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isPartOf:"The European journal of finance"
~isPartOf:"Journal of banking & finance"
~subject:"Stochastic process"
~subject:"Trading volume"
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Search: subject_exact:"Option trading"
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Stochastic process
Trading volume
Option trading
118
Optionsgeschäft
118
Option pricing theory
60
Optionspreistheorie
60
Volatility
49
Volatilität
49
Theorie
27
Theory
27
Derivat
21
Derivative
21
Capital income
18
Kapitaleinkommen
18
Hedging
15
Estimation
14
Schätzung
14
Aktienoption
13
Börsenkurs
13
Share price
13
Stock option
13
Anlageverhalten
12
Behavioural finance
12
Stochastischer Prozess
11
USA
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United States
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Forecasting model
10
Prognoseverfahren
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Risikoprämie
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Risk premium
10
Bid-ask spread
8
Black-Scholes model
8
Black-Scholes-Modell
8
Geld-Brief-Spanne
8
Handelsvolumen der Börse
8
Implied volatility
8
Portfolio selection
7
Portfolio-Management
7
Index futures
6
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English
19
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Ap Gwilym, Owain
2
Chang, Chuang-chang
2
Hsieh, Pei-fang
2
Verousis, Thanos
2
Andreou, Panayiotis C.
1
Ballotta, Laura
1
Blau, Benjamin
1
Caldana, Ruggero
1
Chang, Charles
1
Chen, XiaoHua
1
Chung, Shing Fung
1
Fuh, Cheng-der
1
Fusai, Gianluca
1
Gerrard, Russell
1
Hull, John
1
Kagkadis, Anastasios
1
Kaplanski, Guy
1
Kyriakou, Ioannis
1
Lai, Hung-neng
1
Leippold, Markus
1
Levy, Haim
1
Li, Zelei
1
Lim, Kian-Guan
1
Lin, Shih-kuei
1
Marabel Romo, Jacinto
1
Nguyen Nga
1
Pacati, Claudio
1
Philip, Dennis
1
Pompa, Gabriele
1
Renò, Roberto
1
Schneider, Lorenz
1
Tang, Dan
1
Tavin, Bertrand
1
Ting, Christopher
1
Tuneshev, Ruslan
1
Vasiljević, Nikola
1
Voukelatos, Nikolaos
1
Wang, Xingchun
1
Wang, Yaw-huei
1
Warachka, Mitch
1
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The European journal of finance
Journal of banking & finance
International journal of theoretical and applied finance
29
The journal of futures markets
27
Quantitative finance
23
The journal of computational finance
17
Applied mathematical finance
15
Review of derivatives research
12
Journal of economic dynamics & control
11
Finance and stochastics
10
Finance research letters
10
The North American journal of economics and finance : a journal of financial economics studies
10
Computational economics
9
European journal of operational research : EJOR
9
International journal of financial engineering
9
Journal of econometrics
8
Journal of mathematical finance
8
Annals of finance
7
Journal of financial economics
7
The journal of derivatives : the official publication of the International Association of Financial Engineers
7
Insurance / Mathematics & economics
6
Applied financial economics
5
International review of economics & finance : IREF
5
Management science : journal of the Institute for Operations Research and the Management Sciences
5
Mathematical finance : an international journal of mathematics, statistics and financial theory
5
Operations research
5
Operations research letters
5
Research paper series / Swiss Finance Institute
5
Asia-Pacific financial markets
4
Economic modelling
4
Journal of derivatives & hedge funds
4
Journal of financial markets
4
Review of quantitative finance and accounting
4
Risks : open access journal
4
The journal of derivatives : JOD
4
Advanced series on statistical science & applied probability
3
Applied economics
3
Decisions in economics and finance : DEF ; a journal of applied mathematics
3
Journal of risk and financial management : JRFM
3
Mathematical methods of operations research
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ECONIS (ZBW)
19
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1
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:
2
Differences in options investors' expectations and the cross-section of stock returns
Andreou, Panayiotis C.
;
Kagkadis, Anastasios
;
Philip, Dennis
- In:
Journal of banking & finance
94
(
2018
),
pp. 315-336
Persistent link: https://www.econbiz.de/10011966661
Saved in:
3
From the Samuelson volatility effect to a Samuelson correlation effect : an analysis of crude oil calendar spread options
Schneider, Lorenz
;
Tavin, Bertrand
- In:
Journal of banking & finance
95
(
2018
),
pp. 185-202
Persistent link: https://www.econbiz.de/10011966746
Saved in:
4
Smiling twice : the Heston++ model
Pacati, Claudio
;
Pompa, Gabriele
;
Renò, Roberto
- In:
Journal of banking & finance
96
(
2018
),
pp. 185-206
Persistent link: https://www.econbiz.de/10011967200
Saved in:
5
Pricing and disentanglement of American puts in the hyper-exponential jump-diffusion model
Leippold, Markus
;
Vasiljević, Nikola
- In:
Journal of banking & finance
77
(
2017
),
pp. 78-94
Persistent link: https://www.econbiz.de/10011814354
Saved in:
6
Optimal delta hedging for options
Hull, John
;
White, Alan
- In:
Journal of banking & finance
82
(
2017
),
pp. 180-190
Persistent link: https://www.econbiz.de/10011816799
Saved in:
7
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:
8
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:
9
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:
10
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:
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