and aging firms
Neururer, Thaddeus
- In:
Finance research letters
58
(
2023
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014581299
Saved in:
8
Put-call parity in a crypto option market : evidence from Binance
Felföldi-Szűcs, Nóra
;
Králik, Balázs
;
Váradi, Kata
- In:
Finance research letters
61
(
2024
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014490726
Saved in:
9
The COVID-19 risk in the cross-section of equity options
Jitsawatpaiboon, Kanokrak
;
Ruan, Xinfeng
- In:
Finance research letters
53
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014472524
Saved in:
10
Price discovery in the volatility index option market : a univariate GARCH approach
Venter, Pierre J
;
Maré, E.
- In:
Finance research letters
44
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014494881
Saved in:
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