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Korrelationen von Aktienindizes : Implikationen für die Bildung eines risikodiversifizierten Portfolios mit Hilfe von Indexzertifikaten
Ganser, Florian - 2008 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003643210
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International transmission of uncertainty implicit in stock index option prices
Nikkinen, Jussi; Sahlström, Petri - In: Global finance journal 15 (2004) 1, pp. 1-15
Persistent link: https://www.econbiz.de/10002125844
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Market-conform valuation of options
Herwig, Tobias - 2006
Persistent link: https://www.econbiz.de/10003204143
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Der Einfluss von Transaktionskosten und Steuern auf die Preisbildung bei DAX-Futures
Weber, Nadine M. - 2005
Persistent link: https://www.econbiz.de/10002776846
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Pricing of options under different volatility models
Herzberg, Markus (contributor);  … - 2004
In this paper we compare the price of an option with one year maturity of the German stock index DAX for several volatility models including long memory and leverage effects. We compute the price by applying a present value scheme as well as the Black-Scholes and Hull-White formulas which...
Persistent link: https://www.econbiz.de/10002569929
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Price impacts of options volume
Schlag, Christian; Stoll, Hans R. - In: Journal of financial markets 8 (2005) 1, pp. 69-87
Persistent link: https://www.econbiz.de/10002575587
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Three essays on the econometrics of options markets
Lazarov, Zdravetz N. - 2004
Persistent link: https://www.econbiz.de/10002613885
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Why is the index smile so steep?
Branger, Nicole; Schlag, Christian - In: Review of finance : journal of the European Finance … 8 (2004) 1, pp. 109-127
Persistent link: https://www.econbiz.de/10002390132
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The international price transmission in stock index futures markets
Yang, Jian; Bessler, David A. - In: Economic inquiry : journal of the Western Economic … 42 (2004) 3, pp. 370-386
Persistent link: https://www.econbiz.de/10002141196