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~accessRights:"restricted"
~isPartOf:"Applied economics"
~isPartOf:"Asia-Pacific financial markets"
~subject:"Optionspreistheorie"
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Optionspreistheorie
Option trading
20
Optionsgeschäft
20
Option pricing theory
18
Volatility
9
Volatilität
9
Black-Scholes model
5
Black-Scholes-Modell
5
Aktienoption
4
Derivat
4
Derivative
4
Stochastic process
4
Stochastischer Prozess
4
Stock option
4
Index futures
3
Index-Futures
3
CAPM
2
Experiment
2
Hedging
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Implied volatility (IV)
2
Option pricing
2
Risiko
2
Risikoprämie
2
Risk
2
Risk premium
2
Theorie
2
Theory
2
option pricing
2
ARCH model
1
ARCH-Modell
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Account-level trade and quote data
1
Acquisition
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Additive models
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Aktienindex
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Aktienmarkt
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Anlageverhalten
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English
18
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Elyasiani, Elyas
2
Gehricke, Sebastian A.
2
Muzzioli, Silvia
2
Zhang, Jin E.
2
Aziz, Saqib
1
Chen, Jian
1
Chen, Shi
1
Fujii, Masaaki
1
Gambarelli, Luca
1
Grossinho, Maria do Rosário
1
Guo, Wei
1
Hishida, Yuji
1
Huang, Fu-Wei
1
Huang, Wei
1
Huang, Zhuo
1
Ishigaki, Yuta
1
Jalan, Akanksha
1
Kord, Yaser
1
Lee, Kyungsub
1
Li, Xiaoping
1
Lin, Jyh-horng
1
Lindensjö, Kristoffer
1
Ma, Chenghu
1
Matkovskyy, Roman
1
Nakajima, Katsushi
1
Okumura, Toshiki
1
Prayoga, Adrian
1
Privault, Nicolas
1
Ruan, Xinfeng
1
Sato, Seisho
1
Seo, Byoung Ki
1
Takahashi, Akihiko
1
Tong, Chen
1
Wang, Tianyi
1
Yamada, Yuji
1
Ze-To, Samuel Yau Man
1
Zhou, Chunyang
1
Ōhashi, Kazuhiko
1
Ševčovič, Daniel
1
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Applied economics
Asia-Pacific financial markets
Quantitative finance
43
International journal of theoretical and applied finance
37
Finance research letters
35
The North American journal of economics and finance : a journal of financial economics studies
34
The journal of futures markets
30
International journal of financial engineering
29
Review of derivatives research
27
The journal of computational finance
27
Journal of banking & finance
23
Computational economics
19
European journal of operational research : EJOR
18
Applied mathematical finance
17
Journal of economic dynamics & control
17
International review of economics & finance : IREF
16
The journal of derivatives : JOD
16
Journal of mathematical finance
14
Management science : journal of the Institute for Operations Research and the Management Sciences
14
Finance and stochastics
11
Journal of financial economics
10
Annals of finance
9
Research paper series / Swiss Finance Institute
9
The European journal of finance
9
Energy economics
8
Insurance / Mathematics & economics
8
Journal of financial markets
8
Theoretical economics letters
8
Applied economics letters
7
International review of financial analysis
7
Operations research letters
7
Swiss Finance Institute Research Paper
7
The journal of asset management
7
Economic modelling
6
International journal of theoretical and applied finance : IJTAF
6
Journal of empirical finance
6
Review of quantitative finance and accounting
6
Annals of financial economics
5
Decisions in economics and finance : DEF ; a journal of applied mathematics
5
Economics letters
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ECONIS (ZBW)
18
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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
Saved in:
10
A numerical scheme for expectations with first hitting time to smooth boundary
Hishida, Yuji
;
Ishigaki, Yuta
;
Okumura, Toshiki
- In:
Asia-Pacific financial markets
26
(
2019
)
4
,
pp. 553-565
Persistent link: https://www.econbiz.de/10012309819
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