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~subject:"Risk premium"
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Risk premium
Optionspreistheorie
14,814
Option pricing theory
14,355
Optionsgeschäft
5,130
Option trading
4,921
Volatilität
4,328
Volatility
4,260
Theorie
4,243
Theory
4,096
Stochastischer Prozess
3,290
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3,238
Derivat
2,748
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Portfolio-Management
1,293
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1,281
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1,073
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Börsenkurs
854
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Risiko
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Risk
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Kapitaleinkommen
662
Capital income
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Realoptionsansatz
649
Real options analysis
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Monte-Carlo-Simulation
633
Monte Carlo simulation
626
Kreditrisiko
603
Credit risk
593
Statistische Verteilung
592
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582
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Todorov, Viktor
15
Jacobs, Kris
11
Fusari, Nicola
9
Andersen, Torben
7
Benth, Fred Espen
7
Christoffersen, Peter F.
7
Wang, Xingchun
7
Bollerslev, Tim
6
Chernov, Mikhail
6
Santa-Clara, Pedro
6
Wese Simen, Chardin
6
Xiao, Xiao
6
Zhang, Jin E.
6
Broadie, Mark
5
Chen, Hui
5
Farhi, Emmanuel
5
Gabaix, Xavier
5
Härdle, Wolfgang
5
Ivanova, Vesela
5
Joslin, Scott
5
Karmann, Alexander
5
McAleer, Michael
5
Seo, Sang Byung
5
Stentoft, Lars
5
Bailey, Warren
4
Chang, Chia-Lin
4
Driessen, Joost
4
Du, Du
4
Johannes, Michael
4
Lehnert, Thorsten
4
Madan, Dilip B.
4
Malloch, Hamish
4
Orłowski, Piotr
4
Osipenko, Maria
4
Prokopczuk, Marcel
4
Schmeiser, Hato
4
Trojani, Fabio
4
Yan, Shu
4
Almeida, Caio
3
Apergis, Iraklis
3
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National Bureau of Economic Research
6
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Swiss Finance Institute
1
Universität St. Gallen / Institut für Versicherungswirtschaft
1
Verlag Dr. Kovač
1
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Journal of banking & finance
28
Journal of financial economics
14
The journal of futures markets
13
International journal of theoretical and applied finance
10
The review of financial studies
9
CREATES research paper
7
Finance research letters
7
Research paper series / Swiss Finance Institute
7
Journal of economic dynamics & control
6
Journal of empirical finance
6
Journal of financial markets
6
Management science : journal of the Institute for Operations Research and the Management Sciences
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NBER working paper series
6
Quantitative finance
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Review of derivatives research
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The journal of finance : the journal of the American Finance Association
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Working paper / National Bureau of Economic Research, Inc.
6
Applied mathematical finance
5
Journal of financial econometrics
5
Journal of risk and financial management : JRFM
5
NBER Working Paper
5
The journal of derivatives : the official publication of the International Association of Financial Engineers
5
Annals of finance
4
Energy economics
4
European journal of operational research : EJOR
4
International journal of financial engineering
4
International review of economics & finance : IREF
4
Journal of financial and quantitative analysis : JFQA
4
Journal of mathematical finance
4
SFB 649 discussion paper
4
Asia-Pacific financial markets
3
Asia-Pacific journal of financial studies
3
Decisions in economics and finance : a journal of applied mathematics
3
Discussion paper / Centre for Economic Policy Research
3
Insurance / Mathematics & economics
3
Journal of international financial markets, institutions & money
3
Review of quantitative finance and accounting
3
Risks : open access journal
3
Swiss Finance Institute Research Paper
3
The European journal of finance
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ECONIS (ZBW)
525
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1
Long run forward rates and long yields of bonds and options in heterogeneous equilibria
Malamud, Semyon
- In:
Finance and stochastics
12
(
2008
)
2
,
pp. 245-264
Persistent link: https://www.econbiz.de/10003716265
Saved in:
2
The cross-section of average delta-hedge option returns under stochastic volatility
Ibáñez, Alfredo
- In:
Review of derivatives research
11
(
2008
)
3
,
pp. 205-244
Persistent link: https://www.econbiz.de/10003835031
Saved in:
3
When does extra risk strictly increase an option's value?
Rasmusen, Eric
- In:
The review of financial studies
20
(
2007
)
5
,
pp. 1647-1667
Persistent link: https://www.econbiz.de/10003621199
Saved in:
4
Learning, confidence and option prices
Shaliastovich, Ivan
-
2009
-
Current version: October 2009
Persistent link: https://www.econbiz.de/10009355444
Saved in:
5
Essays on the pricing, hedging and informational content of options
Horn, David
-
2011
Persistent link: https://www.econbiz.de/10009378786
Saved in:
6
Estimating probability distributions of future asset prices : empirical transformations from option-implied risk-neutral to real-world density functions
Vincent-Humphreys, Rupert de
;
Noss, Joseph
-
2012
Persistent link: https://www.econbiz.de/10009559811
Saved in:
7
Liquidity effect in OTC options markets : premium or discount?
Deuskar, Prachi
;
Gupta, Anurag
;
Subrahmanyam, Marti G.
- In:
Journal of financial markets
14
(
2011
)
1
,
pp. 127-160
Persistent link: https://www.econbiz.de/10009267085
Saved in:
8
Retail clientele and option returns
Choy, Siu Kai
- In:
Journal of banking & finance
51
(
2015
),
pp. 26-42
Persistent link: https://www.econbiz.de/10011377259
Saved in:
9
Understanding delta-hedged option returns in stochastic volatility environments
Sasaki, Hiroshi
- In:
Asia-Pacific financial markets
22
(
2015
)
2
,
pp. 151-184
Persistent link: https://www.econbiz.de/10011377526
Saved in:
10
Parametric inference and dynamic state recovery from option panels
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
- In:
Econometrica : journal of the Econometric Society, an …
83
(
2015
)
3
,
pp. 1081-1145
Persistent link: https://www.econbiz.de/10011378591
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