//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
isPartOf:"Applied mathematical finance"
~isPartOf:"Finance research letters"
~isPartOf:"International review of financial analysis"
~isPartOf:"Research paper series / Swiss Finance Institute"
~subject:"Black-Scholes model"
~subject:"Geld-Brief-Spanne"
~type_genre:"Article in journal"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Optionsgeschäft"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Black-Scholes model
Geld-Brief-Spanne
Option trading
132
Optionsgeschäft
132
Option pricing theory
101
Optionspreistheorie
101
Volatility
57
Volatilität
57
Derivat
34
Derivative
34
Stochastic process
23
Stochastischer Prozess
23
Black-Scholes-Modell
17
Theorie
16
Theory
16
Börsenkurs
12
Share price
12
Experiment
11
Implied volatility
11
Estimation
9
Hedging
9
Schätzung
9
Index futures
8
Index-Futures
8
Risiko
8
Risk
8
VIX
8
Aktienoption
6
Credit risk
6
Kreditrisiko
6
Option pricing
6
Stock option
6
Aktienindex
5
Aktienmarkt
5
Asymmetric information
5
Asymmetrische Information
5
Bid-ask spread
5
Stock index
5
Stock market
5
USA
5
more ...
less ...
Online availability
All
Undetermined
14
Free
1
Type of publication
All
Article
21
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
21
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
21
Author
All
Albrecher, H.
1
Avellaneda, Marco
1
Bernales, Alejandro
1
Borovykh, Anastasia
1
Bougias, Alexandros
1
Braouezec, Yann
1
Buff, Robert
1
Cañón, Carlos Iván
1
Chang, Ming-Chi
1
Cohen, Samuel N.
1
Duck, Peter W.
1
Episcopos, Athanasios
1
Evatt, Geoffrey W.
1
Figueroa-López, José E.
1
Funahashi, Hideharu
1
Gong, Ruoting
1
Gzyl, Henryk
1
Houdré, Christian
1
Johnson, Paul V.
1
Kijima, Masaaki
1
Kirkby, J. Lars
1
Ko, Bangwon
1
Kraft, Holger
1
Lee, Hangsuck
1
Lee, Minha
1
Leitao, Álvaro
1
Leledakis, George N.
1
Liu, Qing
1
Liu, Shuaiqiang
1
Mashele, Hopolang Phillip
1
Mayer, Philipp
1
Milev, M.
1
Oosterlee, Cornelis Willebrordus
1
Pinder, Sean
1
Pirjol, Dan
1
Qiu, Shi
1
Reisinger, Christoph
1
Ryu, Doojin
1
Schoutens, W.
1
Sheu, Yuan-Chung
1
more ...
less ...
Published in...
All
Applied mathematical finance
Finance research letters
International review of financial analysis
Research paper series / Swiss Finance Institute
International journal of theoretical and applied finance
23
The journal of derivatives : the official publication of the International Association of Financial Engineers
14
Review of derivatives research
12
The journal of futures markets
12
International journal of financial engineering
11
Computational economics
10
Mathematical finance : an international journal of mathematics, statistics and financial theory
10
The North American journal of economics and finance : a journal of financial economics studies
10
The journal of computational finance
10
Journal of banking & finance
9
Quantitative finance
8
Journal of mathematical finance
7
The European journal of finance
7
Finance and stochastics
6
Journal of economic dynamics & control
6
Applied economics
5
Journal of derivatives & hedge funds
5
Asia-Pacific financial markets
4
European journal of operational research : EJOR
4
International journal of theoretical and applied finance : IJTAF
4
Journal of emerging market finance
4
Journal of financial markets
4
Journal of risk and financial management : JRFM
4
Annals of finance
3
Applied financial economics
3
Decisions in economics and finance : DEF ; a journal of applied mathematics
3
International review of economics & finance : IREF
3
Journal of econometrics
3
Journal of financial economics
3
Review of quantitative finance and accounting
3
Risks : open access journal
3
The journal of finance : the journal of the American Finance Association
3
Asia-Pacific journal of financial studies
2
Cogent economics & finance
2
Economic modelling
2
Finanzmarkt und Portfolio-Management
2
International journal of business
2
more ...
less ...
Source
All
ECONIS (ZBW)
21
Showing
1
-
10
of
21
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
On a neural network to extract implied information from american options
Liu, Shuaiqiang
;
Leitao, Álvaro
;
Borovykh, Anastasia
; …
- In:
Applied mathematical finance
28
(
2021
)
5
,
pp. 449-475
Persistent link: https://www.econbiz.de/10013411712
Saved in:
2
The pricing and static hedging of multi-step double barrier options
Lee, Hangsuck
;
Ko, Bangwon
;
Lee, Minha
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014473264
Saved in:
3
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:
4
Hedging option books using neural-sde market models
Cohen, Samuel N.
;
Reisinger, Christoph
;
Wang, Sheng
- In:
Applied mathematical finance
29
(
2022
)
5
,
pp. 366-401
Persistent link: https://www.econbiz.de/10014323483
Saved in:
5
The role of asset payouts in the estimation of default barriers
Bougias, Alexandros
;
Episcopos, Athanasios
;
Leledakis, …
- In:
International review of financial analysis
81
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013396237
Saved in:
6
American strangle options
Qiu, Shi
- In:
Applied mathematical finance
27
(
2020
)
3
,
pp. 228-263
Persistent link: https://www.econbiz.de/10012315168
Saved in:
7
Who has volatility information in the index options market?
Ryu, Doojin
;
Yang, Heejin
- In:
Finance research letters
30
(
2019
),
pp. 266-270
Persistent link: https://www.econbiz.de/10012420810
Saved in:
8
Short maturity forward start Asian options in local volatility models
Pirjol, Dan
;
Wang, Jing
;
Zhu, Lingjiong
- In:
Applied mathematical finance
26
(
2019
)
3
,
pp. 187-221
Persistent link: https://www.econbiz.de/10012210271
Saved in:
9
Bid-ask spread and liquidity searching behaviour of informed investors in option markets
Bernales, Alejandro
;
Cañón, Carlos Iván
;
Verousis, Thanos
- In:
Finance research letters
25
(
2018
),
pp. 96-102
Persistent link: https://www.econbiz.de/10012003477
Saved in:
10
Discontinuous payoff option pricing by Mellin transform : a probabilistic approach
Gzyl, Henryk
;
Milev, M.
;
Tagliani, Aldo
- In:
Finance research letters
20
(
2017
),
pp. 281-288
Persistent link: https://www.econbiz.de/10011806950
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->