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~isPartOf:"European journal of operational research : EJOR"
~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
70
Option pricing theory
63
Optionspreistheorie
63
Derivat
24
Derivative
24
Volatilität
20
Stochastic process
18
Stochastischer Prozess
18
Black-Scholes-Modell
12
Finance
9
Experiment
8
Hedging
8
Option pricing
8
Credit risk
7
Kreditrisiko
7
Barrier option
6
Esscher transform
6
Monte Carlo simulation
6
Portfolio selection
6
Portfolio-Management
6
Risiko
6
Risk
6
Asian option
5
Forecasting model
4
Prognoseverfahren
4
Reflection principle
4
Risikomanagement
4
Risikoprämie
4
Risk management
4
Risk premium
4
Simulation
4
Incomplete market
3
Laplace transform
3
Statistical distribution
3
Statistische Verteilung
3
Stochastic volatility
3
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Article
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70
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70
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English
70
Author
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Lee, Hangsuck
6
Wang, Xingchun
5
Kim, Geonwoo
4
Fusai, Gianluca
3
Jeon, Junkee
3
Ko, Bangwon
3
Marazzina, Daniele
3
Kyriakou, Ioannis
2
Lee, Gaeun
2
Li, Shenghong
2
Lin, William
2
Peña, Javier
2
Song, Seongjoo
2
Tsai, Shih-Chuan
2
Zuluaga, Luis F.
2
Ahn, Soohan
1
Akuzawa, Toshinao
1
Alibeiki, Hedayat
1
Bajo, Emanuele
1
Bandi, Chaithanya
1
Bao, Qunfang
1
Bao, Ying
1
Barbi, Massimiliano
1
Battauz, Anna
1
Ben Hamad, Salah
1
Bertsimas, Dimitris
1
Bianconi, Marcelo
1
Braouezec, Yann
1
Campani, Carlos Heitor
1
Cao, Yi
1
Chan, Tat Lung
1
Chang, Chia-Chang
1
Cheng, T. C. E.
1
Chiu, Peter
1
Choi, Tsan-Ming
1
Choi, Yang Ho
1
Corsaro, Stefania
1
Cortés, Lina M.
1
Cui, Zhenyu
1
David, Or
1
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European journal of operational research : EJOR
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
Quantitative finance
56
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
17
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ECONIS (ZBW)
70
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41
Pricing European continuous-installment strangle options
Jeon, Junkee
;
Kim, Geonwoo
- In:
The North American journal of economics and finance : a …
50
(
2019
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012204447
Saved in:
42
Valuing step barrier options and their icicled variations
Lee, Hangsuck
;
Ko, Bangwon
;
Song, Seongjoo
- In:
The North American journal of economics and finance : a …
49
(
2019
),
pp. 396-411
Persistent link: https://www.econbiz.de/10012269361
Saved in:
43
An importance sampling-based smoothing approach for quasi-Monte Carlo simulation of discrete barrier options
Xie, Fei
;
He, Zhijian
;
Wang, Xiaoqun
- In:
European journal of operational research : EJOR
274
(
2019
)
2
,
pp. 759-772
Persistent link: https://www.econbiz.de/10011990222
Saved in:
44
Compound option pricing under a double exponential Jump-diffusion model
Liu, Yu-hong
;
Jiang, I-Ming
;
Hsu, Wei-tze
- In:
The North American journal of economics and finance : a …
43
(
2018
),
pp. 30-53
Persistent link: https://www.econbiz.de/10012036254
Saved in:
45
Volatility smiles when information is lagged in prices
Marcato, Gianluca
;
Sebehela, Tumellano
;
Campani, Carlos …
- In:
The North American journal of economics and finance : a …
46
(
2018
),
pp. 151-165
Persistent link: https://www.econbiz.de/10012036614
Saved in:
46
Fluctuation identities with continuous monitoring and their application to the pricing of barrier options
Phelan, Carolyn E.
;
Marazzina, Daniele
;
Fusai, Gianluca
; …
- In:
European journal of operational research : EJOR
271
(
2018
)
1
,
pp. 210-223
Persistent link: https://www.econbiz.de/10011882800
Saved in:
47
Supply option contracts with spot market and demand information updating
Zhao, Yingxue
;
Choi, Tsan-Ming
;
Cheng, T. C. E.
;
Wang, …
- In:
European journal of operational research : EJOR
266
(
2018
)
3
,
pp. 1062-1071
Persistent link: https://www.econbiz.de/10011812194
Saved in:
48
Single-transform formulas for pricing Asian options in a general approximation framework under Markov processes
Cui, Zhenyu
;
Lee, Chihoon
;
Liu, Yanchu
- In:
European journal of operational research : EJOR
266
(
2018
)
3
,
pp. 1134-1139
Persistent link: https://www.econbiz.de/10011812242
Saved in:
49
An option contract for vaccine procurement using the SIR epidemic model
Nafiseh Shamsi G.
;
Torabi, Ali
;
Shakouri Ganjavi, Hamed
- In:
European journal of operational research : EJOR
267
(
2018
)
3
,
pp. 1122-1140
Persistent link: https://www.econbiz.de/10011812891
Saved in:
50
A general control variate method for multi-dimensional SDEs : an application to multi-asset options under local stochastic volatility with jumps models in finance
Shiraya, Kenichiro
;
Takahashi, Akihiko
- In:
European journal of operational research : EJOR
258
(
2017
)
1
,
pp. 358-371
Persistent link: https://www.econbiz.de/10011642221
Saved in:
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