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~subject:"Anlageverhalten"
~subject:"Risiko"
~subject:"Volatility"
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THREE-POINT VOLATILITY SMILE C...
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Anlageverhalten
Risiko
Volatility
Option pricing theory
9
Optionspreistheorie
9
Volatilität
9
Option trading
7
Optionsgeschäft
7
Volatility smile
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Börsenkurs
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Implied volatility
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Option pricing
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Aktienoption
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Capital income
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Derivat
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Kreditrisiko
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Options
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Statistical distribution
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Stock option
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Aktienmarkt
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Ankündigungseffekt
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Announcement effect
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Asymmetric information
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Asymmetric timeliness
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Bilanzpolitik
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Li, Wei
2
Chen, Ren-Raw
1
Cheng, Louis T. W.
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Dotsis, George
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Gu, Jenny
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Hilliard, Jitka
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Jones, Jeffrey S.
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1
Shyu, So-De
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Review of quantitative finance and accounting
Research paper series / Swiss Finance Institute
55
Journal of banking & finance
33
Swiss Finance Institute Research Paper
32
Discussion paper / Tinbergen Institute
28
Quantitative finance
28
International journal of theoretical and applied finance
22
Journal of risk and financial management : JRFM
21
Working paper
21
International review of financial analysis
19
Staff reports / Federal Reserve Bank of New York
19
Finance research letters
18
Cogent economics & finance
17
International Journal of Financial Studies : open access journal
16
Journal of financial economics
16
Working paper / Centre for Financial Research
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SFB 649 discussion paper
15
Applied economics
14
The North American journal of economics and finance : a journal of financial economics studies
14
CFS working paper series
13
ECB Working Paper
13
Energy economics
13
Risks : open access journal
13
CESifo working papers
12
International review of economics & finance : IREF
12
The journal of futures markets
12
Working paper series / Centre for Practical Quantitative Finance
12
International journal of financial engineering
11
NBER working paper series
11
Working paper series / European Central Bank
11
Applied mathematical finance
10
FEDS Working Paper
10
Journal of empirical finance
10
MPRA Paper
10
SAFE working paper
10
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9
Finance and economics discussion series
9
Journal of econometrics
9
Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
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1
The impact of H-share derivatives on the underlying equity market
Wang, Steven Shuye
;
Li, Wei
;
Cheng, Louis T. W.
- In:
Review of quantitative finance and accounting
32
(
2009
)
3
,
pp. 235-267
Persistent link: https://www.econbiz.de/10003846977
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2
The relationship between implied and realized volatility: evidence from the Australian stock index option market
Li, Steven
;
Yang, Qianqian
- In:
Review of quantitative finance and accounting
32
(
2009
)
4
,
pp. 405-419
Persistent link: https://www.econbiz.de/10003873809
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3
Pricing and hedging volatility smile under multifactor interest rate models
Kuo, I.-doun
- In:
Review of quantitative finance and accounting
36
(
2011
)
1
,
pp. 83-104
Persistent link: https://www.econbiz.de/10009271374
Saved in:
4
Explaining the volatility smile : non-parametric versus parametric option models
Lin, Hsuan-Chu
;
Chen, Ren-Raw
;
Palmon, Oded
- In:
Review of quantitative finance and accounting
46
(
2016
)
4
,
pp. 907-935
Persistent link: https://www.econbiz.de/10011595494
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5
Option pricing under stock market cycles with jump risks : evidence from the S&P 500 index
Wang, Shin-yun
;
Chuang, Ming-Che
;
Lin, Shih-kuei
;
Shyu, …
- In:
Review of quantitative finance and accounting
56
(
2021
)
1
,
pp. 25-51
Persistent link: https://www.econbiz.de/10012432624
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6
Debt rollover-induced local volatility model
Sokolinskiy, Oleg
- In:
Review of quantitative finance and accounting
52
(
2019
)
4
,
pp. 1065-1084
Persistent link: https://www.econbiz.de/10012172912
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7
A jump diffusion model for VIX volatility
options
and futures
Psychoyios, Dimitris
;
Dotsis, George
;
Markellos, Raphaēl N.
- In:
Review of quantitative finance and accounting
35
(
2010
)
3
,
pp. 245-269
Persistent link: https://www.econbiz.de/10009260276
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8
Do dividend initiations signal a reduction in risk? : evidence from the option market
Jones, Jeffrey S.
;
Gu, Jenny
;
Liu, Pu
- In:
Review of quantitative finance and accounting
42
(
2014
)
1
,
pp. 143-158
Persistent link: https://www.econbiz.de/10010345141
Saved in:
9
Volatilities implied by price changes in the S&P 500
options
and futures contracts
Hilliard, Jitka
;
Li, Wei
- In:
Review of quantitative finance and accounting
42
(
2014
)
4
,
pp. 599-626
Persistent link: https://www.econbiz.de/10010431376
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