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isPartOf:"The European journal of finance"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Börsenkurs"
~subject:"Derivative"
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Search: subject_exact:"Option trading"
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Börsenkurs
Derivative
Option trading
65
Optionsgeschäft
65
Option pricing theory
53
Optionspreistheorie
53
Derivat
21
Volatility
18
Volatilität
18
Black-Scholes model
12
Black-Scholes-Modell
12
Stochastic process
12
Stochastischer Prozess
12
Credit risk
8
Hedging
8
Kreditrisiko
8
Barrier option
6
Esscher transform
6
Estimation
6
Experiment
6
Risiko
6
Risk
6
Schätzung
6
Aktienoption
5
Bid-ask spread
5
Geld-Brief-Spanne
5
Portfolio selection
5
Portfolio-Management
5
Stock option
5
Theorie
5
Theory
5
Capital income
4
Kapitaleinkommen
4
Liquidity
4
Liquidität
4
Monte Carlo simulation
4
Monte-Carlo-Simulation
4
Reflection principle
4
Risikomanagement
4
Risk management
4
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23
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English
23
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Wang, Xingchun
5
Kim, Geonwoo
2
Li, Zelei
2
Romagnoli, Silvia
2
Abad Díaz, David
1
Akuzawa, Toshinao
1
Ap Gwilym, Owain
1
Bajo, Emanuele
1
Ballotta, Laura
1
Bao, Ying
1
Barbi, Massimiliano
1
Chen, XiaoHua
1
Cherubini, Umberto
1
David, Or
1
García-Machado, Juan J.
1
Gerrard, Russell
1
Jeon, Junkee
1
Kim, Donghyun
1
Kutan, Ali Mustafa
1
Kyriakou, Ioannis
1
Li, Shuang
1
Li, Zhe
1
Liang, Zhilei
1
Marabel Romo, Jacinto
1
Nieto Domenech, Belen
1
Nishiyama, Yoshihiko
1
Pan, Zhiyuan
1
Park, Yuen Jung
1
Peng, Cheng
1
Qadan, Mahmoud
1
Roon, Frans de
1
Rybczyński, Jarosław
1
Ryu, Doojin
1
Selby, Michael J. P.
1
Shuai, Jiangyu
1
Shuval, Kerem
1
Sun, Xianchao
1
Tang, Dan
1
Varson, Paula L.
1
Veld, Chris H.
1
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The European journal of finance
The North American journal of economics and finance : a journal of financial economics studies
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
International review of economics & finance : IREF
17
Journal of financial economics
17
Applied mathematical finance
16
Quantitative finance
16
International journal of financial engineering
14
International review of financial analysis
14
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
Economic modelling
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
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ECONIS (ZBW)
23
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1
Uncertainty about interest rates and the real economy
Qadan, Mahmoud
;
Shuval, Kerem
;
David, Or
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014485443
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
Pricing basket spread options with default risk under Heston-Nandi GARCH models
Wang, Xingchun
;
Zhang, Han
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013413519
Saved in:
4
Pricing of vulnerable exchange options with early counterparty credit risk
Kim, Donghyun
;
Kim, Geonwoo
;
Yoon, Ji-Hun
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013413573
Saved in:
5
Pricing vulnerable options with stochastic liquidity risk
Wang, Xingchun
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013449096
Saved in:
6
Jump dynamics, spillover effect and option valuation
Pan, Zhiyuan
;
Shuai, Jiangyu
;
Liang, Zhilei
;
Sun, Xianchao
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013534098
Saved in:
7
The values and incentive effects of options on the maximum or the minimum of the stock prices and market index
Wang, Xingchun
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012667343
Saved in:
8
Explicit expressions to counterparty credit exposures for Forward and European Option
Li, Shuang
;
Peng, Cheng
;
Bao, Ying
;
Zhao, Yanlong
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012656950
Saved in:
9
Valuing spread options with counterparty risk and jump risk
Li, Zelei
;
Wang, Xingchun
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012665103
Saved in:
10
Is the nonlinear hedge of options more effective? : evidence from the SSE 50 ETF options in China
Yu, Xiao-Jian
;
Wang, Zi-Ling
;
Xiao, Wei-Lin
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012665985
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