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~isPartOf:"Annual review of economics"
~isPartOf:"Journal of economic dynamics & control"
~subject:"European option"
~subject:"Portfolio-Management"
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Search: subject_exact:"Optionsgeschäft"
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European option
Portfolio-Management
Option trading
48
Optionsgeschäft
48
Option pricing theory
37
Optionspreistheorie
37
Stochastic process
11
Stochastischer Prozess
11
Theorie
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Theory
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Barletta, Andrea
1
Blomvall, Jörgen
1
Chen, Yingshan
1
Chen, Yuanyuan
1
Cui, Xueting
1
Dai, Min
1
Damgaard, Anders
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Fabozzi, Frank J.
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Sloth, David
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Wu, Qi
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Xu, Jing
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Annual review of economics
Journal of economic dynamics & control
Insurance / Mathematics & economics
7
Review of derivatives research
7
Finance and stochastics
6
The journal of futures markets
6
Journal of banking & finance
5
The review of financial studies
5
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4
Finanzmarkt und Portfolio-Management
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International journal of financial engineering
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International journal of theoretical and applied finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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SpringerLink / Bücher
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The journal of derivatives : JOD
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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European journal of operational research : EJOR
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Journal of financial economics
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NBER Working Paper
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Swiss Finance Institute Research Paper
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The North American journal of economics and finance : a journal of financial economics studies
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Wiley finance series
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Finance India : the quarterly journal of Indian Institute of Finance
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1
Counter-cyclical margins for option portfolios
Chen, Yuanyuan
;
Wu, Qi
;
Li, Duan
- In:
Journal of economic dynamics & control
146
(
2023
),
pp. 1-33
Persistent link: https://www.econbiz.de/10014478163
Saved in:
2
Systemic risk of optioned portfolio : controllability and optimization
Pang, Xiaochuan
;
Zhu, Shushang
;
Cui, Xueting
;
Ma, Jiali
- In:
Journal of economic dynamics & control
153
(
2023
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014479336
Saved in:
3
Market complete option valuation using a Jarrow-Rudd pricing tree with skewness and kurtosis
Hu, Yuan
;
Lindquist, W. Brent
;
Račev, Svetlozar T.
; …
- In:
Journal of economic dynamics & control
137
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013464578
Saved in:
4
It only takes a few moments to hedge options
Barletta, Andrea
;
Santucci de Magistris, Paolo
;
Sloth, David
- In:
Journal of economic dynamics & control
100
(
2019
),
pp. 251-269
Persistent link: https://www.econbiz.de/10012130971
Saved in:
5
An analytical approximation formula for European option pricing under a new stochastic volatility model with regime-switching
He, Xin-Jiang
;
Zhu, Song-Ping
- In:
Journal of economic dynamics & control
71
(
2016
),
pp. 77-85
Persistent link: https://www.econbiz.de/10011708772
Saved in:
6
Superhedging under ratio constraint
Chen, Yingshan
;
Dai, Min
;
Xu, Jing
;
Xu, Mingyu
- In:
Journal of economic dynamics & control
58
(
2015
),
pp. 250-264
Persistent link: https://www.econbiz.de/10011574773
Saved in:
7
Utility based option evaluation with proportional transaction costs
Damgaard, Anders
- In:
Journal of economic dynamics & control
27
(
2003
)
4
,
pp. 667-700
Persistent link: https://www.econbiz.de/10001712762
Saved in:
8
Back-testing the performance of an actively managed option portfolio at the Swedish stock market, 1990 - 1999
Blomvall, Jörgen
;
Lindberg, Per O.
- In:
Journal of economic dynamics & control
27
(
2003
)
6
,
pp. 1099-1112
Persistent link: https://www.econbiz.de/10001734566
Saved in:
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