//--> //--> //--> //-->
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:"Asia-Pacific financial markets"
~isPartOf:"IMF working papers"
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of economic dynamics & control"
~type:"article"
~type:"book"
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:"Option"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Option pricing theory
898
Optionspreistheorie
898
Theorie
359
Theory
359
Volatility
343
Volatilität
343
Stochastic process
317
Stochastischer Prozess
317
Option trading
276
Optionsgeschäft
276
Derivat
215
Derivative
215
Credit risk
141
Kreditrisiko
141
Hedging
134
Black-Scholes model
126
Black-Scholes-Modell
126
Credit derivative
125
Kreditderivat
125
Yield curve
123
Zinsstruktur
123
Portfolio selection
92
Portfolio-Management
92
Risikoprämie
79
Risk premium
79
CAPM
75
Interest rate derivative
70
Zinsderivat
70
Aktienoption
58
Stock option
58
Estimation
53
Schätzung
52
Swap
52
Markov chain
49
Markov-Kette
48
Monte Carlo simulation
48
Monte-Carlo-Simulation
48
Statistical distribution
48
Statistische Verteilung
48
USA
47
more ...
less ...
Online availability
All
Undetermined
359
Free
43
Type of publication
All
Article
Book / Working Paper
Type of publication (narrower categories)
All
Article in journal
1,203
Aufsatz in Zeitschrift
1,203
Arbeitspapier
44
Working Paper
44
Graue Literatur
14
Non-commercial literature
14
Conference paper
9
Konferenzbeitrag
9
Collection of articles of several authors
5
Sammelwerk
5
Mehrbändiges Werk
2
Multi-volume publication
2
Conference proceedings
1
Konferenzschrift
1
more ...
less ...
Language
All
English
1,250
Author
All
Takahashi, Akihiko
17
Kwok, Yue-Kuen
14
Elliott, Robert J.
11
Fabozzi, Frank J.
10
Levendorskij, Sergej Z.
10
Jeanblanc, Monique
9
Chiarella, Carl
8
Benth, Fred Espen
7
Dai, Min
7
Duan, Jin-Chuan
7
Gapeev, Pavel V.
7
Hui, Cho H.
7
Joshi, Mark S.
7
Madan, Dilip B.
7
Prokopczuk, Marcel
7
Račev, Svetlozar T.
7
Schoutens, Wim
7
Siu, Tak Kuen
7
Zenios, Stauros Andrea
7
Branger, Nicole
6
Brigo, Damiano
6
Cui, Zhenyu
6
Das, Sanjiv R.
6
Kim, Young Shin
6
Leippold, Markus
6
Wu, Lixin
6
Bojarčenko, Svetlana I.
5
Carr, Peter
5
Grasselli, Martino
5
Gray, Dale F.
5
Lo, C. F.
5
Macrina, Andrea
5
Oosterlee, Cornelis W.
5
Skiadopoulos, George
5
Subrahmanyam, Marti G.
5
Trigeorgis, Lenos
5
Wilmott, Paul
5
Yamada, Yuji
5
Zhang, Jin E.
5
Zhu, Song-ping
5
more ...
less ...
Institution
All
EOE
1
Published in...
All
Asia-Pacific financial markets
IMF working papers
International journal of theoretical and applied finance
Journal of banking & finance
Journal of economic dynamics & control
The journal of futures markets
547
Mathematical finance : an international journal of mathematics, statistics and financial theory
298
The journal of derivatives : the official publication of the International Association of Financial Engineers
290
The journal of computational finance
269
Applied mathematical finance
268
Finance and stochastics
251
Review of derivatives research
213
Quantitative finance
209
Journal of financial economics
183
Finance research letters
176
European journal of operational research : EJOR
157
The review of financial studies
155
Insurance / Mathematics & economics
151
NBER working paper series
145
Working paper / National Bureau of Economic Research, Inc.
143
The journal of finance : the journal of the American Finance Association
133
Research paper series / Swiss Finance Institute
126
Journal of financial and quantitative analysis : JFQA
125
The North American journal of economics and finance : a journal of financial economics studies
122
International journal of financial engineering
121
International review of financial analysis
121
Computational economics
119
The European journal of finance
119
Journal of mathematical finance
117
Review of quantitative finance and accounting
111
International review of economics & finance : IREF
108
Risks : open access journal
108
The journal of fixed income
108
NBER Working Paper
105
MPRA Paper
104
Management science : journal of the Institute for Operations Research and the Management Sciences
86
Journal of empirical finance
85
Applied economics
84
Journal of econometrics
84
Applied financial economics
82
Energy economics
80
more ...
less ...
Source
All
ECONIS (ZBW)
1,250
Showing
1
-
10
of
1,250
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Delta hedging and volatility-price elasticity : a two-step approach
Xia, Kun
;
Yang, Xuewei
;
Zhu, Peng
- In:
Journal of banking & finance
153
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014490307
Saved in:
2
Detecting political event risk in the
option
market
Kostakis, Alexandros
;
Mu, Liangyi
;
Otsubo, Yoichi
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014248198
Saved in:
3
Counter-cyclical margins for
option
portfolios
Chen, Yuanyuan
;
Wu, Qi
;
Li, Duan
- In:
Journal of economic dynamics & control
146
(
2023
),
pp. 1-33
Persistent link: https://www.econbiz.de/10014478163
Saved in:
4
Systemic risk of optioned portfolio : controllability and optimization
Pang, Xiaochuan
;
Zhu, Shushang
;
Cui, Xueting
;
Ma, Jiali
- In:
Journal of economic dynamics & control
153
(
2023
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014479336
Saved in:
5
Enhancement in a firm's information environment via options trading and the efficiency of corporate investment
Anagnostopoulou, Seraina C.
;
Trigeorgis, Lenos
; …
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014462554
Saved in:
6
Why do firms issue callable convertible bonds? : a critique of the “backdoor equity financing” theory
Burlacu, Radu
;
Jimenez-Garcès, Sonia
- In:
Journal of banking & finance
144
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10013538879
Saved in:
7
Market complete
option
valuation using a Jarrow-Rudd pricing tree with skewness and kurtosis
Hu, Yuan
;
Lindquist, W. Brent
;
Račev, Svetlozar T.
; …
- In:
Journal of economic dynamics & control
137
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013464578
Saved in:
8
Asymptotic analysis of the mixed-exponential jump diffusion model and its financial applications
Shi, Chao
- In:
Journal of economic dynamics & control
143
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013542969
Saved in:
9
The stock implied volatility and the implied dividend volatility
Quaye, Enoch Nii Boi
;
Tunaru, Radu
- In:
Journal of economic dynamics & control
134
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013383766
Saved in:
10
The value of being lucky :
option
backdating and nondiversifiable risk
Henderson, Vicky
;
Sun, Jia
;
Whalley, A. Elizabeth
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012652678
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->