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subject:"Derivat"
~isPartOf:"Finance and stochastics"
~subject:"Hedging"
~subject:"Theory"
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Search: subject_exact:"Option trading"
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Derivat
Hedging
Theory
Option trading
43
Optionsgeschäft
43
Option pricing theory
28
Optionspreistheorie
28
Theorie
26
Stochastic process
10
Stochastischer Prozess
10
Martingal
8
Martingale
8
Black-Scholes model
6
Black-Scholes-Modell
6
CAPM
6
Portfolio selection
6
Portfolio-Management
6
Volatility
6
Volatilität
6
Derivative
4
Asian options
3
Exponential Lévy models
3
Search theory
3
Suchtheorie
3
Transaction costs
3
Transaktionskosten
3
Barrier options
2
Implied volatility
2
Martingale optimal transport
2
Mathematical programming
2
Mathematische Optimierung
2
Robust hedging
2
Stochastic game
2
Stochastic volatility models
2
Stochastisches Spiel
2
ATM digital call option prices
1
ATM implied volatility slope
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ATM option pricing
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American option
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32
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Hobson, David G.
5
Benth, Fred Espen
2
Leblanc, Boris
2
Mordecki, Ernesto
2
Abrahams, I. David
1
Bentata, Amel
1
Bibby, Bo Martin
1
Broadie, Mark
1
Carr, Peter
1
Cherny, Alexander S.
1
Cont, Rama
1
Cox, Alexander M. G.
1
Cvitanić, Jakša
1
Denis, Emmanuel
1
Detering, Nils
1
Dolinsky, Yan
1
El Karoui, Nicole
1
Fisher, Travis
1
Frey, Rüdiger
1
Fusai, Gianluca
1
Glasserman, Paul
1
Henderson, Vicky
1
Hui, Cho H.
1
Hörfelt, Per
1
Jeanblanc, Monique
1
Kabanov, Jurij M.
1
Kallsen, Jan
1
Karlsen, Kenneth H.
1
Klimmek, Martin
1
Kou, S. G.
1
Kyprianou, Andreas E.
1
Kühn, Christoph
1
Lo, C. F.
1
Malamud, Semyon
1
Mulinacci, Sabrina
1
Neuberger, Anthony
1
Pascucci, Andrea
1
Pelsser, Antoon André Jean
1
Pham, Huyên
1
Reikvam, Kristin
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Finance and stochastics
The journal of futures markets
61
International journal of theoretical and applied finance
55
Journal of banking & finance
41
The journal of derivatives : the official publication of the International Association of Financial Engineers
40
Mathematical finance : an international journal of mathematics, statistics and financial theory
39
Review of derivatives research
38
Applied mathematical finance
27
Journal of financial economics
22
Quantitative finance
22
The journal of computational finance
22
Journal of economic dynamics & control
18
Finance research letters
17
International review of economics & finance : IREF
17
The North American journal of economics and finance : a journal of financial economics studies
17
The review of financial studies
17
Journal of financial markets
16
Working paper / National Bureau of Economic Research, Inc.
16
International journal of financial engineering
14
European journal of operational research : EJOR
13
The European journal of finance
13
The journal of finance : the journal of the American Finance Association
13
NBER working paper series
12
The journal of derivatives : JOD
12
Asia-Pacific financial markets
11
Finance : revue de l'Association Française de Finance
10
Finanzmarkt und Portfolio-Management
10
International review of financial analysis
10
Management science : journal of the Institute for Operations Research and the Management Sciences
10
NBER Working Paper
10
Applied economics letters
8
Decisions in economics and finance : DEF ; a journal of applied mathematics
8
Journal of econometrics
8
Journal of mathematical finance
8
Journal of risk and financial management : JRFM
8
Risks : open access journal
8
Computational economics
7
Discussion paper / Centre for Economic Policy Research
7
Energy economics
7
Review of quantitative finance and accounting
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ECONIS (ZBW)
32
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1
Model uncertainty and the pricing of American options
Hobson, David G.
;
Neuberger, Anthony
- In:
Finance and stochastics
21
(
2017
)
1
,
pp. 285-329
Persistent link: https://www.econbiz.de/10011944370
Saved in:
2
Robust price bounds for the forward starting straddle
Hobson, David G.
;
Klimmek, Martin
- In:
Finance and stochastics
19
(
2015
)
1
,
pp. 189-214
Persistent link: https://www.econbiz.de/10011417160
Saved in:
3
Forward equations for option prices in semimartingale models
Bentata, Amel
;
Cont, Rama
- In:
Finance and stochastics
19
(
2015
)
3
,
pp. 617-651
Persistent link: https://www.econbiz.de/10011418317
Saved in:
4
Pricing and hedging Asian-style options on energy
Benth, Fred Espen
;
Detering, Nils
- In:
Finance and stochastics
19
(
2015
)
4
,
pp. 849-889
Persistent link: https://www.econbiz.de/10011421055
Saved in:
5
Robust hedging with proportional transaction costs
Dolinsky, Yan
;
Soner, Halil Mete
- In:
Finance and stochastics
18
(
2014
)
2
,
pp. 327-347
Persistent link: https://www.econbiz.de/10010340734
Saved in:
6
On the hedging of options on exploding exchange rates
Carr, Peter
;
Fisher, Travis
;
Ruf, Johannes
- In:
Finance and stochastics
18
(
2014
)
1
,
pp. 115-144
Persistent link: https://www.econbiz.de/10010235456
Saved in:
7
The efficient hedging problem for American options
Mulinacci, Sabrina
- In:
Finance and stochastics
15
(
2011
)
2
,
pp. 365-397
Persistent link: https://www.econbiz.de/10009159078
Saved in:
8
Mean square error for the Leland-Lott hedging strategy : convex pay-offs
Denis, Emmanuel
;
Kabanov, Jurij M.
- In:
Finance and stochastics
14
(
2010
)
4
,
pp. 625-667
Persistent link: https://www.econbiz.de/10008823687
Saved in:
9
Long run forward rates and long yields of bonds and options in heterogeneous equilibria
Malamud, Semyon
- In:
Finance and stochastics
12
(
2008
)
2
,
pp. 245-264
Persistent link: https://www.econbiz.de/10003716265
Saved in:
10
Free boundary and optimal stopping problems for American Asian options
Pascucci, Andrea
- In:
Finance and stochastics
12
(
2008
)
1
,
pp. 21-41
Persistent link: https://www.econbiz.de/10003592543
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