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isPartOf:"The European journal of finance"
~subject:"Börsenkurs"
~subject:"Derivative"
~subject:"Volatilität"
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Börsenkurs
Derivative
Volatilität
Option trading
24
Optionsgeschäft
24
Option pricing theory
17
Optionspreistheorie
17
Derivat
8
Volatility
7
Estimation
5
Schätzung
5
Bid-ask spread
4
Geld-Brief-Spanne
4
Theorie
4
Theory
4
options
4
Aktienoption
3
Black-Scholes model
3
Black-Scholes-Modell
3
Capital income
3
Hedging
3
Kapitaleinkommen
3
Liquidity
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Liquidität
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3
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Stock option
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bid-ask spread
3
American options
2
Credit risk
2
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EU-Staaten
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Experiment
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Handelsvolumen der Börse
2
Kreditrisiko
2
Market microstructure
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Marktmikrostruktur
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2
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Romagnoli, Silvia
2
Abad Díaz, David
1
Ap Gwilym, Owain
1
Bajo, Emanuele
1
Ballotta, Laura
1
Barbi, Massimiliano
1
Chen, XiaoHua
1
Cherubini, Umberto
1
Coakley, Jerry
1
Corrado, Charles Joseph
1
Dotsis, George
1
García-Machado, Juan J.
1
Gerrard, Russell
1
Kyriakou, Ioannis
1
Li, Zelei
1
Liu, Xiaoquan
1
Marabel Romo, Jacinto
1
Mitra, Sovan
1
Nieto Domenech, Belen
1
Roon, Frans de
1
Rybczyński, Jarosław
1
Selby, Michael J. P.
1
Song, Shiyu
1
Su, Tie
1
Tang, Dan
1
Varson, Paula L.
1
Veld, Chris H.
1
Verousis, Thanos
1
Wang, Guanying
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Wang, Xingchun
1
Wang, Yongjin
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Wei, Jun
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The European journal of finance
The journal of futures markets
93
International journal of theoretical and applied finance
49
Journal of banking & finance
49
Applied mathematical finance
32
Review of derivatives research
32
Finance research letters
31
Quantitative finance
29
The journal of derivatives : the official publication of the International Association of Financial Engineers
25
International review of economics & finance : IREF
24
Journal of financial economics
24
Journal of financial markets
22
International journal of financial engineering
21
International review of financial analysis
19
Journal of economic dynamics & control
19
The North American journal of economics and finance : a journal of financial economics studies
19
Management science : journal of the Institute for Operations Research and the Management Sciences
18
The journal of computational finance
16
Applied financial economics
14
European journal of operational research : EJOR
14
The journal of derivatives : JOD
14
The journal of finance : the journal of the American Finance Association
14
Applied economics
13
Journal of mathematical finance
13
Mathematical finance : an international journal of mathematics, statistics and financial theory
13
Review of quantitative finance and accounting
13
Computational economics
12
Journal of econometrics
12
Journal of financial and quantitative analysis : JFQA
11
Research paper series / Swiss Finance Institute
11
The review of financial studies
11
Working paper / National Bureau of Economic Research, Inc.
11
Energy economics
10
Finance and stochastics
10
Journal of empirical finance
10
Annals of finance
9
Applied economics letters
9
Global finance journal
9
Journal of risk and financial management : JRFM
9
Risks : open access journal
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ECONIS (ZBW)
14
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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
Pricing European options under a diffusion model with psychological barriers and leverage effect
Song, Shiyu
;
Wang, Guanying
;
Wang, Yongjin
- In:
The European journal of finance
26
(
2020
)
12
,
pp. 1184-1206
Persistent link: https://www.econbiz.de/10012264954
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
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:
8
The relationship between conditional value at risk and option prices with a closed-form solution
Mitra, Sovan
- In:
The European journal of finance
21
(
2015
)
4/6
,
pp. 400-425
Persistent link: https://www.econbiz.de/10010528975
Saved in:
9
Investor sentiment and value and growth stock index options
Coakley, Jerry
;
Dotsis, George
;
Liu, Xiaoquan
;
Zhai, Jia
- In:
The European journal of finance
20
(
2014
)
10/12
,
pp. 1211-1229
Persistent link: https://www.econbiz.de/10010465894
Saved in:
10
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
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