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~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Quantitative finance"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Behavioural finance"
~subject:"Black-Scholes model"
~subject:"Index futures"
~subject:"Monte-Carlo-Simulation"
~subject:"Option trading"
~subject:"Volatility"
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Behavioural finance
Black-Scholes model
Index futures
Monte-Carlo-Simulation
Option trading
Volatility
Optionsgeschäft
126
Option pricing theory
114
Optionspreistheorie
114
Volatilität
42
Stochastic process
40
Stochastischer Prozess
40
Derivat
37
Derivative
37
Black-Scholes-Modell
20
Hedging
19
Experiment
16
Option pricing
16
Monte Carlo simulation
12
Credit risk
9
Finance
9
Implied volatility
9
Kreditrisiko
9
Portfolio selection
9
Portfolio-Management
9
Risikoprämie
7
Risk premium
7
Simulation
7
American options
6
Asian option
6
Barrier option
6
Esscher transform
6
Forecasting model
6
Prognoseverfahren
6
Risiko
6
Risikomanagement
6
Risk
6
Risk management
6
Börsenkurs
5
Estimation
5
Schätzung
5
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126
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1
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English
126
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Lee, Hangsuck
6
Wang, Xingchun
5
Kim, Geonwoo
4
Bayer, Christian
3
Chan, Tat Lung
3
Fusai, Gianluca
3
Jeon, Junkee
3
Ko, Bangwon
3
Marazzina, Daniele
3
Glau, Kathrin
2
Goudenège, Ludovic
2
Kim, Kyoung-Kuk
2
Kyriakou, Ioannis
2
Lee, Gaeun
2
Li, Shenghong
2
Lim, Dong-Young
2
Lin, William
2
Ma, Yong
2
Molent, Andrea
2
Peña, Javier
2
Song, Seongjoo
2
Tempone, Raúl
2
Tsai, Shih-Chuan
2
Wan, Justin W. L.
2
Wang, Xiaoqun
2
Zanette, Antonino
2
Zuluaga, Luis F.
2
Abergel, Frédéric
1
Ahn, Soohan
1
Akahori, J.
1
Akuzawa, Toshinao
1
Alexander, Carol
1
Alibeiki, Hedayat
1
Arkorful, Gideon Bruce
1
Bajo, Emanuele
1
Baldacci, Bastien
1
Bandi, Chaithanya
1
Bao, Qunfang
1
Bao, Ying
1
Barbi, Massimiliano
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European journal of operational research : EJOR
Quantitative finance
The North American journal of economics and finance : a journal of financial economics studies
The journal of futures markets
194
International journal of theoretical and applied finance
111
Journal of banking & finance
94
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
60
Applied mathematical finance
54
Finance research letters
54
Mathematical finance : an international journal of mathematics, statistics and financial theory
49
Journal of economic dynamics & control
47
Finance and stochastics
43
Journal of financial economics
41
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
Computational economics
30
The review of financial studies
30
Working paper / National Bureau of Economic Research, Inc.
30
International review of financial analysis
27
Journal of mathematical finance
27
Research paper series / Swiss Finance Institute
27
Review of quantitative finance and accounting
27
Management science : journal of the Institute for Operations Research and the Management Sciences
26
NBER working paper series
26
The European journal of finance
24
The journal of finance : the journal of the American Finance Association
24
Wiley trading series
23
Asia-Pacific financial markets
22
Applied economics
20
Applied financial economics
20
NBER Working Paper
19
Risks : open access journal
19
Swiss Finance Institute Research Paper
19
Journal of risk and financial management : JRFM
18
Annals of finance
17
The journal of derivatives : JOD
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ECONIS (ZBW)
126
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126
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1
A static replication approach for callable interest rate derivatives : mathematical foundations and efficient estimation of SIMM-MVA
Hoencamp, J. H.
;
Jain, Surbhi
;
Kandhai, B. D.
- In:
Quantitative finance
24
(
2024
)
3/4
,
pp. 409-432
Persistent link: https://www.econbiz.de/10014552078
Saved in:
2
Principled pasting : attaching tails to risk-neutral probability density functions recovered from option prices
Bollinger, Thomas R.
;
Melick, William Robert
;
Thomas, …
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1751-1768
Persistent link: https://www.econbiz.de/10014452468
Saved in:
3
The role of fleeting orders on option expiration days
Figueiredo, Antonio
;
Jain, Pankaj K.
;
Mishra, Suchismita
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1511-1529
Persistent link: https://www.econbiz.de/10014419175
Saved in:
4
A transform-based method for pricing Asian options under general two-dimensional models
Zhang, Weinan
;
Zeng, Pingping
- In:
Quantitative finance
23
(
2023
)
11
,
pp. 1677-1697
Persistent link: https://www.econbiz.de/10014419186
Saved in:
5
Pricing Asian options with stochastic convenience yield and jumps
Ewald, Christian
;
Wu, Yuexiang
;
Zhang, Aihua
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 677-692
Persistent link: https://www.econbiz.de/10014304306
Saved in:
6
Hedging error as generalized timing risk
Akahori, J.
;
Barsotti, F.
;
Imamura, Y.
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 693-703
Persistent link: https://www.econbiz.de/10014304316
Saved in:
7
Delta hedging bitcoin options with a smile
Alexander, Carol
;
Imeraj, Arben
- In:
Quantitative finance
23
(
2023
)
5
,
pp. 799-817
Persistent link: https://www.econbiz.de/10014304354
Saved in:
8
Short-dated smile under rough volatility : asymptotics and numerics
Friz, Peter K.
;
Gassiat, Paul
;
Pigato, Paolo
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 463-480
Persistent link: https://www.econbiz.de/10013167770
Saved in:
9
Empirical analysis of rough and classical stochastic volatility models to the SPX and VIX markets
Rømer, Sigurd Emil
- In:
Quantitative finance
22
(
2022
)
10
,
pp. 1805-1838
Persistent link: https://www.econbiz.de/10013367949
Saved in:
10
Asymptotics for short maturity Asian options in jump-diffusion models with local volatility
Pirjol, Dan
;
Zhu, Lingjiong
- In:
Quantitative finance
24
(
2024
)
3/4
,
pp. 433-449
Persistent link: https://www.econbiz.de/10014552074
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