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isPartOf:"The European journal of finance"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Aktienoption"
~subject:"Markov chain"
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Aktienoption
Markov chain
Option trading
135
Optionsgeschäft
135
Option pricing theory
100
Optionspreistheorie
100
Volatility
41
Volatilität
41
Stochastic process
31
Stochastischer Prozess
31
Derivat
30
Derivative
30
Theorie
27
Theory
27
Black-Scholes model
25
Black-Scholes-Modell
25
Hedging
23
Experiment
12
American options
8
barrier options
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Credit risk
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Kreditrisiko
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Monte Carlo simulation
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Monte-Carlo-Simulation
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Asia
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Asien
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Portfolio selection
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Portfolio-Management
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Stock option
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Bid-ask spread
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Estimation
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Geld-Brief-Spanne
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Markov-Kette
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Mathematical programming
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Mathematische Optimierung
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Schätzung
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Search theory
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11
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Ap Gwilym, Owain
2
Verousis, Thanos
2
Bernard, Carole
1
Boyle, Phelim P.
1
Buryak, Alexander
1
Chen, Su
1
Chen, XiaoHua
1
Cherubini, Umberto
1
Elliott, Robert J.
1
Fabozzi, Frank J.
1
Gan, Junwu
1
Gapeev, Pavel V.
1
Guo, Ivan
1
Henderson, Vicky
1
Kim, Young Shin
1
Li, Weiping
1
Mitov, Georgi K.
1
Račev, Svetlozar T.
1
Romagnoli, Silvia
1
Siu, Tak Kuen
1
Sun, Jia
1
Voukelatos, Nikolaos
1
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The European journal of finance
International journal of theoretical and applied finance
The journal of futures markets
11
Journal of banking & finance
10
Annals of finance
7
Finance research letters
7
Journal of financial markets
6
Review of derivatives research
6
Review of quantitative finance and accounting
5
Quantitative finance
4
Applied economics
3
International journal of financial engineering
3
International review of economics & finance : IREF
3
Journal of financial economics
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
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Research paper series / Swiss Finance Institute
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The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
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Theoretical economics letters
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Applied economics letters
2
Asia-Pacific financial markets
2
Asia-Pacific journal of financial studies
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CREATES research paper
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Computational economics
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Europäische Hochschulschriften / 5
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Global finance journal
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Internationale Standardlehrbücher der Wirtschafts- und Sozialwissenschaften
2
Investment management and financial innovations
2
Journal of economic dynamics & control
2
Journal of empirical finance
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Journal of risk and financial management : JRFM
2
Journal of risk finance : the convergence of financial products and insurance
2
LSF research working paper series
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Pacific-Basin finance journal
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Stevens Institute of Technology School of Business Research Paper
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The North American journal of economics and finance : a journal of financial economics studies
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The journal of computational finance
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The journal of derivatives : JOD
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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The journal of finance : the journal of the American Finance Association
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
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1
The value of being lucky : option backdating and nondiversifiable risk
Henderson, Vicky
;
Sun, Jia
;
Whalley, A. Elizabeth
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012652678
Saved in:
2
The early exercise premium in American options by using nonparametric regressions
Li, Weiping
;
Chen, Su
- In:
International journal of theoretical and applied finance
21
(
2018
)
7
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011956935
Saved in:
3
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:
4
Commonality in equity options liquidity : evidence from European markets
Verousis, Thanos
;
Ap Gwilym, Owain
;
Voukelatos, Nikolaos
- In:
The European journal of finance
22
(
2016
)
10/12
,
pp. 1204-1223
Persistent link: https://www.econbiz.de/10011715347
Saved in:
5
Effective and simple VWAP options pricing model
Buryak, Alexander
;
Guo, Ivan
- In:
International journal of theoretical and applied finance
17
(
2014
)
6
,
pp. 1-13
Persistent link: https://www.econbiz.de/10010438536
Saved in:
6
Attainable contingent claims in a Markovian regime-switching market
Elliott, Robert J.
;
Siu, Tak Kuen
- In:
International journal of theoretical and applied finance
15
(
2012
)
8
,
pp. 1-19
Persistent link: https://www.econbiz.de/10009706331
Saved in:
7
Pricing of perpetual American options in a model with partial information
Gapeev, Pavel V.
- In:
International journal of theoretical and applied finance
15
(
2012
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10009562132
Saved in:
8
Monte Carlo methods for pricing discrete Parisian options
Bernard, Carole
;
Boyle, Phelim P.
- In:
The European journal of finance
17
(
2011
)
3/4
,
pp. 169-196
Persistent link: https://www.econbiz.de/10009155447
Saved in:
9
Multivariate digital options with memory
Cherubini, Umberto
;
Romagnoli, Silvia
- In:
The European journal of finance
17
(
2011
)
7/8
,
pp. 649-660
Persistent link: https://www.econbiz.de/10009509839
Saved in:
10
Barrier option pricing by branching processes
Mitov, Georgi K.
;
Račev, Svetlozar T.
;
Kim, Young Shin
; …
- In:
International journal of theoretical and applied finance
12
(
2009
)
7
,
pp. 1055-1073
Persistent link: https://www.econbiz.de/10003928804
Saved in:
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