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~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~source:"econis"
~subject:"Behavioural finance"
~subject:"Black-Scholes model"
~subject:"Index futures"
~subject:"Volatility"
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Search: subject_exact:"Option trading"
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Behavioural finance
Black-Scholes model
Index futures
Volatility
Option trading
78
Optionsgeschäft
78
Option pricing theory
69
Optionspreistheorie
69
Stochastic process
19
Stochastischer Prozess
19
Derivat
17
Derivative
17
Volatilität
17
Black-Scholes-Modell
14
Hedging
10
Portfolio selection
10
Portfolio-Management
10
Theorie
9
Theory
9
Credit risk
7
Kreditrisiko
7
Barrier option
6
Esscher transform
6
Experiment
6
Monte Carlo simulation
5
Monte-Carlo-Simulation
5
Option pricing
5
Reflection principle
5
Risiko
5
Risikomanagement
5
Risk
5
Risk management
5
Aktienoption
4
Incomplete market
4
Risikoprämie
4
Risk premium
4
Stock option
4
Unvollkommener Markt
4
ARCH model
3
ARCH-Modell
3
Barrier options
3
Capital income
3
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English
26
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Ko, Bangwon
3
Lee, Hangsuck
3
Wang, Xingchun
2
Ahn, Soohan
1
Bianconi, Marcelo
1
Campani, Carlos Heitor
1
Chang, Chia-Chang
1
David, Or
1
Fard, Farzad Alavi
1
Fujita, Takahiko
1
Glazyrina, Anna
1
Grossinho, Maria do Rosário
1
Hsu, Wei-tze
1
Huang, Hung-Hsi
1
Jeon, Junkee
1
Jiang, I-Ming
1
Jing, Bo
1
Jun, Doobae
1
Kawanishi, Yasuhiro
1
Kim, Eunchae
1
Kim, Geonwoo
1
Kord, Yaser
1
Ku, Hyejin
1
Kutan, Ali Mustafa
1
Li, Dan
1
Li, Shenghong
1
Li, Zelei
1
Liang, Zhilei
1
Lin, Chung-Gee
1
Lin, Shin-Hung
1
Liu, Lixin
1
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1
Ma, Yong
1
Marcato, Gianluca
1
McLachlan, Scott
1
Melʹnikov, Aleksandr V.
1
Mitsui, Hidetoshi
1
Miura, Ryozo
1
Pan, Zhiyuan
1
Park, Yuen Jung
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Asia-Pacific financial markets
Insurance / Mathematics & economics
The North American journal of economics and finance : a journal of financial economics studies
The journal of futures markets
76
Journal of banking & finance
54
International journal of theoretical and applied finance
46
Applied mathematical finance
29
Review of derivatives research
29
Quantitative finance
27
The journal of derivatives : the official publication of the International Association of Financial Engineers
25
Finance research letters
23
Wiley trading series
20
Computational economics
18
The journal of computational finance
18
International review of economics & finance : IREF
16
Journal of economic dynamics & control
16
Journal of financial markets
16
Management science : journal of the Institute for Operations Research and the Management Sciences
16
Applied economics
15
International journal of financial engineering
15
International review of financial analysis
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
The journal of finance : the journal of the American Finance Association
9
Annals of finance
8
Applied economics letters
8
Decisions in economics and finance : DEF ; a journal of applied mathematics
8
Finanzmarkt und Portfolio-Management
8
Journal of empirical finance
8
Journal of risk and financial management : JRFM
8
Asia-Pacific journal of financial studies
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ECONIS (ZBW)
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1
Uncertainty about interest rates and the real economy
Qadan, Mahmoud
;
Shuval, Kerem
;
David, Or
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014485443
Saved in:
2
Psychological barriers and option pricing in a local volatility model
Li, Dan
;
Liu, Lixin
;
Xu, Guangli
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014246900
Saved in:
3
Pricing European continuous-installment currency options with mean-reversion
Jeon, Junkee
;
Kim, Geonwoo
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013413559
Saved in:
4
Valuing lookback options with barrier
Lee, Hangsuck
;
Kim, Eunchae
;
Ko, Bangwon
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013449142
Saved in:
5
Jump dynamics, spillover effect and option valuation
Pan, Zhiyuan
;
Shuai, Jiangyu
;
Liang, Zhilei
;
Sun, Xianchao
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013534098
Saved in:
6
Consistent pricing of VIX options with the Hawkes jump-diffusion model
Jing, Bo
;
Li, Shenghong
;
Ma, Yong
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012821987
Saved in:
7
Valuing spread options with counterparty risk and jump risk
Li, Zelei
;
Wang, Xingchun
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012665103
Saved in:
8
Is the nonlinear hedge of options more effective? : evidence from the SSE 50 ETF options in China
Yu, Xiao-Jian
;
Wang, Zi-Ling
;
Xiao, Wei-Lin
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012665985
Saved in:
9
Approximate analytic solution for Asian options with stochastic volatility
Lin, Chung-Gee
;
Chang, Chia-Chang
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012667176
Saved in:
10
Bachelier model with stopping time and its insurance application
Glazyrina, Anna
;
Melʹnikov, Aleksandr V.
- In:
Insurance / Mathematics & economics
93
(
2020
),
pp. 156-167
Persistent link: https://www.econbiz.de/10012294092
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