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~isPartOf:"Applied mathematical finance"
~isPartOf:"Review of derivatives research"
~subject:"Optionsgeschäft"
~type_genre:"Article in journal"
~type_genre:"Dissertation"
~type_genre:"Handbook"
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Search: subject_exact:"Option trading"
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Optionsgeschäft
Option trading
128
Option pricing theory
109
Optionspreistheorie
109
Volatility
48
Volatilität
48
Derivat
33
Derivative
33
Theorie
26
Theory
26
Stochastic process
24
Stochastischer Prozess
24
Black-Scholes model
22
Black-Scholes-Modell
22
Hedging
16
Experiment
12
Portfolio selection
8
Portfolio-Management
8
Risk
8
American options
7
Option pricing
7
Risiko
7
European options
6
Statistical distribution
6
Statistische Verteilung
6
Credit risk
5
Kreditrisiko
5
Risikoprämie
5
Risk premium
5
implied volatility
5
stochastic volatility
5
Aktienoption
4
Anlageverhalten
4
Behavioural finance
4
Index futures
4
Index-Futures
4
Martingal
4
Martingale
4
Options
4
Stochastic volatility
4
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Article
128
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Article in journal
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128
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English
128
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Cohen, Samuel N.
3
Drimus, Gabriel
3
Escobar, Marcos
3
Kwok, Yue-Kuen
3
Reisinger, Christoph
3
Wang, Sheng
3
Wang, Xingchun
3
Carr, Peter
2
Farkas, Walter
2
Funahashi, Hideharu
2
Handley, John C.
2
Hieber, Peter
2
Howison, Sam
2
Hung, Mao-Wei
2
Kijima, Masaaki
2
Mayer, Philipp
2
Nunes, Joaõ Pedro Vidal
2
Ronn, Ehud I.
2
Ulrich, Maxim
2
Wang, Hsiao-Chuan
2
Wang, Jr-Yan
2
Zagst, Rudi
2
Zheng, Wendong
2
Ahn, Hyungsok
1
Albrecher, H.
1
Alexander, Carol
1
Almendral, Ariel
1
Aly, Sidi Mohamed Ould
1
Andersen, Leif B. G.
1
Andreasen, Jesper Fredborg
1
Aoudia, Djilali Ait
1
Areal, Nelson
1
Arismendi Zambrano, Juan Carlos
1
Armstrong, Grant F.
1
Avellaneda, Marco
1
Battauz, Anna
1
Benth, Fred Espen
1
Blau, Benjamin
1
Borovykh, Anastasia
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Applied mathematical finance
Review of derivatives research
The journal of futures markets
188
International journal of theoretical and applied finance
111
Journal of banking & finance
93
The journal of derivatives : the official publication of the International Association of Financial Engineers
86
The journal of computational finance
58
Finance research letters
54
Quantitative finance
54
Mathematical finance : an international journal of mathematics, statistics and financial theory
49
Journal of economic dynamics & control
47
Finance and stochastics
43
The North American journal of economics and finance : a journal of financial economics studies
41
Journal of financial economics
40
International review of economics & finance : IREF
34
Journal of financial markets
34
International journal of financial engineering
31
Journal of financial and quantitative analysis : JFQA
31
The review of financial studies
30
Computational economics
29
European journal of operational research : EJOR
29
Journal of mathematical finance
27
Review of quantitative finance and accounting
27
Management science : journal of the Institute for Operations Research and the Management Sciences
25
International review of financial analysis
24
The European journal of finance
24
The journal of finance : the journal of the American Finance Association
23
Asia-Pacific financial markets
22
Applied economics
20
Applied financial economics
20
Risks : open access journal
19
Journal of risk and financial management : JRFM
18
Annals of finance
17
The journal of derivatives : JOD
17
Decisions in economics and finance : DEF ; a journal of applied mathematics
15
Economic modelling
15
Insurance / Mathematics & economics
15
Journal of empirical finance
15
Applied economics letters
14
Finance : revue de l'Association Française de Finance
14
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ECONIS (ZBW)
128
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1
Implied volatility surfaces : a comprehensive analysis using half a billion option prices
Ulrich, Maxim
;
Zimmer, Lukas
;
Merbecks, Constantin
- In:
Review of derivatives research
26
(
2023
)
2/3
,
pp. 135-169
Persistent link: https://www.econbiz.de/10014423871
Saved in:
2
Arbitrage-free neural-SDE market models
Cohen, Samuel N.
;
Reisinger, Christoph
;
Wang, Sheng
- In:
Applied mathematical finance
30
(
2023
)
1
,
pp. 1-46
Persistent link: https://www.econbiz.de/10014390284
Saved in:
3
Continuity correction : on the pricing of discrete double barrier options
Luo, Sheng-Feng
;
Wong, Hsin-Chieh
- In:
Review of derivatives research
26
(
2023
)
1
,
pp. 51-90
Persistent link: https://www.econbiz.de/10014266376
Saved in:
4
Hedging cryptocurrency options
Matic, Jovanka Lili
;
Packham, Natalie
;
Härdle, Wolfgang
- In:
Review of derivatives research
26
(
2023
)
1
,
pp. 91-133
Persistent link: https://www.econbiz.de/10014266383
Saved in:
5
Arbitrage-free smile construction on FX option markets using Garman-Kohlhagen deltas and implied volatilities
Muck, Matthias
- In:
Review of derivatives research
25
(
2022
)
3
,
pp. 293-314
Persistent link: https://www.econbiz.de/10013457626
Saved in:
6
Asymptotic extrapolation of model-free implied variance : exploring structural underestimation in the VIX Index
Stahl, Philip
- In:
Review of derivatives research
25
(
2022
)
3
,
pp. 315-339
Persistent link: https://www.econbiz.de/10013457627
Saved in:
7
Optimal exercise of American put options near maturity : a new economic perspective
Battauz, Anna
;
De Donno, Marzia
;
Gajda, Janusz
;
Sbuelz, …
- In:
Review of derivatives research
25
(
2022
)
1
,
pp. 23-46
Persistent link: https://www.econbiz.de/10013191376
Saved in:
8
Valuation of European options under an uncertain market price of volatility risk
Jaroszkowski, Bartosz
;
Jensen, Max
- In:
Applied mathematical finance
29
(
2022
)
3
,
pp. 213-226
Persistent link: https://www.econbiz.de/10013554804
Saved in:
9
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:
10
On a neural network to extract implied information from american options
Liu, Shuaiqiang
;
Leitao, Álvaro
;
Borovykh, Anastasia
; …
- In:
Applied mathematical finance
28
(
2021
)
5
,
pp. 449-475
Persistent link: https://www.econbiz.de/10013411712
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