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Option-implied risk-neutral di...
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Optionsgeschäft
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Theorie
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Option pricing theory
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Option trading
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Optionspreistheorie
15
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14
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incomplete markets
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index options
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stochastic dominance bounds
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volatility smile
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Jackwerth, Jens Carsten
150
Hodder, James E.
37
Perrakis, Stylianos
32
Constantinides, George M.
25
Czerwonko, Michal
12
Golez, Benjamin
11
Kolokolova, Olga
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Rubinstein, Mark
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Kōnstantinidēs, Giōrgos
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Buraschi, Andrea
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Plazzi, Alberto
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Slavutskaya, Anna
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Cuesdeanu, Horatio
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Savov, Alexi
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Brown, David P.
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CZERWONKO, MICHAL
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Constantinaides, George M.
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Gandhi, Priyank
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Gerritzen, Marc
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Hodder, James
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Menner, Marco
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Carsten Jackwerth, Jens
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Constantinides, George M
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Mark Rubinstein.
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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Zentrum für Finanzen und Ökonometrie, Fachbereich Wirtschaftswissenschaften
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Fachbereich Wirtschaftswissenschaften, Universität Konstanz
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CoFE Discussion Paper
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The review of financial studies
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Working Paper Series of the Department of Economics, University of Konstanz
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The journal of finance : the journal of the American Finance Association
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EFA 2005 Moscow Meetings
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Review of asset pricing studies : RAPS
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ECONIS (ZBW)
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RePEc
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OLC EcoSci
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BASE
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EconStor
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USB Cologne (EcoSocSci)
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1
What do index options teach us about COVID-19?
Jackwerth, Jens Carsten
- In:
Review of asset pricing studies : RAPS
10
(
2020
)
4
,
pp. 618-634
Persistent link: https://www.econbiz.de/10012318194
Saved in:
2
Dynamische Programmierung bei erweiterten Modellen simultaner Investitions- und Finanzierungsplanung
Jackwerth, Jens Carsten
-
1994
Persistent link: https://www.econbiz.de/10000884059
Saved in:
3
Recovering risk aversion from option prices and realized returns
Jackwerth, Jens Carsten
- In:
The review of financial studies
13
(
2000
)
2
,
pp. 433-451
Persistent link: https://www.econbiz.de/10001485513
Saved in:
4
Dynamische Programmierung bei erweiterten Modellen simultaner Investitions- und Finanzierungsplanung
Jackwerth, Jens Carsten
-
1994
Persistent link: https://www.econbiz.de/10012699907
Saved in:
5
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:
6
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
Saved in:
7
LIBOR Manipulation : Cui Bono?
Ghandi, Priyank
;
Golez, Benjamin
;
Jackwerth, Jens Carsten
; …
-
2015
-
This Version: November 2, 2015
Persistent link: https://www.econbiz.de/10012134417
Saved in:
8
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:
9
Financial market misconduct and public enforcement : the case of Libor manipulation
Gandhi, Priyank
;
Golez, Benjamin
;
Jackwerth, Jens Carsten
; …
- In:
Management science : journal of the Institute for …
65
(
2019
)
11
,
pp. 5268-5289
Persistent link: https://www.econbiz.de/10012125960
Saved in:
10
The total benefit of alternative assets to pension fund portfolios
Jackwerth, Jens Carsten
;
Slavutskaya, Anna
- In:
Journal of financial markets
31
(
2016
),
pp. 25-42
Persistent link: https://www.econbiz.de/10011722258
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