//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Applied economics letters"
~isPartOf:"Decisions in economics and finance : DEF ; a journal of applied mathematics"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~subject:"Behavioural finance"
~subject:"Black-Scholes model"
~subject:"Index futures"
~subject:"Volatility"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Option trading"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Behavioural finance
Black-Scholes model
Index futures
Volatility
Option trading
53
Optionsgeschäft
53
Option pricing theory
25
Optionspreistheorie
25
Volatilität
20
Theorie
18
Theory
18
USA
16
United States
16
Derivat
11
Derivative
11
Börsenkurs
7
Share price
7
Capital income
6
Hedging
6
Kapitaleinkommen
6
Stochastic process
6
Stochastischer Prozess
6
Estimation
5
Portfolio selection
5
Portfolio-Management
5
Schätzung
5
Aktienoption
4
Black-Scholes-Modell
4
Führungskräfte
4
Index-Futures
4
Managers
4
Risikoprämie
4
Risk premium
4
Stock option
4
Bid-ask spread
3
CAPM
3
Credit risk
3
Experiment
3
Geld-Brief-Spanne
3
Kreditrisiko
3
Risiko
3
more ...
less ...
Online availability
All
Undetermined
11
Type of publication
All
Article
25
Type of publication (narrower categories)
All
Article in journal
25
Aufsatz in Zeitschrift
25
Language
All
English
25
Author
All
Poteshman, Allen M.
2
Ryu, Doojin
2
Yang, Heejin
2
Alitab, Dario
1
Alòs, Elisa
1
Barraclough, Kathryn
1
Bernard, Carole
1
Biagini, Francesca
1
Bormetti, Giacomo
1
Carpenter, Jennifer N.
1
Chae, Joon
1
Chakrabarti, Prasenjit
1
Corsi, Fulvio
1
Coval, Joshua
1
De Gennaro Aquino, Luca
1
Edwards, Craig Steven
1
Eraker, Bjørn
1
Figlewski, Stephen
1
Fink, Holger Maria
1
Gaudenzi, Marcellino
1
Geppert, Sabrina
1
Green, Tracy Clifton
1
Heston, Steven L.
1
Huang, Wei
1
Jones, Christopher S.
1
Jourdain, Benjamin
1
Juh, Steve
1
Khorram, Mehdi
1
Le Floc'h, Fabien
1
Lee, Eun Jung
1
León, Jorge A.
1
Li, Shuaiqi
1
Li, Xiaoping
1
Lian, Guang-hua
1
Majewski, Adam A.
1
Mo, Haitao
1
Moore, Lyndon
1
Ni, Sophie X.
1
Oosterlee, Cornelis Willebrordus
1
Pan, Jun
1
more ...
less ...
Published in...
All
Applied economics letters
Decisions in economics and finance : DEF ; a journal of applied mathematics
The journal of finance : the journal of the American Finance Association
The journal of futures markets
81
Journal of banking & finance
54
International journal of theoretical and applied finance
46
Applied mathematical finance
29
Review of derivatives research
29
Quantitative finance
28
Finance research letters
25
The journal of derivatives : the official publication of the International Association of Financial Engineers
25
Wiley trading series
20
The journal of computational finance
19
Computational economics
18
Management science : journal of the Institute for Operations Research and the Management Sciences
17
The North American journal of economics and finance : a journal of financial economics studies
17
International review of economics & finance : IREF
16
International review of financial analysis
16
Journal of economic dynamics & control
16
Journal of financial markets
16
Applied economics
15
International journal of financial engineering
15
Journal of financial economics
15
Mathematical finance : an international journal of mathematics, statistics and financial theory
15
Journal of financial and quantitative analysis : JFQA
12
Research paper series / Swiss Finance Institute
12
Journal of econometrics
11
Journal of mathematical finance
11
Review of quantitative finance and accounting
11
Applied financial economics
10
Bloomberg financial series
10
European journal of operational research : EJOR
10
Finance and stochastics
10
Swiss Finance Institute Research Paper
10
Working paper / National Bureau of Economic Research, Inc.
10
Annals of finance
8
Discussion paper / Tinbergen Institute
8
Finanzmarkt und Portfolio-Management
8
Journal of empirical finance
8
Journal of risk and financial management : JRFM
8
more ...
less ...
Source
All
ECONIS (ZBW)
25
Showing
1
-
10
of
25
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Option momentum
Heston, Steven L.
;
Jones, Christopher S.
;
Khorram, Mehdi
; …
- In:
The journal of finance : the journal of the American …
78
(
2023
)
6
,
pp. 3141-3192
Persistent link: https://www.econbiz.de/10014437686
Saved in:
2
Intraday option price changes and net buying pressure
Ryu, Doojin
;
Yang, Heejin
- In:
Applied economics letters
29
(
2022
)
4
,
pp. 292-297
Persistent link: https://www.econbiz.de/10012803523
Saved in:
3
Exchange options and spread options with stochastically correlated underlyings
Wang, Xingchun
- In:
Applied economics letters
29
(
2022
)
12
,
pp. 1060-1068
Persistent link: https://www.econbiz.de/10013412038
Saved in:
4
Delta-hedged gains of SSE 50 ETF options
Li, Xiaoping
;
Zhou, Chunyang
;
Huang, Wei
- In:
Applied economics letters
29
(
2022
)
20
,
pp. 1864-1867
Persistent link: https://www.econbiz.de/10013412320
Saved in:
5
Co-movement of volatility risk premium : evidence from single stock options market in India
Chakrabarti, Prasenjit
- In:
Applied economics letters
28
(
2021
)
14
,
pp. 1181-1186
Persistent link: https://www.econbiz.de/10012589986
Saved in:
6
Vega-informed trading and options market reform
Ryu, Doojin
;
Ryu, Doowon
;
Yang, Heejin
- In:
Applied economics letters
27
(
2020
)
1
,
pp. 19-24
Persistent link: https://www.econbiz.de/10012205363
Saved in:
7
A realized volatility approach to option pricing with continuous and jump variance components
Alitab, Dario
;
Bormetti, Giacomo
;
Corsi, Fulvio
; …
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 639-664
Persistent link: https://www.econbiz.de/10012127296
Saved in:
8
Model-free stochastic collocation for an arbitrage-free implied volatility, part I
Le Floc'h, Fabien
;
Oosterlee, Cornelis Willebrordus
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 679-714
Persistent link: https://www.econbiz.de/10012127314
Saved in:
9
Semi-analytical prices for lookback and barrier options under the Heston model
De Gennaro Aquino, Luca
;
Bernard, Carole
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 715-741
Persistent link: https://www.econbiz.de/10012127317
Saved in:
10
A note on the implied volatility of floating strike Asian options
Alòs, Elisa
;
León, Jorge A.
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 743-758
Persistent link: https://www.econbiz.de/10012127320
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->