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isPartOf:"Applied mathematical finance"
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Finance research letters"
~isPartOf:"International review of financial analysis"
~isPartOf:"Research paper series / Swiss Finance Institute"
~type_genre:"Article in journal"
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Search: subject_exact:"Optionsgeschäft"
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Option trading
169
Optionsgeschäft
169
Option pricing theory
134
Optionspreistheorie
134
Volatility
70
Volatilität
70
Derivat
48
Derivative
48
Stochastic process
33
Stochastischer Prozess
33
Black-Scholes model
21
Black-Scholes-Modell
21
Theorie
17
Theory
17
Experiment
15
Börsenkurs
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Share price
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Hedging
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Estimation
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Implied volatility
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Option pricing
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Schätzung
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Risk
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VIX
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Index futures
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Article
169
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169
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27
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169
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Wang, Xingchun
5
Lee, Hangsuck
4
Cohen, Samuel N.
3
Fusai, Gianluca
3
Lee, Minha
3
Marazzina, Daniele
3
Reisinger, Christoph
3
Wang, Sheng
3
Braouezec, Yann
2
Clark, Steven P.
2
Cui, Zhenyu
2
Frijns, Bart
2
Ha, Hongjun
2
Howison, Sam
2
Hsu, Pao-peng
2
Jin, Xing
2
Kong, Byungdoo
2
Kwok, Yue-Kuen
2
Kyriakou, Ioannis
2
Liu, Yanchu
2
Madan, Dilip B.
2
Mayer, Philipp
2
Persson, Svein-Arne
2
Peña, Javier
2
Shi, Yukun
2
Switzer, Lorne N.
2
Wang, Shouyang
2
Xu, Yaofei
2
Yan, Cheng
2
Zheng, Wendong
2
Zuluaga, Luis F.
2
Adoukonou, Olivier
1
Agarwalla, Sobhesh Kumar
1
Ahn, Hyungsok
1
Ahn, Jungkyu
1
Albrecher, H.
1
Alexander, Carol
1
Alibeiki, Hedayat
1
Almendral, Ariel
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Applied mathematical finance
European journal of operational research : EJOR
Finance research letters
International review of financial analysis
Research paper series / Swiss Finance Institute
The journal of futures markets
193
International journal of theoretical and applied finance
111
Journal of banking & finance
93
The journal of derivatives : the official publication of the International Association of Financial Engineers
86
Review of derivatives research
74
The journal of computational finance
59
Quantitative finance
58
Mathematical finance : an international journal of mathematics, statistics and financial theory
49
Journal of economic dynamics & control
47
Finance and stochastics
43
The North American journal of economics and finance : a journal of financial economics studies
41
Journal of financial economics
40
International review of economics & finance : IREF
34
Journal of financial markets
34
International journal of financial engineering
32
Journal of financial and quantitative analysis : JFQA
31
Computational economics
30
The review of financial studies
30
Journal of mathematical finance
27
Management science : journal of the Institute for Operations Research and the Management Sciences
27
Review of quantitative finance and accounting
27
The European journal of finance
24
The journal of finance : the journal of the American Finance Association
23
Asia-Pacific financial markets
22
Applied economics
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Applied financial economics
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Risks : open access journal
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Journal of risk and financial management : JRFM
18
Annals of finance
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The journal of derivatives : JOD
17
Economic modelling
16
Journal of empirical finance
16
Decisions in economics and finance : DEF ; a journal of applied mathematics
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Insurance / Mathematics & economics
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Applied economics letters
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Finance : revue de l'Association Française de Finance
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ECONIS (ZBW)
169
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1
On practitioners closed-form GARCH option pricing
Mozumder, Sharif
;
Frijns, Bart
;
Talukdar, Bakhtear
; …
- In:
International review of financial analysis
94
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014543999
Saved in:
2
Options illiquidity in an over-the-counter market
Ahn, Jungkyu
- In:
International review of financial analysis
94
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014544018
Saved in:
3
A critical analysis of the Weighted Least Squares Monte Carlo method for pricing American options
Reesor, R. Mark
;
Stentoft, Lars
;
Zhu, Xiaotian
- In:
Finance research letters
64
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014531706
Saved in:
4
Arbitrage-free neural-SDE market models
Cohen, Samuel N.
;
Reisinger, Christoph
;
Wang, Sheng
- In:
Applied mathematical finance
30
(
2023
)
1
,
pp. 1-46
Persistent link: https://www.econbiz.de/10014390284
Saved in:
5
Valuation of European options under an uncertain market price of volatility risk
Jaroszkowski, Bartosz
;
Jensen, Max
- In:
Applied mathematical finance
29
(
2022
)
3
,
pp. 213-226
Persistent link: https://www.econbiz.de/10013554804
Saved in:
6
Trading activity of VIX futures and options around FOMC announcements
Huang, Hong-Gia
;
Tsai, Wei-Che
;
Yang, J. Jimmy
- In:
International review of financial analysis
94
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014543990
Saved in:
7
Price discovery of the Chinese crude oil options and futures markets
Zou, Mi
;
Han, Lin
;
Yang, Zhini
- In:
Finance research letters
60
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014490178
Saved in:
8
The impact of position limits on options trading
Switzer, Lorne N.
;
Tu, Qiao
- In:
Finance research letters
61
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014490632
Saved in:
9
Put-call parity in a crypto option market : evidence from Binance
Felföldi-Szűcs, Nóra
;
Králik, Balázs
;
Váradi, Kata
- In:
Finance research letters
61
(
2024
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014490726
Saved in:
10
Pricing first-touch digitals with a multi-step double boundary and American barrier options
Lee, Hangsuck
;
Ha, Hongjun
;
Kong, Byungdoo
- In:
Finance research letters
59
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014445122
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