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~subject:"Option pricing theory"
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Option pricing theory
Optionsgeschäft
17
Theorie
17
Option trading
16
Optionspreistheorie
15
Theory
15
Derivative
14
Finanzmarkt
14
Derivat
13
Financial market
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Index-Futures
13
USA
13
Index futures
12
United States
12
Hedgefonds
11
Hedge fund
10
Hedging
10
CAPM
9
Capital income
8
Kapitaleinkommen
8
Anlageverhalten
6
Investmentfonds
6
Portfolio selection
6
Portfolio-Management
6
Risikoaversion
6
Risk aversion
6
Volatility
6
Volatilität
6
Black-Scholes-Modell
5
Führungskräfte
5
Securities trading
5
Transaktionskosten
5
Vergütungssystem
5
Wertpapierhandel
5
incomplete markets
5
index options
5
stochastic dominance bounds
5
volatility smile
5
Behavioural finance
4
Black-Scholes model
4
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Free
7
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8
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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
Golez, Benjamin
1
Menner, Marco
1
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Institute of Finance and Accounting <London>
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National Bureau of Economic Research
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1
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1
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1
Review of derivatives research
1
Review of finance : journal of the European Finance Association
1
The journal of finance : the journal of the American Finance Association
1
The legacy of Fischer Black
1
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ECONIS (ZBW)
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1
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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