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~isPartOf:"International review of financial analysis"
~subject:"Option pricing theory"
~subject:"Option trading"
~subject:"Volatilität"
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Option pricing theory
Option trading
Volatilität
Implied volatility
19
Volatility
19
Börsenkurs
10
Share price
10
Capital income
8
Estimation
8
Kapitaleinkommen
8
Optionsgeschäft
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19
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Xu, Yaofei
3
Yan, Cheng
3
Bevilacqua, Mattia
2
Morelli, David
2
Shi, Yukun
2
Stasinakis, Charalampos
2
Uzan, Paola Sultana Renée
2
Ali, Md Hakim
1
Alsakka, Rasha
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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International review of financial analysis
Research paper series / Swiss Finance Institute
70
Swiss Finance Institute Research Paper
43
Journal of banking & finance
29
Quantitative finance
28
Discussion paper / Tinbergen Institute
24
SFB 649 discussion paper
23
Finance research letters
19
International journal of theoretical and applied finance
18
Working paper
17
The journal of futures markets
16
Journal of financial economics
15
Journal of risk and financial management : JRFM
15
The journal of derivatives : JOD
15
International review of economics & finance : IREF
13
Working Paper
13
Applied economics
12
International Journal of Financial Studies : open access journal
12
International journal of financial engineering
12
The North American journal of economics and finance : a journal of financial economics studies
12
Robert H. Smith School Research Paper
11
Applied mathematical finance
10
Energy economics
10
Risks : open access journal
10
Staff reports / Federal Reserve Bank of New York
10
Asia-Pacific journal of financial studies
9
Journal of empirical finance
9
The European journal of finance
9
Cogent economics & finance
8
Economic modelling
8
Journal of econometrics
8
Journal of international financial markets, institutions & money
8
Management science : journal of the Institute for Operations Research and the Management Sciences
8
Review of derivatives research
8
Rotman School of Management Working Paper
8
SSE EFI working paper series in economics and finance
8
Working paper / Centre for Financial Research
8
Annals of finance
7
CPQF Working Paper Series
7
Discussion papers of interdisciplinary research project 373
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ECONIS (ZBW)
19
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date (oldest first)
1
Market co-movement between credit default swap curves and option volatility surfaces
Shi, Yukun
;
Stasinakis, Charalampos
;
Xu, Yaofei
;
Yan, Cheng
- In:
International review of financial analysis
82
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013426474
Saved in:
2
Stock price default boundary : a Black-Cox model approach
Shi, Yunkun
;
Stasinakis, Charalampos
;
Xu, Yaofei
;
Yan, Cheng
- In:
International review of financial analysis
83
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013455157
Saved in:
3
Sovereign rating actions and the implied volatility of stock index
options
Tran, Vu
;
Alsakka, Rasha
;
Ap Gwilym, Owain
- In:
International review of financial analysis
34
(
2014
),
pp. 101-113
Persistent link: https://www.econbiz.de/10010528470
Saved in:
4
Forecasting option smile dynamics
Le, Van
;
Zurbruegg, Ralf
- In:
International review of financial analysis
35
(
2014
),
pp. 32-45
Persistent link: https://www.econbiz.de/10010529632
Saved in:
5
Testing Greeks and price changes in the S&P 500
options
and futures contract : a regression analysis
Hilliard, Jitka
- In:
International review of financial analysis
26
(
2013
),
pp. 51-58
Persistent link: https://www.econbiz.de/10009717219
Saved in:
6
The relationship between the option-implied volatility smile, stock returns and heterogeneous beliefs
Feng, Shu
;
Zhang, Yi
;
Friesen, Geoffrey C.
- In:
International review of financial analysis
41
(
2015
),
pp. 62-73
Persistent link: https://www.econbiz.de/10011508586
Saved in:
7
Striking the implied volatility of US drone companies
Bevilacqua, Mattia
;
Morelli, David
;
Uzan, Paola Sultana …
- In:
International review of financial analysis
77
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012806309
Saved in:
8
Optimal asset allocation using a combination of implied and historical information
Cheang, Chi Wan
;
Olmo, Jose
;
Ma, Tiejun
;
Sung, Ming-chien
; …
- In:
International review of financial analysis
67
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012299166
Saved in:
9
Asymmetric implied market volatility and terrorist attacks
Bevilacqua, Mattia
;
Morelli, David
;
Uzan, Paola Sultana …
- In:
International review of financial analysis
67
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012299223
Saved in:
10
Do stylized facts of equity-based volatility indices apply to fixed-income volatility indices? Evidence from the US Treasury market
López, Raquel
- In:
International review of financial analysis
42
(
2015
),
pp. 292-303
Persistent link: https://www.econbiz.de/10011573500
Saved in:
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