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~isPartOf:"Applied economics letters"
~isPartOf:"Decisions in economics and finance : DEF ; a journal of applied mathematics"
~subject:"Behavioural finance"
~subject:"Black-Scholes model"
~subject:"Index futures"
~subject:"Risk"
~subject:"Volatility"
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Behavioural finance
Black-Scholes model
Index futures
Risk
Volatility
Option trading
29
Optionsgeschäft
29
Option pricing theory
21
Optionspreistheorie
21
Volatilität
13
Theorie
10
Theory
10
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6
Derivative
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Ryu, Doojin
2
Yang, Heejin
2
Alitab, Dario
1
Alòs, Elisa
1
Bernard, Carole
1
Biagini, Francesca
1
Bormetti, Giacomo
1
Chae, Joon
1
Chakrabarti, Prasenjit
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De Gennaro Aquino, Luca
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Fink, Holger Maria
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François, Pascal
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Le Floc'h, Fabien
1
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1
Li, Xiaoping
1
Lian, Guang-hua
1
Majewski, Adam A.
1
Oosterlee, Cornelis Willebrordus
1
Pardo, Sophie
1
Pressacco, Flavio
1
Ryu, Doowon
1
Wang, Xingchun
1
Zanette, Antonino
1
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Applied economics letters
Decisions in economics and finance : DEF ; a journal of applied mathematics
The journal of futures markets
84
Journal of banking & finance
54
International journal of theoretical and applied finance
48
Review of derivatives research
32
Applied mathematical finance
29
Quantitative finance
28
Finance research letters
27
The journal of derivatives : the official publication of the International Association of Financial Engineers
26
Wiley trading series
20
The North American journal of economics and finance : a journal of financial economics studies
19
The journal of computational finance
19
Computational economics
18
International review of financial analysis
17
Management science : journal of the Institute for Operations Research and the Management Sciences
17
International review of economics & finance : IREF
16
Journal of economic dynamics & control
16
Journal of financial economics
16
Journal of financial markets
16
Applied economics
15
International journal of financial engineering
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
Review of quantitative finance and accounting
12
Working paper / National Bureau of Economic Research, Inc.
12
European journal of operational research : EJOR
11
Finance and stochastics
11
Journal of econometrics
11
Journal of mathematical finance
11
Applied financial economics
10
Bloomberg financial series
10
Swiss Finance Institute Research Paper
10
Finanzmarkt und Portfolio-Management
9
The journal of finance : the journal of the American Finance Association
9
The review of financial studies
9
Annals of finance
8
Discussion paper / Tinbergen Institute
8
Energy economics
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ECONIS (ZBW)
17
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
Implied correlation indices and volatility forecasting
Fink, Holger Maria
;
Geppert, Sabrina
- In:
Applied economics letters
24
(
2017
)
7/9
,
pp. 584-588
Persistent link: https://www.econbiz.de/10011713025
Saved in:
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