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~accessRights:"free"
~isPartOf:"Review of derivatives research"
~subject:"Optionsgeschäft"
~type_genre:"Article in journal"
~type_genre:"Dissertation"
~type_genre:"Handbook"
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Optionsgeschäft
Option pricing theory
7
Option trading
7
Optionspreistheorie
7
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5
Volatilität
5
Black-Scholes model
3
Black-Scholes-Modell
3
Derivat
3
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Aktienindex
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American options
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Continuity correction
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European options
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Battauz, Anna
1
De Donno, Marzia
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Gajda, Janusz
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Härdle, Wolfgang
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Luo, Sheng-Feng
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Matic, Jovanka Lili
1
Merbecks, Constantin
1
Muck, Matthias
1
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1
Rathgeber, A. W.
1
Sbuelz, Alessandro
1
Stadler, Johannes
1
Stahl, Philip
1
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1
Ulrich, Maxim
1
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Review of derivatives research
Risks : open access journal
19
Journal of risk and financial management : JRFM
18
Quantitative finance
10
Cogent economics & finance
9
Financial innovation : FIN
8
The journal of futures markets
8
Applied mathematical finance
4
Global business and finance review
4
International Journal of Financial Studies : open access journal
4
Computational economics
3
Computational management science
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International journal of economics and financial issues : IJEFI
3
Journal of derivatives and quantitative studies
3
Mathematical finance : an international journal of mathematics, statistics and financial economics
3
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Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
2
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Australasian accounting business and finance journal : AABF
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Borsa Istanbul Review
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International Journal of Energy Economics and Policy : IJEEP
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International review of financial analysis
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Journal of economics, finance & administrative science
2
Montenegrin journal of economics
2
ACRN journal of finance and risk perspectives
1
American journal of agricultural economics
1
Annual review of financial economics
1
Argumenta oeconomica
1
Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
1
Business research
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Colombo business journal : international journal of theory & practice
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Decisions in economics and finance : a journal of applied mathematics
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EconoQuantum : Revista de Economía y Negocios
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ECONIS (ZBW)
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1
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:
2
Continuity correction : on the pricing of discrete double barrier options
Luo, Sheng-Feng
;
Wong, Hsin-Chieh
- In:
Review of derivatives research
26
(
2023
)
1
,
pp. 51-90
Persistent link: https://www.econbiz.de/10014266376
Saved in:
3
Hedging cryptocurrency options
Matic, Jovanka Lili
;
Packham, Natalie
;
Härdle, Wolfgang
- In:
Review of derivatives research
26
(
2023
)
1
,
pp. 91-133
Persistent link: https://www.econbiz.de/10014266383
Saved in:
4
Arbitrage-free smile construction on FX option markets using Garman-Kohlhagen deltas and implied volatilities
Muck, Matthias
- In:
Review of derivatives research
25
(
2022
)
3
,
pp. 293-314
Persistent link: https://www.econbiz.de/10013457626
Saved in:
5
Asymptotic extrapolation of model-free implied variance : exploring structural underestimation in the VIX Index
Stahl, Philip
- In:
Review of derivatives research
25
(
2022
)
3
,
pp. 315-339
Persistent link: https://www.econbiz.de/10013457627
Saved in:
6
Optimal exercise of American put options near maturity : a new economic perspective
Battauz, Anna
;
De Donno, Marzia
;
Gajda, Janusz
;
Sbuelz, …
- In:
Review of derivatives research
25
(
2022
)
1
,
pp. 23-46
Persistent link: https://www.econbiz.de/10013191376
Saved in:
7
The impact of the leverage effect on the implied volatility smile : evidence for the German option market
Rathgeber, A. W.
;
Stadler, Johannes
;
Stöckl, S.
- In:
Review of derivatives research
24
(
2021
)
2
,
pp. 95-133
Persistent link: https://www.econbiz.de/10012549093
Saved in:
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