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subject:"Börsenkurs"
~isPartOf:"Applied economics"
~subject:"Anlageverhalten"
~subject:"Option pricing theory"
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Börsenkurs
Anlageverhalten
Option pricing theory
Option trading
20
Optionsgeschäft
20
Optionspreistheorie
14
Volatility
12
Volatilität
12
Black-Scholes model
5
Black-Scholes-Modell
5
Estimation
5
Schätzung
5
Aktienoption
3
CAPM
3
Index futures
3
Index-Futures
3
Stochastic process
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Stochastischer Prozess
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Stock option
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Aktienmarkt
2
Behavioural finance
2
Capital income
2
Derivat
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Derivative
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2
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Risiko
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Risk
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Securities trading
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Stock market
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Wertpapierhandel
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option pricing
2
1994
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1994-2004
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English
16
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Elyasiani, Elyas
2
Gehricke, Sebastian A.
2
Muzzioli, Silvia
2
Zhang, Jin E.
2
Aziz, Saqib
1
Barai, Parama
1
Chen, Dar-hsin
1
Chen, Jian
1
Chen, Shi
1
Dempsey, Michael
1
Gambarelli, Luca
1
Guo, Wei
1
Huang, Fu-Wei
1
Huang, Wei
1
Huang, Zhuo
1
Jalan, Akanksha
1
Lee, Kyungsub
1
Li, Xiaoping
1
Lin, Chien-chih
1
Lin, Chuang Yuang
1
Lin, Jyh-horng
1
Ma, Chenghu
1
Matkovskyy, Roman
1
Park, Seongkyu
1
Pati, Pratap Chandra
1
Rajib, Prabina
1
Ruan, Xinfeng
1
Ryu, Doojin
1
Seo, Byoung Ki
1
Tanha, Hassan
1
Tong, Chen
1
Tsai, Chin Yu
1
Wang, Tianyi
1
Ze-To, Samuel Yau Man
1
Zhou, Chunyang
1
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Applied economics
The journal of futures markets
113
International journal of theoretical and applied finance
84
Review of derivatives research
60
The journal of computational finance
58
Journal of banking & finance
55
Quantitative finance
52
The journal of derivatives : the official publication of the International Association of Financial Engineers
52
Applied mathematical finance
51
Finance research letters
46
Mathematical finance : an international journal of mathematics, statistics and financial theory
39
Journal of economic dynamics & control
38
The North American journal of economics and finance : a journal of financial economics studies
36
International journal of financial engineering
32
Computational economics
29
Finance and stochastics
29
Journal of mathematical finance
28
European journal of operational research : EJOR
27
Journal of financial economics
26
Research paper series / Swiss Finance Institute
25
International review of economics & finance : IREF
24
Management science : journal of the Institute for Operations Research and the Management Sciences
21
Wiley trading series
20
International review of financial analysis
19
Risks : open access journal
19
Asia-Pacific financial markets
18
Journal of financial markets
18
Review of quantitative finance and accounting
18
The European journal of finance
18
Swiss Finance Institute Research Paper
17
Economic modelling
16
The journal of derivatives : JOD
16
Insurance / Mathematics & economics
15
Journal of financial and quantitative analysis : JFQA
14
Journal of risk and financial management : JRFM
14
Journal of empirical finance
13
Annals of finance
12
Decisions in economics and finance : DEF ; a journal of applied mathematics
12
Journal of derivatives & hedge funds
12
NBER working paper series
12
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ECONIS (ZBW)
16
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date (oldest first)
1
Insurer acquisition in a narrow-synergy structure and policyholder protection under capital regulation
Lin, Jyh-horng
;
Chen, Shi
;
Huang, Fu-Wei
- In:
Applied economics
53
(
2021
)
32
,
pp. 3679-3693
Persistent link: https://www.econbiz.de/10012589532
Saved in:
2
Heterogeneous trading of option implied volatility
Li, Xiaoping
;
Zhou, Chunyang
;
Huang, Wei
- In:
Applied economics
55
(
2023
)
9
,
pp. 990-998
Persistent link: https://www.econbiz.de/10013498968
Saved in:
3
The power of deterministic option-implied trees in pricing European options
Elyasiani, Elyas
;
Muzzioli, Silvia
- In:
Applied economics
54
(
2022
)
22
,
pp. 2596-2609
Persistent link: https://www.econbiz.de/10013171107
Saved in:
4
Contract size changes in the options market : effects on market efficiency and investor behaviour
Park, Seongkyu
;
Ryu, Doojin
- In:
Applied economics
53
(
2021
)
57
,
pp. 6670-6682
Persistent link: https://www.econbiz.de/10012697955
Saved in:
5
The Bitcoin options market : a first look at pricing and risk
Jalan, Akanksha
;
Matkovskyy, Roman
;
Aziz, Saqib
- In:
Applied economics
53
(
2021
)
17
,
pp. 2026-2041
Persistent link: https://www.econbiz.de/10012500934
Saved in:
6
The implied volatility smirk in SPY options
Guo, Wei
;
Gehricke, Sebastian A.
;
Ruan, Xinfeng
;
Zhang, …
- In:
Applied economics
53
(
2021
)
23
,
pp. 2671-2692
Persistent link: https://www.econbiz.de/10012501393
Saved in:
7
Analytic formula for option margin with liquidity costs under dynamic delta hedging
Lee, Kyungsub
;
Seo, Byoung Ki
- In:
Applied economics
53
(
2021
)
29
,
pp. 3391-3407
Persistent link: https://www.econbiz.de/10012589463
Saved in:
8
The implied volatility smirk in the VXX options market
Gehricke, Sebastian A.
;
Zhang, Jin E.
- In:
Applied economics
52
(
2020
)
8
,
pp. 769-788
Persistent link: https://www.econbiz.de/10012197465
Saved in:
9
Which volatility model for option valuation in China? : empirical evidence from SSE 50 ETF options
Huang, Zhuo
;
Tong, Chen
;
Wang, Tianyi
- In:
Applied economics
52
(
2020
)
17
,
pp. 1866-1880
Persistent link: https://www.econbiz.de/10012197620
Saved in:
10
The use of option prices to assess the skewness risk premium
Elyasiani, Elyas
;
Gambarelli, Luca
;
Muzzioli, Silvia
- In:
Applied economics
52
(
2020
)
55
,
pp. 6057-6074
Persistent link: https://www.econbiz.de/10012308429
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