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~isPartOf:"European journal of operational research : EJOR"
~source:"econis"
~subject:"Behavioural finance"
~subject:"Black-Scholes model"
~subject:"Index futures"
~subject:"Volatility"
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Behavioural finance
Black-Scholes model
Index futures
Volatility
Option trading
29
Optionsgeschäft
29
Option pricing theory
27
Optionspreistheorie
27
Derivat
11
Derivative
11
Finance
9
Stochastic process
9
Stochastischer Prozess
9
Volatilität
9
Option pricing
5
Asian option
4
Experiment
4
Simulation
4
Black-Scholes-Modell
3
Hedging
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Portfolio selection
3
Portfolio-Management
3
Contract theory
2
Discrete monitoring
2
Incomplete market
2
Laplace transform
2
Option contract
2
Risiko
2
Risikomanagement
2
Risikoprämie
2
Risk
2
Risk management
2
Risk premium
2
Stochastic volatility
2
Unvollkommener Markt
2
Variance risk premium
2
Vertragstheorie
2
(B) finance
1
Abandonment option
1
American option
1
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Fusai, Gianluca
2
Kyriakou, Ioannis
2
Marazzina, Daniele
2
Bandi, Chaithanya
1
Bao, Qunfang
1
Bertsimas, Dimitris
1
Cao, Yi
1
Corsaro, Stefania
1
Gambaro, Anna Maria
1
Germano, Guido
1
Gong, Donggeng
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Iori, Giulia
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1
Lazar, Emese
1
Li, Shenghong
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Liu, Xiaoquan
1
Marino, Zelda
1
Ouellette, Michelle S.
1
Phelan, Carolyn E.
1
Qi, Shuyuan
1
Recchioni, Maria Cristina
1
Seeger, Norman
1
Shiraya, Kenichiro
1
Takahashi, Akihiko
1
Tedeschi, Gabriele
1
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European journal of operational research : EJOR
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
The North American journal of economics and finance : a journal of financial economics studies
17
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
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
Model risk in the over-the-counter market
Lazar, Emese
;
Qi, Shuyuan
- In:
European journal of operational research : EJOR
298
(
2022
)
2
,
pp. 769-784
Persistent link: https://www.econbiz.de/10013206897
Saved in:
2
The complete Gaussian kernel in the multi-factor Heston model : option pricing and implied volatility applications
Recchioni, Maria Cristina
;
Iori, Giulia
;
Tedeschi, Gabriele
- In:
European journal of operational research : EJOR
293
(
2021
)
1
,
pp. 336-360
Persistent link: https://www.econbiz.de/10012502484
Saved in:
3
Option valuation under no-arbitrage constraints with neural networks
Cao, Yi
;
Liu, Xiaoquan
;
Zhai, Jia
- In:
European journal of operational research : EJOR
293
(
2021
)
1
,
pp. 361-374
Persistent link: https://www.econbiz.de/10012502485
Saved in:
4
General lattice methods for arithmetic Asian options
Gambaro, Anna Maria
;
Kyriakou, Ioannis
;
Fusai, Gianluca
- In:
European journal of operational research : EJOR
282
(
2020
)
3
,
pp. 1185-1199
Persistent link: https://www.econbiz.de/10012161893
Saved in:
5
VIX derivatives, hedging and vol-of-vol risk
Kaeck, Andreas
;
Seeger, Norman
- In:
European journal of operational research : EJOR
283
(
2020
)
2
,
pp. 767-782
Persistent link: https://www.econbiz.de/10012294919
Saved in:
6
A general framework for pricing Asian options under stochastic volatility on parallel architecture
Corsaro, Stefania
;
Kyriakou, Ioannis
;
Marazzina, Daniele
; …
- In:
European journal of operational research : EJOR
272
(
2019
)
3
,
pp. 1082-1095
Persistent link: https://www.econbiz.de/10011942796
Saved in:
7
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:
8
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:
9
Robust option pricing
Bandi, Chaithanya
;
Bertsimas, Dimitris
- In:
European journal of operational research : EJOR
239
(
2014
)
3
,
pp. 842-853
Persistent link: https://www.econbiz.de/10010411468
Saved in:
10
Pricing VXX option with default risk and positive volatility skew
Bao, Qunfang
;
Li, Shenghong
;
Gong, Donggeng
- In:
European journal of operational research : EJOR
223
(
2012
)
1
,
pp. 246-255
Persistent link: https://www.econbiz.de/10009613957
Saved in:
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