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~isPartOf:"Applied economics"
~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"International review of economics & finance : IREF"
~subject:"Estimation theory"
~subject:"Optionsgeschäft"
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Search: subject_exact:"Option pricing theory"
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Estimation theory
Optionsgeschäft
Option pricing theory
168
Optionspreistheorie
168
Volatility
61
Volatilität
61
Option trading
53
Stochastic process
43
Stochastischer Prozess
43
Derivat
30
Derivative
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Elyasiani, Elyas
2
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Gehricke, Sebastian A.
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Lin, Yueh-neng
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Applied economics
Asia-Pacific financial markets
International review of economics & finance : IREF
International journal of theoretical and applied finance
93
The journal of futures markets
88
The journal of computational finance
64
Review of derivatives research
60
Quantitative finance
59
Applied mathematical finance
53
Journal of banking & finance
48
The journal of derivatives : the official publication of the International Association of Financial Engineers
48
Finance research letters
45
Mathematical finance : an international journal of mathematics, statistics and financial theory
44
Journal of economic dynamics & control
40
International journal of financial engineering
37
The North American journal of economics and finance : a journal of financial economics studies
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European journal of operational research : EJOR
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Review of quantitative finance and accounting
18
The European journal of finance
18
The journal of derivatives : JOD
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Decisions in economics and finance : DEF ; a journal of applied mathematics
16
Insurance / Mathematics & economics
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Journal of risk and financial management : JRFM
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International review of financial analysis
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Swiss Finance Institute Research Paper
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Annals of finance
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ECONIS (ZBW)
60
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1
An analytical GARCH valuation model for spread options with default risk
Song, Shiyu
;
Tang, Dan
;
Xu, Guangli
;
Yin, Xunbai
- In:
International review of economics & finance : IREF
83
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014239894
Saved in:
2
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:
3
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:
4
Implied volatility information of Chinese SSE 50 ETF options
Wu, Lingke
;
Liu, Dehong
;
Yuan, Jianglei
;
Huang, Zhenhuan
- In:
International review of economics & finance : IREF
82
(
2022
),
pp. 609-624
Persistent link: https://www.econbiz.de/10013545670
Saved in:
5
Informed trading in the CDS and OTM put option markets
Hu, May
;
Narayan, Paresh Kumar
;
Park, Jason
;
Verhoeven, …
- In:
International review of economics & finance : IREF
79
(
2022
),
pp. 353-367
Persistent link: https://www.econbiz.de/10013343419
Saved in:
6
Theoretical and empirical analysis of options in open market share repurchases of Taiwan companies
Tsai, Pei-ling
;
Hsu, Yuan-Lin
;
Chih, Hsiang-Hsuan
;
Lin, …
- In:
International review of economics & finance : IREF
81
(
2022
),
pp. 205-226
Persistent link: https://www.econbiz.de/10013343505
Saved in:
7
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:
8
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:
9
Implied volatility forecast and option trading strategy
Liu, Dehong
;
Liang, Yucong
;
Zhang, Lili
;
Lung, Peter P.
; …
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 943-954
Persistent link: https://www.econbiz.de/10012630807
Saved in:
10
Unconditional density vs conditional density functions in estimating value-at-risk
Chiu, Yen-Chen
;
Chuang, I-Yuan
- In:
Applied economics
53
(
2021
)
4
,
pp. 482-494
Persistent link: https://www.econbiz.de/10012416070
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