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isPartOf:"The European journal of finance"
~isPartOf:"Finance research letters"
~subject:"Derivat"
~subject:"Stochastic process"
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Derivat
Stochastic process
Option trading
82
Optionsgeschäft
82
Option pricing theory
60
Optionspreistheorie
60
Volatility
28
Volatilität
28
Derivative
21
Estimation
11
Schätzung
11
Stochastischer Prozess
11
Börsenkurs
9
Share price
9
Aktienoption
8
Bid-ask spread
8
Geld-Brief-Spanne
8
Stock option
8
Theorie
8
Theory
8
Black-Scholes model
7
Black-Scholes-Modell
7
Hedging
7
Credit risk
6
Kreditrisiko
6
Risk
6
Experiment
5
Liquidity
5
Liquidität
5
Risiko
5
Handelsvolumen der Börse
4
Index futures
4
Index-Futures
4
Market microstructure
4
Marktmikrostruktur
4
Option pricing
4
Options
4
Trading volume
4
Yield curve
4
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English
27
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Wang, Xingchun
4
Ap Gwilym, Owain
2
Romagnoli, Silvia
2
Verousis, Thanos
2
Abad Díaz, David
1
Bae, Kwangil
1
Bajo, Emanuele
1
Ballotta, Laura
1
Barbi, Massimiliano
1
Benzennou, Bouchra
1
Bernales, Alejandro
1
Braouezec, Yann
1
Byström, Hans N. E.
1
Cañón, Carlos Iván
1
Chen, Son-nan
1
Chen, XiaoHua
1
Cherubini, Umberto
1
Chiang, Mi-hsiu
1
Fan, Qingqian
1
Feng, Sixian
1
García-Machado, Juan J.
1
Gerrard, Russell
1
Han, Lin
1
Hao, Jing
1
He, Feng
1
Hsu, Pao-peng
1
Jang, Hyun Jin
1
Jang, Jiwook
1
Jia, Jiayi
1
Kyriakou, Ioannis
1
Lai, Yongzeng
1
Lee, Soonhee
1
Li, Chang-yi
1
Li, Hongyi
1
Li, Lin
1
Li, Zelei
1
Li, Zihe
1
Liu-Chen, Baiao
1
Marabel Romo, Jacinto
1
Mashele, Hopolang Phillip
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The European journal of finance
Finance research letters
International journal of theoretical and applied finance
45
The journal of futures markets
37
Quantitative finance
31
Applied mathematical finance
25
Review of derivatives research
24
The North American journal of economics and finance : a journal of financial economics studies
20
The journal of computational finance
19
International journal of financial engineering
18
Journal of banking & finance
18
Journal of economic dynamics & control
18
European journal of operational research : EJOR
16
International review of economics & finance : IREF
15
Journal of financial economics
14
Computational economics
13
Finance and stochastics
13
Journal of mathematical finance
13
The journal of derivatives : JOD
13
Annals of finance
10
Risks : open access journal
10
Economic modelling
9
Journal of financial markets
9
The journal of derivatives : the official publication of the International Association of Financial Engineers
9
International review of financial analysis
8
Journal of econometrics
8
Management science : journal of the Institute for Operations Research and the Management Sciences
8
Mathematical finance : an international journal of mathematics, statistics and financial theory
8
Applied financial economics
7
Asia-Pacific financial markets
7
Insurance / Mathematics & economics
7
Review of quantitative finance and accounting
7
Applied economics letters
6
Energy economics
6
Mathematics and financial economics
6
Research paper series / Swiss Finance Institute
6
The journal of finance : the journal of the American Finance Association
6
Theoretical economics letters
6
Global finance journal
5
Journal of derivatives & hedge funds
5
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ECONIS (ZBW)
27
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1
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:
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
An empirical study on the characterization of implied volatility and pricing in the Chinese option market
Fan, Qingqian
;
Feng, Sixian
- In:
Finance research letters
49
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013479611
Saved in:
4
The closed-form approximation to price basket options under stochastic interest rate
Yu, Bo
;
Zhu, Hongmei
;
Wu, Ping
- In:
Finance research letters
46
(
2022
)
2
,
pp. 1-8
Persistent link: https://www.econbiz.de/10013342195
Saved in:
5
Prices of derivative warrants considering their market characteristics and short-selling costs of underlying assets
Bae, Kwangil
;
Lee, Soonhee
- In:
Finance research letters
45
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014581630
Saved in:
6
Price discovery and its determinants for the Chinese soybean options and futures markets
Hao, Jing
;
He, Feng
;
Liu-Chen, Baiao
;
Li, Zihe
- In:
Finance research letters
40
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012819235
Saved in:
7
Commonality in liquidity across options and stock futures markets
Benzennou, Bouchra
;
Ap Gwilym, Owain
;
Williams, Gwion
- In:
Finance research letters
32
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012430742
Saved in:
8
Exotic options pricing under special Lévy process models : a biased control variate method approach
Jia, Jiayi
;
Lai, Yongzeng
;
Li, Lin
;
Tan, Vinna
- In:
Finance research letters
34
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012436769
Saved in:
9
Pricing arithmetic Asian options under jump diffusion CIR processes
Park, Jong Jun
;
Jang, Hyun Jin
;
Jang, Jiwook
- In:
Finance research letters
34
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012436988
Saved in:
10
Analytical valuation of power exchange options with default risk
Xu, Guangli
;
Shao, Xinjian
;
Wang, Xingchun
- In:
Finance research letters
28
(
2019
),
pp. 265-274
Persistent link: https://www.econbiz.de/10012388320
Saved in:
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