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~isPartOf:"Applied economics"
~isPartOf:"Asia-Pacific financial markets"
~subject:"Optionspreistheorie"
~subject:"Stochastischer Prozess"
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Search: subject_exact:"Parisian option"
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Optionspreistheorie
Stochastischer Prozess
Option trading
42
Optionsgeschäft
42
Option pricing theory
32
Volatility
16
Volatilität
16
Black-Scholes model
9
Black-Scholes-Modell
9
Theorie
8
Theory
8
Estimation
7
Schätzung
7
Stochastic process
7
Derivat
5
Derivative
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Aktienoption
4
Stock option
4
CAPM
3
Capital income
3
Hedging
3
Incomplete market
3
Index futures
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Index-Futures
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Kapitaleinkommen
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Risikoprämie
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Risk premium
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Unvollkommener Markt
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ARCH model
2
ARCH-Modell
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Aktienmarkt
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Anlageverhalten
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Behavioural finance
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Börsenkurs
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Efficient market hypothesis
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Effizienzmarkthypothese
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Experiment
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2
Option pricing
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English
32
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Elyasiani, Elyas
2
Gehricke, Sebastian A.
2
Hishida, Yuji
2
Muzzioli, Silvia
2
Zhang, Jin E.
2
Ahn, Hyungsok
1
Aziz, Saqib
1
Chen, Dar-hsin
1
Chen, Jian
1
Chen, Shi
1
Dempsey, Michael
1
Fujii, Masaaki
1
Gambarelli, Luca
1
Grossinho, Maria do Rosário
1
Guo, Wei
1
Huang, Fu-Wei
1
Huang, Wei
1
Huang, Zhuo
1
Ishigaki, Yuta
1
Ishizaka, Motokazu
1
Jalan, Akanksha
1
Kamizono, Kenji
1
Kariya, Takeaki
1
Kawanishi, Yasuhiro
1
Kim, Yong-jin
1
Kord, Yaser
1
Lee, Kyungsub
1
Li, Xiaoping
1
Lin, Chien-chih
1
Lin, Chuang Yuang
1
Lin, Jyh-horng
1
Lindensjö, Kristoffer
1
Liu, Regina Y.
1
Ma, Chenghu
1
Matkovskyy, Roman
1
Mitsui, Hidetoshi
1
Morimoto, Mayumi
1
Nakajima, Katsushi
1
Nakatsuma, Teruo
1
Nishiba, Masahiro
1
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Applied economics
Asia-Pacific financial markets
The journal of futures markets
85
International journal of theoretical and applied finance
84
Review of derivatives research
58
The journal of computational finance
58
Applied mathematical finance
51
Quantitative finance
51
The journal of derivatives : the official publication of the International Association of Financial Engineers
50
Journal of banking & finance
44
Finance research letters
43
Mathematical finance : an international journal of mathematics, statistics and financial theory
39
Journal of economic dynamics & control
38
The North American journal of economics and finance : a journal of financial economics studies
36
International journal of financial engineering
32
Finance and stochastics
30
Computational economics
28
European journal of operational research : EJOR
27
Journal of mathematical finance
26
Research paper series / Swiss Finance Institute
22
International review of economics & finance : IREF
21
Journal of financial economics
21
Management science : journal of the Institute for Operations Research and the Management Sciences
19
Risks : open access journal
18
Review of quantitative finance and accounting
17
The European journal of finance
17
Economic modelling
16
The journal of derivatives : JOD
16
Insurance / Mathematics & economics
15
Swiss Finance Institute Research Paper
14
Annals of finance
13
Journal of econometrics
13
Journal of risk and financial management : JRFM
13
Decisions in economics and finance : DEF ; a journal of applied mathematics
12
International review of financial analysis
12
Journal of financial markets
11
Energy economics
10
Journal of derivatives & hedge funds
10
Journal of risk
10
Operations research letters
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ECONIS (ZBW)
32
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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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