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~isPartOf:"Asia-Pacific financial markets"
~subject:"Option trading"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Diskette"
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Option trading
Optionsgeschäft
22
Option pricing theory
21
Optionspreistheorie
21
Theorie
7
Theory
7
Stochastic process
5
Stochastischer Prozess
5
Black-Scholes model
4
Black-Scholes-Modell
4
Volatility
4
Volatilität
4
Derivat
3
Derivative
3
Incomplete market
3
Unvollkommener Markt
3
Aktienoption
2
Barrier options
2
Currency option
2
Devisenoption
2
Estimation
2
Experiment
2
Hedging
2
Japan
2
Lévy processes
2
Risikoprämie
2
Risk premium
2
Schätzung
2
Stock option
2
Variance gamma model
2
1999-2008
1
2001-2004
1
ARCH model
1
ARCH-Modell
1
Absorption
1
Additive models
1
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1
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22
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Aufsatz in Zeitschrift
Diskette
Article in journal
22
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English
22
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Hishida, Yuji
2
Ahn, Hyungsok
1
Alfay, Elia
1
Becchere, Giovanni
1
Dai, Min
1
Fujii, Masaaki
1
Fujita, Takahiko
1
Grossinho, Maria do Rosário
1
Ishigaki, Yuta
1
Ishizaka, Motokazu
1
Kamizono, Kenji
1
Kariya, Takeaki
1
Kawanishi, Yasuhiro
1
Kim, Yong-jin
1
Kord, Yaser
1
Kwok, Yue-Kuen
1
Li, Steven
1
Lindensjö, Kristoffer
1
Liu, Regina Y.
1
Mitsui, Hidetoshi
1
Miura, Ryozo
1
Morimoto, Mayumi
1
Mulinacci, Sabrina
1
Nakajima, Katsushi
1
Nakatsuma, Teruo
1
Nishiba, Masahiro
1
Okumura, Toshiki
1
Penaud, Antony
1
Prayoga, Adrian
1
Privault, Nicolas
1
Sasaki, Hiroshi
1
Sato, Seisho
1
Satoyoshi, Kiyotaka
1
Shirakawa, Hiroshi
1
Takahashi, Akihiko
1
Takahashi, Hajime
1
Takaoka, Koichiro
1
Wilmott, Paul
1
Yamada, Yuji
1
Yasutomi, Kenji
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Asia-Pacific financial markets
The journal of futures markets
193
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
Review of derivatives research
74
The journal of computational finance
59
Finance research letters
58
Quantitative finance
56
Applied mathematical 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
32
Journal of financial and quantitative analysis : JFQA
31
Computational economics
30
The review of financial studies
30
European journal of operational research : EJOR
29
International review of financial analysis
27
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
26
The European journal of finance
24
The journal of finance : the journal of the American Finance Association
23
Applied economics
20
Applied financial economics
20
Risks : open access journal
20
Journal of risk and financial management : JRFM
18
Annals of finance
17
The journal of derivatives : JOD
17
Economic modelling
16
Journal of empirical finance
16
Decisions in economics and finance : DEF ; a journal of applied mathematics
15
Insurance / Mathematics & economics
15
Applied economics letters
14
Finance : revue de l'Association Française de Finance
14
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ECONIS (ZBW)
22
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1
The end of the month option and other embedded
options
in futures contracts
Lindensjö, Kristoffer
- In:
Asia-Pacific financial markets
23
(
2016
)
1
,
pp. 69-83
Persistent link: https://www.econbiz.de/10011619869
Saved in:
2
Optimal hedging of basket barrier
options
with additive models and its application to equity value separation problem
Yamada, Yuji
- In:
Asia-Pacific financial markets
24
(
2017
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011742282
Saved in:
3
Pricing CIR yield
options
by conditional moment matching
Prayoga, Adrian
;
Privault, Nicolas
- In:
Asia-Pacific financial markets
24
(
2017
)
1
,
pp. 19-38
Persistent link: https://www.econbiz.de/10011742283
Saved in:
4
A numerical scheme for expectations with first hitting time to smooth boundary
Hishida, Yuji
;
Ishigaki, Yuta
;
Okumura, Toshiki
- In:
Asia-Pacific financial markets
26
(
2019
)
4
,
pp. 553-565
Persistent link: https://www.econbiz.de/10012309819
Saved in:
5
Pricing perpetual put
options
by the Black-Scholes equation with a nonlinear volatility function
Grossinho, Maria do Rosário
;
Kord, Yaser
;
Ševčovič, …
- In:
Asia-Pacific financial markets
24
(
2017
)
4
,
pp. 291-308
Persistent link: https://www.econbiz.de/10011797690
Saved in:
6
Commodity spread option with cointegration
Nakajima, Katsushi
;
Ōhashi, Kazuhiko
- In:
Asia-Pacific financial markets
23
(
2016
)
1
,
pp. 1-44
Persistent link: https://www.econbiz.de/10011619864
Saved in:
7
A new type of barrier
options
: lizard option
Kawanishi, Yasuhiro
- In:
Asia-Pacific financial markets
22
(
2015
)
1
,
pp. 75-86
Persistent link: https://www.econbiz.de/10010511547
Saved in:
8
Understanding delta-hedged option returns in stochastic volatility environments
Sasaki, Hiroshi
- In:
Asia-Pacific financial markets
22
(
2015
)
2
,
pp. 151-184
Persistent link: https://www.econbiz.de/10011377526
Saved in:
9
An FBSDE approach to American option pricing with an interacting particle method
Fujii, Masaaki
;
Sato, Seisho
;
Takahashi, Akihiko
- In:
Asia-Pacific financial markets
22
(
2015
)
3
,
pp. 239-260
Persistent link: https://www.econbiz.de/10011524808
Saved in:
10
Pricing exotic
options
and American
options
: a multidimensional asymptotic expansion approach
Nishiba, Masahiro
- In:
Asia-Pacific financial markets
20
(
2013
)
2
,
pp. 147-182
Persistent link: https://www.econbiz.de/10009750726
Saved in:
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