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~subject:"Option pricing theory"
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Option pricing theory
Spain
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Capital income
17
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17
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Optionspreistheorie
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Market liquidity
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business cycles
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experiments
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Rubio, Gonzalo
7
Ferreira, Eva
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Gago, Mónica
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González-Urteaga, Ana
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León Valle, Ángel Manuel
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Alonso Sánchez, Francisco
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Blanco, Roberto
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Nieto Domenech, Belen
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Nieto, Belén
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Peña Sánchez de Rivera, Juan Ignacio
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Serna, Gregorio
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Quantitative finance
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Spanish economic review : SER
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Información comercial española / Cuadernos económicos
1
Investigaciones económicas
1
Journal of banking & finance
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ECONIS (ZBW)
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Extracting expected stock risk premia from option prices and the information contained in non-parametric-out-of-sample stochastic discount factors
González-Urteaga, Ana
;
Nieto, Belén
;
Rubio, Gonzalo
- In:
Quantitative finance
21
(
2021
)
5
,
pp. 713-727
Persistent link: https://www.econbiz.de/10012500183
Saved in:
2
Why do we smile? : On the determinants of the implied volatility function
Peña Sánchez de Rivera, Juan Ignacio
;
Rubio, Gonzalo
; …
- In:
Journal of banking & finance
23
(
1999
)
8
,
pp. 1151-1179
Persistent link: https://www.econbiz.de/10001391604
Saved in:
3
Smiling under stochastic volatility
León Valle, Ángel Manuel
;
Rubio, Gonzalo
- In:
Spanish economic review : SER
6
(
2004
)
1
,
pp. 52-75
Persistent link: https://www.econbiz.de/10001969217
Saved in:
4
A semiparametric estimation of liquidity effects on option pricing
Ferreira, Eva
;
Gago, Mónica
;
Rubio, Gonzalo
- In:
Spanish economic review : SER
5
(
2003
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10001761022
Saved in:
5
An empirical comparison of the performance of alternative option pricing models
Ferreira, Eva
;
Gago, Mónica
;
León Valle, Ángel Manuel
; …
- In:
Investigaciones económicas
29
(
2005
)
3
,
pp. 483-523
Persistent link: https://www.econbiz.de/10003317868
Saved in:
6
Análisis del comportamiento predictivo de las densidades neutrales al riego implícitas en las opciones sobre el Ibex-35
Alonso Sánchez, Francisco
;
Blanco, Roberto
;
Rubio, Gonzalo
- In:
Información comercial española / Cuadernos económicos
69
(
2005
),
pp. 11-32
Persistent link: https://www.econbiz.de/10003375701
Saved in:
7
Extracting expected stock risk premia from option prices and the information contained in non-parametric-out-of-sample stochastic discount factors
González-Urteaga, Ana
;
Nieto Domenech, Belen
;
Rubio, …
- In:
Quantitative finance
21
(
2021
)
5
,
pp. 713-727
Persistent link: https://www.econbiz.de/10012500184
Saved in:
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