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~isPartOf:"Applied economics"
~isPartOf:"Review of derivatives research"
~source:"econis"
~subject:"Kapitaleinkommen"
~subject:"Risk"
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Kapitaleinkommen
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Option trading
94
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Optionspreistheorie
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36
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Applied economics
Review of derivatives research
Journal of banking & finance
18
The journal of futures markets
12
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9
Journal of financial markets
8
Management science : journal of the Institute for Operations Research and the Management Sciences
8
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6
International review of financial analysis
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NBER Working Paper
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Emerging markets, finance and trade : EMFT
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International journal of economics and finance
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Research paper series / Swiss Finance Institute
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Rotman School of Management working paper / University of Toronto Rotman School of Management
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The journal of asset management
3
The journal of derivatives : the official publication of the International Association of Financial Engineers
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1
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:
2
Pricing vulnerable basket spread options with liquidity risk
Dong, Ziming
;
Tang, Dan
;
Wang, Xingchun
- In:
Review of derivatives research
26
(
2023
)
1
,
pp. 23-50
Persistent link: https://www.econbiz.de/10014266355
Saved in:
3
Pricing vulnerable options with jump risk and liquidity risk
Wang, Xingchun
- In:
Review of derivatives research
24
(
2021
)
3
,
pp. 243-260
Persistent link: https://www.econbiz.de/10012659671
Saved in:
4
Option-implied information : what’s the vol surface got to do with it?
Ulrich, Maxim
;
Walther, Simon
- In:
Review of derivatives research
23
(
2020
)
3
,
pp. 323-355
Persistent link: https://www.econbiz.de/10012303253
Saved in:
5
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:
6
Option implied beta and option return
Ze-To, Samuel Yau Man
- In:
Applied economics
50
(
2018
)
2
,
pp. 128-142
Persistent link: https://www.econbiz.de/10011845923
Saved in:
7
Risk-adjusted option-implied moments
Brinkmann, Felix
;
Korn, Olaf
- In:
Review of derivatives research
21
(
2018
)
2
,
pp. 149-173
Persistent link: https://www.econbiz.de/10012055736
Saved in:
8
Implied volatility and skewness surface
Feunou, Bruno
;
Fontaine, Jean-Sébastien
;
Tédongap, Roméo
- In:
Review of derivatives research
20
(
2017
)
2
,
pp. 167-202
Persistent link: https://www.econbiz.de/10011935979
Saved in:
9
Risk aversion, fanning preference and volatility smirk on S&P 500 index options
Chen, Jian
;
Ma, Chenghu
- In:
Applied economics
48
(
2016
)
34/36
,
pp. 3277-3292
Persistent link: https://www.econbiz.de/10011617231
Saved in:
10
Market making and risk management in options markets
Boyd, Naomi E.
- In:
Review of derivatives research
18
(
2015
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011414104
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