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Modelling the implied probabil...
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Option pricing theory
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Madan, Dilip B.
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International journal of theoretical and applied finance
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The journal of futures markets
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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International journal of financial engineering
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Journal of mathematical finance
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Research paper series / Swiss Finance Institute
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The North American journal of economics and finance : a journal of financial economics studies
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Journal of financial economics
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The European journal of finance
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Asia-Pacific financial markets
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Energy economics
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NBER working paper series
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The journal of finance : the journal of the American Finance Association
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SFB 649 discussion paper
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Annals of finance
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Journal of risk and financial management : JRFM
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The journal of real estate finance and economics
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The review of financial studies
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Economic modelling
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International review of economics & finance : IREF
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
14,371
RePEc
6
EconStor
1
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1
Modelling the implied probability of stock market movements
Glatzer, Ernst
-
2003
Persistent link: https://www.econbiz.de/10013434536
Saved in:
2
Modelling the implied probability of stock market movements
Glatzer, Ernst
(
contributor
);
Scheicher, Martin
(
contributor
)
-
2003
Persistent link: https://www.econbiz.de/10001749468
Saved in:
3
Jump contagion among stock market indices : evidence from option markets
Boswijk, Herman Peter
;
Laeven, Roger J. A.
;
Lalu, Andrei
; …
-
2021
Europe and vice versa, with the US leading the UK and standing on equal footing with
Germany
. We illustrate the importance of …
Persistent link: https://www.econbiz.de/10012650140
Saved in:
4
Pricing a bivariate option with copulas
Bucio-Pacheco, Christian
;
López Herrera, Francisco
; …
- In:
International journal of bonds and derivatives
4
(
2018
)
1
,
pp. 74-87
Persistent link: https://www.econbiz.de/10012253407
Saved in:
5
Perception des risques sur les marchés, construction d'un indice élaboré à partir des smiles d'options et test de stratégies
Brière, Marie
;
Chancari, Kamal
- In:
Revue d'économie politique
114
(
2004
)
4
,
pp. 527-555
Persistent link: https://www.econbiz.de/10002233749
Saved in:
6
Schätzung erwarteter Aktienrenditen auf Basis von Fremdkapitalmärkten
Berg, Tobias
;
Willershausen, Timo
- In:
Kredit und Kapital
38
(
2005
)
3
,
pp. 435-465
Persistent link: https://www.econbiz.de/10003162848
Saved in:
7
Hedging under alternative stickiness assumptions : an emperical analysis for barrier options
Engelmann, Bernd
;
Fengler, Matthias R.
;
Schwendner, Peter
- In:
Journal of risk
12
(
2009/10
)
1
,
pp. 53-77
Persistent link: https://www.econbiz.de/10003900335
Saved in:
8
Common factors governing VDAX movements and the maximum loss
Härdle, Wolfgang
;
Schmidt, Peter
-
2000
tool for options portfolios using the "Maximum Loss" methodology based on Principal Components. -- Implied
Volatility
; DAX …
Persistent link: https://www.econbiz.de/10009612026
Saved in:
9
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:
10
Messung und Prognose von Volatilitäten am Beispiel des DAX-Index
Sautter, Jörg
-
1996
-
1. Aufl
Persistent link: https://www.econbiz.de/10000937935
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