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Optionspreistheorie
Options (Finance)
14
Option pricing theory
12
Theorie
12
Theory
12
Volatility
10
Volatilität
10
USA
8
United States
8
ARCH model
6
ARCH-Modell
6
Estimation
6
Financial markets
6
Schätzung
6
Hedging (Finance)
5
Derivat
4
Derivative
4
Derivative securities
4
Hedging
4
Econometric models
3
Interest rate
3
Option trading
3
Optionsgeschäft
3
Zins
3
1992-1994
2
Anleihe
2
Asset valuation
2
Black-Scholes model
2
Black-Scholes-Modell
2
Bond
2
Bonds
2
Börsenkurs
2
Capital income
2
Credit institutions
2
Default
2
Financial instruments
2
Financial management
2
Interest rates
2
Kapitaleinkommen
2
Portfolio selection
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English
12
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Nandi, Saikat
11
Heston, Steven L.
7
Abken, Peter A.
1
Jabbour, George M.
1
Kramin, Marat V.
1
Kramin, Timur V.
1
Waggoner, Daniel
1
Young, Stephen D.
1
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Working paper series / Federal Reserve Bank of Atlanta
4
Economic review
2
FRB Atlanta Working Paper Series
2
Advances in quantitative analysis of finance and accounting : a research annual
1
Journal of banking & finance
1
The journal of fixed income
1
The review of financial studies
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ECONIS (ZBW)
12
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1
Pricing and hedging index options under stochastic volatility : an empirical examiniation
Nandi, Saikat
-
1996
Persistent link: https://www.econbiz.de/10000958009
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2
How important is the correlation between returns and volatility in a stochastic volatility model? : Empirical evidence from pricing and hedging in the S&P 500 index options market
Nandi, Saikat
- In:
Journal of banking & finance
22
(
1998
)
5
,
pp. 589-610
Persistent link: https://www.econbiz.de/10001243308
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3
Option pricing and higher order moments
Young, Stephen D.
;
Jabbour, George M.
;
Kramin, Marat V.
; …
- In:
Advances in quantitative analysis of finance and …
10
(
2002
),
pp. 23-39
Persistent link: https://www.econbiz.de/10001753316
Saved in:
4
Options and volatility
Abken, Peter A.
- In:
Economic review
81
(
1996
)
3
,
pp. 21-35
Persistent link: https://www.econbiz.de/10001210853
Saved in:
5
A closed-form GARCH option valuation model
Heston, Steven L.
;
Nandi, Saikat
- In:
The review of financial studies
13
(
2000
)
3
,
pp. 585-625
Persistent link: https://www.econbiz.de/10001499745
Saved in:
6
A two-factor term structure model under GARCH volatility
Heston, Steven L.
;
Nandi, Saikat
- In:
The journal of fixed income
13
(
2003
)
1
,
pp. 87-95
Persistent link: https://www.econbiz.de/10001782469
Saved in:
7
The risks and rewards of selling volatility
Nandi, Saikat
;
Waggoner, Daniel
- In:
Economic review
86
(
2001
)
1
,
pp. 31-39
Persistent link: https://www.econbiz.de/10001581207
Saved in:
8
A discrete-time two-factor model for pricing bonds and interest rate derivatives under Random volatility
Heston, Steven L.
;
Nandi, Saikat
-
1999
Persistent link: https://www.econbiz.de/10001444589
Saved in:
9
A closed-form GARCH option pricing model
Heston, Steven L.
;
Nandi, Saikat
-
1997
Persistent link: https://www.econbiz.de/10000985996
Saved in:
10
Preference-free option pricing with path-dependent volatility : a clsosed-form approach
Heston, Steven L.
;
Nandi, Saikat
-
1999
Persistent link: https://www.econbiz.de/10001408069
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