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~subject:"Option pricing theory"
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Option pricing theory
skewness
446
Skewness
405
Kapitaleinkommen
235
Capital income
234
Theorie
227
Theory
219
Statistische Verteilung
200
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194
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163
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141
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54
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English
53
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Kim, Sol
4
García-Machado, Juan J.
3
Gruber, Peter H.
3
Lee, Geul
3
Rybczyński, Jarosław
3
Trojani, Fabio
3
Zhang, Jin E.
3
Aschakulporn, Pakorn
2
Barbachan, José Santiago Fajardo
2
Chang, Bo Young
2
Christoffersen, Peter F.
2
Du, Du
2
Gambarelli, Luca
2
Gkionis, Konstantinos
2
Jacobs, Kris
2
Kostakis, Alexandros
2
Muzzioli, Silvia
2
Skiadopoulos, George
2
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2
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2
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Gamba, Andrea
1
Guo, Biao
1
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1
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Applied economics
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
Asia-Pacific journal of financial studies
3
International journal of theoretical and applied finance
3
Journal of banking & finance
3
Investigaciones europeas de Dirección y Economía de la Empresa : IEDEE
2
Journal of financial economics
2
Research paper series / Swiss Finance Institute
2
Review of derivatives research
2
The European journal of finance
2
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1
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1
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1
Emerging markets, finance and trade : EMFT
1
Financial markets and portfolio management
1
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
1
Handbook of Economic Forecasting : volume 2, part A
1
Handbook of economic forecasting ; Volume 2A
1
International journal of bonds and derivatives
1
International review of economics & finance : IREF
1
International review of financial analysis
1
Journal of international financial markets, institutions & money
1
Journal of investment management : JOIM
1
Journal of mathematical finance
1
Journal of risk
1
Journal of risk finance : the convergence of financial products and insurance
1
Quantitative finance
1
Review of Pacific Basin financial markets and policies
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Swiss Finance Institute Research Paper
1
The accounting review : a publication of the American Accounting Association
1
The journal of asset management
1
The journal of futures markets
1
The quarterly journal of finance
1
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Working paper / Federal Reserve Bank of Dallas, Research Department
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ECONIS (ZBW)
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1
Political uncertainty and currency markets
Leippold, Markus
;
Matthys, Felix
;
Mueller, Philippe
; …
-
2024
Persistent link: https://www.econbiz.de/10014486798
Saved in:
2
An option-based approach to measuring disclosure asymmetry
Smith, Kevin
- In:
The accounting review : a publication of the American …
98
(
2023
)
4
,
pp. 373-403
Persistent link: https://www.econbiz.de/10014340501
Saved in:
3
Endogenous option pricing
Gamba, Andrea
;
Saretto, Alessio
-
2022
Persistent link: https://www.econbiz.de/10013170529
Saved in:
4
Bakshi, Kapadia, and Madan (2003) risk-neutral moment estimators : a Gram-Charlier density approach
Aschakulporn, Pakorn
;
Zhang, Jin E.
- In:
Review of derivatives research
25
(
2022
)
3
,
pp. 233-281
Persistent link: https://www.econbiz.de/10013457619
Saved in:
5
On the nature of (jump)
skewness
risk premia
Orłowski, Piotr
;
Schneider, Paul
;
Trojani, Fabio
- In:
Management science : journal of the Institute for …
70
(
2024
)
2
,
pp. 1154-1174
Persistent link: https://www.econbiz.de/10014513916
Saved in:
6
The use of option prices to assess the
skewness
risk premium
Elyasiani, Elyas
;
Gambarelli, Luca
;
Muzzioli, Silvia
- In:
Applied economics
52
(
2020
)
55
,
pp. 6057-6074
Persistent link: https://www.econbiz.de/10012308429
Saved in:
7
Risk appetite and option prices : evidence from the Chinese SSE50 options market
Liu, Qing
;
Wang, Shouyang
;
Sui, Cong
- In:
International review of financial analysis
86
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014248927
Saved in:
8
The sum of all fears : forecasting international returns using option-implied risk measures
Gagnon, Marie-Hélène
;
Power, Gabriel J.
;
Toupin, Dominique
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014248207
Saved in:
9
Can real options explain the
skewness
of stock returns?
Ho, Tuan
;
Kim, Kirak
;
Li, Yang
;
Xu, Fangming
- In:
Journal of banking & finance
148
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014248283
Saved in:
10
Bakshi, Kapadia, and Madan (2003) risk-neutral moment estimators : an affine jump-diffusion approach
Aschakulporn, Pakorn
;
Zhang, Jin E.
- In:
The journal of futures markets
42
(
2022
)
3
,
pp. 365-388
Persistent link: https://www.econbiz.de/10012817922
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