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subject:"Derivative"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"The journal of futures markets"
~type:"article"
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Search: subject_exact:"Asian option"
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Derivative
Option trading
238
Optionsgeschäft
238
Option pricing theory
117
Optionspreistheorie
117
Volatility
68
Volatilität
68
Theorie
63
Theory
63
USA
49
United States
48
Hedging
34
Derivat
28
Börsenkurs
22
Share price
22
Capital market returns
18
Kapitalmarktrendite
18
Stochastic process
18
Stochastischer Prozess
18
Estimation
17
Schätzung
17
Black-Scholes model
15
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15
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13
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13
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12
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12
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12
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10
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Risikoprämie
10
Risk premium
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Welt
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World
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28
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Mahul, Olivier
2
Ryu, Doojin
2
Adam-Müller, Axel F. A.
1
Agarwalla, Sobhesh Kumar
1
Ahn, Hee-joon
1
Cakici, Nusret
1
Cao, Charles Q.
1
Chen, Yi-chun
1
Choi, Youngsoo
1
Cummins, John David
1
Draper, Paul R.
1
Emm, Ekaterina E.
1
Emmerling, Thomas J.
1
Fung, Joseph K. W.
1
Gay, Gerald D.
1
Guéant, Olivier
1
Hall, Anthony D.
1
Hansch, Oliver
1
Hwang, Chih-chiang
1
Kang, Jangkoo
1
Kofman, Paul
1
Kumar, Sudarshan
1
Lei, Adrian C. H.
1
Lin, Wei
1
Lu, Jin-ray
1
Ma, Han
1
Manaster, Steven
1
Ok, Soonchan
1
Panaretou, Argyro
1
Pu, Jiang
1
Ren, Honglin
1
Roe, Brian
1
Shao, Renyuan
1
Takahashi, Akihiko
1
Ting, Yi-chun
1
Tompkins, Robert G.
1
Varma, Jayanth Rama
1
Večeř, Jan
1
Vipul
1
Virmani, Vineet
1
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Mathematical finance : an international journal of mathematics, statistics and financial theory
The journal of futures markets
International journal of theoretical and applied finance
21
Review of derivatives research
17
Applied mathematical finance
16
International journal of financial engineering
13
International review of economics & finance : IREF
13
Journal of banking & finance
13
The North American journal of economics and finance : a journal of financial economics studies
13
Finance research letters
12
Journal of financial economics
12
Quantitative finance
12
The journal of derivatives : JOD
12
European journal of operational research : EJOR
11
Journal of economic dynamics & control
8
Journal of financial markets
8
Journal of mathematical finance
8
The European journal of finance
8
Management science : journal of the Institute for Operations Research and the Management Sciences
7
Risks : open access journal
7
International review of financial analysis
6
Applied economics letters
5
Computational economics
5
Economic modelling
5
Energy economics
5
Global finance journal
5
Review of quantitative finance and accounting
5
The journal of computational finance
5
The journal of finance : the journal of the American Finance Association
5
Annals of finance
4
Applied financial economics
4
Cogent economics & finance
4
Finance and stochastics
4
Journal of derivatives & hedge funds
4
Journal of econometrics
4
Journal of risk and financial management : JRFM
4
Mathematics and financial economics
4
Research bulletin / The Institute of Cost Accountants of India
4
Review of financial economics : RFE
4
The journal of asset management
4
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ECONIS (ZBW)
28
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28
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1
Effects of the Covid-19 pandemic on derivatives markets : evidence from global futures and options exchanges
Emm, Ekaterina E.
;
Gay, Gerald D.
;
Ma, Han
;
Ren, Honglin
- In:
The journal of futures markets
42
(
2022
)
5
,
pp. 823-851
Persistent link: https://www.econbiz.de/10013187605
Saved in:
2
Harvesting the volatility smile in a large emerging market : a Dynamic Nelson-Siegel approach
Kumar, Sudarshan
;
Agarwalla, Sobhesh Kumar
;
Varma, …
- In:
The journal of futures markets
43
(
2023
)
11
,
pp. 1615-1644
Persistent link: https://www.econbiz.de/10014432920
Saved in:
3
Pricing VXX options by modeling VIX directly
Lin, Wei
;
Zhang, Jin E.
- In:
The journal of futures markets
42
(
2022
)
5
,
pp. 888-922
Persistent link: https://www.econbiz.de/10013187612
Saved in:
4
Hedging pressure and liquidity provision in commodity options markets
Zhang, Tianyang
- In:
The journal of futures markets
42
(
2022
)
7
,
pp. 1212-1233
Persistent link: https://www.econbiz.de/10013287942
Saved in:
5
Pricing cancellable American put options on the finite time horizon
Zaevski, Tsvetelin S.
- In:
The journal of futures markets
42
(
2022
)
7
,
pp. 1284-1303
Persistent link: https://www.econbiz.de/10013287957
Saved in:
6
Power-type derivatives for rough volatility with jumps
Wang, Liang
;
Xia, Weixuan
- In:
The journal of futures markets
42
(
2022
)
7
,
pp. 1369-1406
Persistent link: https://www.econbiz.de/10013287974
Saved in:
7
Option pricing and hedging with execution costs and market impact
Guéant, Olivier
;
Pu, Jiang
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 803-831
Persistent link: https://www.econbiz.de/10011764978
Saved in:
8
Price and volume effects of exchange-traded barrier options : evidence from Callable Bull/Bear Contracts
Lei, Adrian C. H.
- In:
The journal of futures markets
35
(
2015
)
11
,
pp. 1042-1066
Persistent link: https://www.econbiz.de/10011546215
Saved in:
9
The information content of trades : an analysis of KOSPI 200 index derivatives
Ryu, Doojin
- In:
The journal of futures markets
35
(
2015
)
3
,
pp. 201-221
Persistent link: https://www.econbiz.de/10011348449
Saved in:
10
Black-scholes representation for Asian options
Večeř, Jan
- In:
Mathematical finance : an international journal of …
24
(
2014
)
3
,
pp. 598-626
Persistent link: https://www.econbiz.de/10010485999
Saved in:
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