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type_genre:"Multi-volume publication"
~subject:"Balancing accounts"
~subject:"Option trading"
~subject:"USA"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Working Paper"
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Search: subject_exact:"Wertpapiertermingeschäft"
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Balancing accounts
Option trading
USA
Derivat
7,803
Derivative
7,803
Theorie
2,156
Theory
2,156
Option pricing theory
1,382
Optionspreistheorie
1,382
Hedging
1,303
United States
1,044
Volatility
1,010
Volatilität
1,010
Credit risk
706
Kreditrisiko
706
Optionsgeschäft
596
Risk management
585
Risikomanagement
583
Portfolio selection
580
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580
Börsenkurs
548
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546
Commodity derivative
478
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478
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459
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459
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418
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418
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413
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413
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376
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367
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361
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361
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359
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359
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358
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330
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328
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302
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1,451
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289
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203
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Wang, Xingchun
12
Whaley, Robert E.
11
Moser, James T.
10
Lien, Da-hsiang Donald
9
Minton, Bernadette A.
9
Edwards, Franklin R.
8
Shastri, Kuldeep
8
Stulz, René M.
8
Bessembinder, Hendrik
7
Kolb, Robert W.
7
Kräussl, Roman
7
Locke, Peter R.
7
Shea, Gary S.
7
Stork, Philip
7
Subrahmanyam, Marti G.
7
Wright, Jonathan H.
7
Brorsen, B. Wade
6
Dungey, Mardi H.
6
Félix, Luiz
6
Richardson, Matthew
6
Ryu, Doojin
6
Wang, George H. K.
6
Wilson, William W.
6
Brenner, Menachem
5
Brewer, Elijah
5
Campbell, Sean D.
5
Chance, Don M.
5
Chang, Chia-Lin
5
Diebold, Francis X.
5
Figlewski, Stephen
5
France, Virginia G.
5
García, Philip
5
Gałkiewicz, Dominika
5
Gebhardt, Günther
5
Goss, Barry A.
5
Hvozdyk, Lyudmyla
5
Jackwerth, Jens Carsten
5
Kang, Jangkoo
5
Kupiec, Paul H.
5
Ma, Christopher K.
5
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
3
Federal Reserve Bank of St. Louis
2
Rodney L. White Center for Financial Research
2
School of Accounting, Economics and Finance <Geelong>
2
Asia Pacific Futures Research Symposium <14, 2004, Hongkong>
1
Association of the Bar of the City of New York / Committee on Futures Regulation
1
Bundesverband Deutscher Banken / Ausschuss für Bilanzierung
1
Center for Economic Research <Tilburg>
1
Chambre de commerce et d'industrie de Paris
1
Federal Reserve Bank of Chicago
1
Federal Reserve Bank of Cleveland
1
Iowa State University / Center for Agricultural and Rural Development
1
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
1
The Wharton Financial Institutions Center
1
USA / Commodity Futures Trading Commission
1
Universitat Pompeu Fabra / Departament d'Economia i Empresa
1
Universität Augsburg / Institut für Volkswirtschaftslehre
1
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The journal of futures markets
178
Journal of banking & finance
42
The journal of finance : the journal of the American Finance Association
42
Journal of financial economics
30
Advances in futures and options research : a research annual
24
Journal of financial and quantitative analysis : JFQA
24
International journal of theoretical and applied finance
22
Review of derivatives research
21
The journal of derivatives : the official publication of the International Association of Financial Engineers
21
The journal of structured finance
20
Working paper / National Bureau of Economic Research, Inc.
20
The journal of fixed income
18
Applied mathematical finance
17
Finance research letters
16
International review of economics & finance : IREF
15
The financial review : the official publication of the Eastern Finance Association
15
Applied financial economics
14
Review of futures markets
14
The North American journal of economics and finance : a journal of financial economics studies
14
International journal of financial engineering
13
Quantitative finance
13
Review of quantitative finance and accounting
13
The journal of financial research
13
The review of financial studies
13
The journal of business : B
12
The journal of derivatives : JOD
12
European journal of operational research : EJOR
11
KoR : internationale und kapitalmarktorientierte Rechnungslegung ; IFRS
11
Finance and economics discussion series
10
International review of financial analysis
10
Journal of financial services research : JFSR
10
The European journal of finance
10
WPg : Kompetenz schafft Vertrauen
10
Economic perspectives
9
Economic review
9
Review of financial economics : RFE
9
American journal of agricultural economics
8
Energy economics
8
Global finance journal
8
Journal of economic dynamics & control
8
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ECONIS (ZBW)
1,658
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1
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1
Accurate delta hedging of european options using conformable calculus
Olmos, Andrés
;
Muriel, Nelson
- In:
EconoQuantum : Revista de Economía y Negocios
21
(
2024
)
1
,
pp. 59-69
Persistent link: https://www.econbiz.de/10014500556
Saved in:
2
Principled pasting : attaching tails to risk-neutral probability density functions recovered from option prices
Bollinger, Thomas R.
;
Melick, William Robert
;
Thomas, …
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1751-1768
Persistent link: https://www.econbiz.de/10014452468
Saved in:
3
Valuation of standard call options using the Euler-Maruyama method with strong approximation
Suescún-Díaz, Daniel
;
Girón, Luis Eduardo
- In:
Computational economics
61
(
2023
)
4
,
pp. 1545-1560
Persistent link: https://www.econbiz.de/10014327069
Saved in:
4
Self-pricing options
Edelman, David
-
2023
Persistent link: https://www.econbiz.de/10014477093
Saved in:
5
Implied volatility surfaces : a comprehensive analysis using half a billion option prices
Ulrich, Maxim
;
Zimmer, Lukas
;
Merbecks, Constantin
- In:
Review of derivatives research
26
(
2023
)
2/3
,
pp. 135-169
Persistent link: https://www.econbiz.de/10014423871
Saved in:
6
Crypto quanto and inverse options
Alexander, Carol
;
Chen, Ding
;
Imeraj, Arben
- In:
Mathematical finance : an international journal of …
33
(
2023
)
4
,
pp. 1005-1043
Persistent link: https://www.econbiz.de/10014370619
Saved in:
7
The impact of financial speculation on futures contracts price movements : a study of the US markets for dairy commodities
Staugaitis, Algirdas Justinas
;
Christauskas, Česlovas
- In:
Equilibrium : quarterly journal of economics and …
18
(
2023
)
3
,
pp. 661-686
Persistent link: https://www.econbiz.de/10014430616
Saved in:
8
Nonparametric estimates of option prices via Hermite basis functions
Marinelli, Carlo
;
D'Addona, Stefano
- In:
Annals of finance
19
(
2023
)
4
,
pp. 477-522
Persistent link: https://www.econbiz.de/10014448291
Saved in:
9
Machine learning applications for the valuation of options on non-liquid option markets
Witzany, Jiří
;
Fičura, Milan
-
2023
Persistent link: https://www.econbiz.de/10014249520
Saved in:
10
Pricing Asian options with stochastic convenience yield and jumps
Ewald, Christian
;
Wu, Yuexiang
;
Zhang, Aihua
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 677-692
Persistent link: https://www.econbiz.de/10014304306
Saved in:
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