Münster University of Applied Sciences
in Total Papers Downloads
in Total Papers Citations
certificate, implied volatility, option pricing, stochastic volatility, structured financial product, volatility skew, volatility smile
growth companies, implied volatility, option pricing, Schwartz-Moon model, stock price dynamics
customer valuation, diffusion models, real options, asset pricing, growth company, valuation
Implied Volatility, Volatility Forecasting, Options
ad hoc disclosure, earnings announcement, earnings surprise, market reaction
overreaction, market efficiency, event study
Basel II, Risk weights, Banking regulation, Capital requirements, Pro-cyclicality
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