//--> //--> //--> //-->
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:"The European journal of finance"
~isPartOf:"Economic modelling"
~subject:"Börsenkurs"
~subject:"Derivative"
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:"Option trading"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Börsenkurs
Derivative
Option trading
40
Optionsgeschäft
40
Option pricing theory
33
Optionspreistheorie
33
Derivat
14
Volatility
11
Volatilität
11
Stochastic process
7
Stochastischer Prozess
7
Black-Scholes model
5
Black-Scholes-Modell
5
Estimation
5
Portfolio selection
5
Portfolio-Management
5
Schätzung
5
Bid-ask spread
4
Credit risk
4
Experiment
4
Geld-Brief-Spanne
4
Hedging
4
Kreditrisiko
4
Theorie
4
Theory
4
options
4
Aktienoption
3
Capital income
3
Kapitaleinkommen
3
Liquidity
3
Liquidität
3
Option pricing
3
Options
3
Risiko
3
Risikomaß
3
Risk
3
Risk measure
3
Share price
3
Stock option
3
bid-ask spread
3
more ...
less ...
Online availability
All
Undetermined
8
Type of publication
All
Article
16
Type of publication (narrower categories)
All
Article in journal
16
Aufsatz in Zeitschrift
16
Language
All
English
16
Author
All
Romagnoli, Silvia
2
Abad Díaz, David
1
Ap Gwilym, Owain
1
Bajo, Emanuele
1
Ballotta, Laura
1
Barbi, Massimiliano
1
Brini, Alessio
1
Chen, Rongda
1
Chen, XiaoHua
1
Cherubini, Umberto
1
Choudhry, Taufiq
1
Dempsey, Michael
1
Fan, Kun
1
Gao, Y.
1
García-Machado, Juan J.
1
Gerrard, Russell
1
Kabir, M. Humayun
1
Kim, Bara
1
Kim, Hwa-sung
1
Kim, Jerim
1
Kyriakou, Ioannis
1
Lenz, Jimmie
1
Li, Zelei
1
Liang, Jin
1
Marabel Romo, Jacinto
1
Mozumder, Sharif
1
Nieto Domenech, Belen
1
Roon, Frans de
1
Rybczyński, Jarosław
1
Selby, Michael J. P.
1
Shen, Yang
1
Siu, Tak Kuen
1
Tang, Dan
1
Varson, Paula L.
1
Veld, Chris H.
1
Verousis, Thanos
1
Wang, Rongming
1
Wang, Xingchun
1
Wei, Jun
1
Yu, Lean
1
more ...
less ...
Published in...
All
The European journal of finance
Economic modelling
The journal of futures markets
44
International journal of theoretical and applied finance
23
Journal of banking & finance
22
Finance research letters
20
Review of derivatives research
19
Quantitative finance
18
International review of economics & finance : IREF
17
Journal of financial economics
17
Applied mathematical finance
16
International journal of financial engineering
14
International review of financial analysis
14
The North American journal of economics and finance : a journal of financial economics studies
13
The journal of derivatives : JOD
12
European journal of operational research : EJOR
11
Journal of financial markets
11
Management science : journal of the Institute for Operations Research and the Management Sciences
10
The journal of finance : the journal of the American Finance Association
10
Journal of mathematical finance
9
The journal of derivatives : the official publication of the International Association of Financial Engineers
9
Journal of economic dynamics & control
8
Review of quantitative finance and accounting
8
Risks : open access journal
7
The review of financial studies
7
Applied economics letters
6
Global finance journal
6
Journal of international financial markets, institutions & money
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
Research paper series / Swiss Finance Institute
6
Review of financial economics : RFE
6
Theoretical economics letters
6
Working paper / National Bureau of Economic Research, Inc.
6
Annals of finance
5
Applied financial economics
5
Cogent economics & finance
5
Computational economics
5
Energy economics
5
Finance and stochastics
5
Journal of derivatives & hedge funds
5
more ...
less ...
Source
All
ECONIS (ZBW)
16
Showing
1
-
10
of
16
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Pricing cryptocurrency options with machine learning regression for handling market volatility
Brini, Alessio
;
Lenz, Jimmie
- In:
Economic modelling
136
(
2024
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014549153
Saved in:
2
Valuing basket-spread options with default risk under Hawkes jump-diffusion processes
Li, Zelei
;
Tang, Dan
;
Wang, Xingchun
- In:
The European journal of finance
29
(
2023
)
12
,
pp. 1406-1431
Persistent link: https://www.econbiz.de/10014323018
Saved in:
3
How Spanish options market smiles in summer : an empirical analysis for options on IBEX-35
García-Machado, Juan J.
;
Rybczyński, Jarosław
- In:
The European journal of finance
23
(
2017
)
1/3
,
pp. 153-169
Persistent link: https://www.econbiz.de/10011736237
Saved in:
4
Hedging of Asian options under exponential Lévy models : computation and performance
Ballotta, Laura
;
Gerrard, Russell
;
Kyriakou, Ioannis
- In:
The European journal of finance
23
(
2017
)
4/6
,
pp. 297-323
Persistent link: https://www.econbiz.de/10011736257
Saved in:
5
Pricing volatility options under stochastic skew with application to the VIX index
Marabel Romo, Jacinto
- In:
The European journal of finance
23
(
2017
)
4/6
,
pp. 353-374
Persistent link: https://www.econbiz.de/10011736265
Saved in:
6
The intraday determination of liquidity in the NYSE LIFFE equity option markets
Verousis, Thanos
;
Ap Gwilym, Owain
;
Chen, XiaoHua
- In:
The European journal of finance
22
(
2016
)
10/12
,
pp. 1164-1188
Persistent link: https://www.econbiz.de/10011715335
Saved in:
7
An improved framework for approximating option prices with application to option portfolio hedging
Mozumder, Sharif
;
Dempsey, Michael
;
Kabir, M. Humayun
; …
- In:
Economic modelling
59
(
2016
),
pp. 285-296
Persistent link: https://www.econbiz.de/10011647843
Saved in:
8
A generalized approach to optimal hedging with option contracts
Bajo, Emanuele
;
Barbi, Massimiliano
;
Romagnoli, Silvia
- In:
The European journal of finance
21
(
2015
)
7/9
,
pp. 714-733
Persistent link: https://www.econbiz.de/10011302047
Saved in:
9
Valuing commodity options and futures options with changing economic conditions
Fan, Kun
;
Shen, Yang
;
Siu, Tak Kuen
;
Wang, Rongming
- In:
Economic modelling
51
(
2015
),
pp. 524-533
Persistent link: https://www.econbiz.de/10011476145
Saved in:
10
Pricing perpetual American CatEPut options when stock prices are correlated with catastrophe losses
Kim, Hwa-sung
;
Kim, Bara
;
Kim, Jerim
- In:
Economic modelling
41
(
2014
),
pp. 15-22
Persistent link: https://www.econbiz.de/10010438507
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->