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~subject:"Option pricing theory"
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Option-implied risk-neutral di...
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Option pricing theory
Optionsgeschäft
16
Theorie
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Option trading
15
Optionspreistheorie
15
Derivative
14
Finanzmarkt
14
Theory
14
Derivat
13
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USA
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12
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10
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9
Kapitaleinkommen
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Portfolio selection
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Volatility
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Volatilität
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Führungskräfte
5
Securities trading
5
Transaktionskosten
5
Vergütungssystem
5
Wertpapierhandel
5
incomplete markets
5
index options
5
stochastic dominance bounds
5
volatility smile
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Black-Scholes model
4
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4
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English
15
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Jackwerth, Jens Carsten
15
Perrakis, Stylianos
4
Constantinides, George M.
3
Buraschi, Andrea
2
Cuesdeanu, Horatio
2
Kōnstantinidēs, Giōrgos
2
Rubinstein, Mark
2
Vilkov, Grigory
2
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ECONIS (ZBW)
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Option pricing : real and risk-neutral distributions
Kōnstantinidēs, Giōrgos
;
Jackwerth, Jens Carsten
; …
- In:
Financial engineering
,
(pp. 565-591)
.
2008
Persistent link: https://www.econbiz.de/10003567751
Saved in:
2
Option pricing : real and risk-neutral distributions
Kōnstantinidēs, Giōrgos
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003221993
Saved in:
3
Recovering probability distributions from option prices
Jackwerth, Jens Carsten
- In:
The journal of finance : the journal of the American …
51
(
1996
)
5
,
pp. 1611-1631
Persistent link: https://www.econbiz.de/10001211781
Saved in:
4
Recovering probabilities and risk aversion from options prices and realized returns
Rubinstein, Mark
;
Jackwerth, Jens Carsten
- In:
The legacy of Fischer Black
,
(pp. 125-160)
.
2005
Persistent link: https://www.econbiz.de/10003404035
Saved in:
5
The price of a smile : hedging and spanning in option markets
Buraschi, Andrea
(
contributor
); …
-
1999
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001700533
Saved in:
6
The price of a smile : hedging and spanning in option markets
Buraschi, Andrea
;
Jackwerth, Jens Carsten
- In:
The review of financial studies
14
(
2001
)
2
,
pp. 495-527
Persistent link: https://www.econbiz.de/10001570577
Saved in:
7
Does the Ross recovery theorem work empirically?
Jackwerth, Jens Carsten
;
Menner, Marco
- In:
Journal of financial economics
137
(
2020
)
3
,
pp. 723-739
Persistent link: https://www.econbiz.de/10012588349
Saved in:
8
The pricing kernel puzzle in forward looking data
Cuesdeanu, Horatio
;
Jackwerth, Jens Carsten
- In:
Review of derivatives research
21
(
2018
)
3
,
pp. 253-276
Persistent link: https://www.econbiz.de/10012055741
Saved in:
9
The pricing kernel puzzle : survey and outlook
Cuesdeanu, Horatio
;
Jackwerth, Jens Carsten
- In:
Annals of finance
14
(
2018
)
3
,
pp. 289-329
Persistent link: https://www.econbiz.de/10012019345
Saved in:
10
Asymmetric volatility risk : evidence from option markets
Jackwerth, Jens Carsten
;
Vilkov, Grigory
- In:
Review of finance : journal of the European Finance …
23
(
2019
)
4
,
pp. 777-799
Persistent link: https://www.econbiz.de/10012035136
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