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~isPartOf:"Decisions in economics and finance : DEF ; a journal of applied mathematics"
~isPartOf:"Journal of econometrics"
~subject:"Barrier options"
~subject:"Behavioural finance"
~subject:"Black-Scholes model"
~subject:"Index futures"
~subject:"Volatility"
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Barrier options
Behavioural finance
Black-Scholes model
Index futures
Volatility
Option trading
29
Optionsgeschäft
29
Option pricing theory
21
Optionspreistheorie
21
Volatilität
16
Theorie
12
Theory
12
Stochastic process
11
Stochastischer Prozess
11
Black-Scholes-Modell
6
Derivat
6
Derivative
6
Statistical distribution
6
Statistische Verteilung
6
Estimation
4
Schätzung
4
Stochastic volatility
4
Estimation theory
3
Implied volatility
3
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Options
3
Schätztheorie
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USA
3
United States
3
Bias
2
Futures exchange
2
Hedging
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Jumps
2
Option pricing
2
Systematischer Fehler
2
Terminbörse
2
VIX options
2
1988-1995
1
ARCH model
1
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1
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English
19
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Todorov, Viktor
3
McAleer, Michael
2
Xiu, Dacheng
2
Alitab, Dario
1
Alòs, Elisa
1
Andersen, Torben
1
Asai, Manabu
1
Bernard, Carole
1
Biagini, Francesca
1
Bondarenko, Oleg
1
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1
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1
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Corsi, Fulvio
1
De Gennaro Aquino, Luca
1
Gaudenzi, Marcellino
1
Jourdain, Benjamin
1
Le Floc'h, Fabien
1
León, Jorge A.
1
Lian, Guang-hua
1
Lieberman, Offer
1
Majewski, Adam A.
1
Nielsen, Morten Ørregaard
1
Oosterlee, Cornelis Willebrordus
1
Park, Yang-Ho
1
Phillips, Peter C. B.
1
Pressacco, Flavio
1
Song, Zhaogang
1
Tauchen, George Eugene
1
Xu, Zheng
1
Zanette, Antonino
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1
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Decisions in economics and finance : DEF ; a journal of applied mathematics
Journal of econometrics
The journal of futures markets
76
Journal of banking & finance
56
International journal of theoretical and applied finance
46
Review of derivatives research
31
Applied mathematical finance
29
Quantitative finance
28
The journal of derivatives : the official publication of the International Association of Financial Engineers
25
Finance research letters
24
Wiley trading series
20
Computational economics
18
The North American journal of economics and finance : a journal of financial economics studies
18
The journal of computational finance
18
International review of economics & finance : IREF
17
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
Finance and stochastics
12
Journal of financial and quantitative analysis : JFQA
12
Research paper series / Swiss Finance Institute
12
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
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
Finanzmarkt und Portfolio-Management
8
Journal of empirical finance
8
Journal of risk and financial management : JRFM
8
Asia-Pacific journal of financial studies
7
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ECONIS (ZBW)
19
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1
Bias reduction in spot volatility estimation from options
Todorov, Viktor
;
Zhang, Yang
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 53-81
Persistent link: https://www.econbiz.de/10014364661
Saved in:
2
Nonparametric jump variation measures from options
Todorov, Viktor
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 255-280
Persistent link: https://www.econbiz.de/10013463804
Saved in:
3
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:
4
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:
5
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:
6
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:
7
A multivariate stochastic unit root model with an application to derivative pricing
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 99-110
Persistent link: https://www.econbiz.de/10011743783
Saved in:
8
The effects of asymmetric volatility and jumps on the pricing of VIX derivatives
Park, Yang-Ho
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 313-328
Persistent link: https://www.econbiz.de/10011617156
Saved in:
9
A tale of two option markets : pricing kernels and volatility risk
Song, Zhaogang
;
Xiu, Dacheng
- In:
Journal of econometrics
190
(
2016
)
1
,
pp. 176-196
Persistent link: https://www.econbiz.de/10011591632
Saved in:
10
Econometric analysis of financial derivatives: an overview
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 403-407
Persistent link: https://www.econbiz.de/10011499624
Saved in:
1
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