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~isPartOf:"Finance and stochastics"
~isPartOf:"International review of financial analysis"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject:"Option"
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Option pricing theory
465
Optionspreistheorie
465
Theorie
276
Theory
276
Option trading
156
Optionsgeschäft
156
Volatility
135
Volatilität
135
Stochastic process
115
Stochastischer Prozess
115
Derivat
75
Derivative
75
Hedging
69
Yield curve
66
Zinsstruktur
66
Black-Scholes model
65
Black-Scholes-Modell
65
USA
63
United States
63
Credit derivative
62
Kreditderivat
62
Interest rate derivative
51
Zinsderivat
51
Credit risk
49
Kreditrisiko
49
Portfolio selection
45
Portfolio-Management
45
Swap
42
Estimation
40
Schätzung
39
CAPM
36
Martingal
35
Martingale
35
Börsenkurs
32
Share price
32
Aktienoption
29
Monte Carlo simulation
29
Monte-Carlo-Simulation
29
Stock option
29
Risikoprämie
23
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Undetermined
129
Free
13
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Article
663
Book / Working Paper
3
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Aufsatz in Zeitschrift
Article in journal
666
Collection of articles of several authors
3
Sammelwerk
3
Mehrbändiges Werk
2
Multi-volume publication
2
Bibliografie
1
Bibliography
1
Systematic review
1
Übersichtsarbeit
1
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English
666
Author
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Carr, Peter
8
Chen, Son-nan
7
Hobson, David G.
7
Wu, Ting-pin
7
Hull, John
6
Kabanov, Jurij M.
6
White, Alan
6
Batten, Jonathan A.
5
Fabozzi, Frank J.
5
Filipović, Damir
5
Glasserman, Paul
5
Wu, Liuren
5
Alòs, Elisa
4
Belomestny, Denis
4
Benth, Fred Espen
4
Björk, Tomas
4
Brigo, Damiano
4
Cox, Alexander M. G.
4
Ederington, Louis H.
4
Lee, Roger
4
Linetsky, Vadim
4
Obłój, Jan
4
Ritchken, Peter H.
4
Tian, Yisong Sam
4
Broadie, Mark
3
Chaput, J. Scott
3
Cuchiero, Christa
3
Eberlein, Ernst
3
Fang, Victor
3
Jeanblanc, Monique
3
Jin, Xing
3
Kallsen, Jan
3
Keller-Ressel, Martin
3
Klein, Peter
3
Lai, Van Son
3
Leblanc, Boris
3
Lehnert, Thorsten
3
Li, Lingfei
3
Lyuu, Yuh-dauh
3
Mijatovi´c, Aleksandar
3
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Published in...
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Finance and stochastics
International review of financial analysis
The journal of derivatives : the official publication of the International Association of Financial Engineers
International journal of theoretical and applied finance
554
The journal of futures markets
547
Journal of banking & finance
384
Mathematical finance : an international journal of mathematics, statistics and financial theory
298
Applied mathematical finance
268
The journal of computational finance
267
Quantitative finance
215
Review of derivatives research
213
Finance research letters
190
Journal of financial economics
181
Journal of economic dynamics & control
169
European journal of operational research : EJOR
156
The review of financial studies
155
Insurance / Mathematics & economics
151
The journal of finance : the journal of the American Finance Association
130
Journal of financial and quantitative analysis : JFQA
125
Computational economics
122
International journal of financial engineering
122
The North American journal of economics and finance : a journal of financial economics studies
122
The European journal of finance
120
Journal of mathematical finance
117
Review of quantitative finance and accounting
112
International review of economics & finance : IREF
109
Risks : open access journal
108
The journal of fixed income
108
Asia-Pacific financial markets
97
Journal of empirical finance
89
Management science : journal of the Institute for Operations Research and the Management Sciences
88
Applied economics
84
Journal of econometrics
84
Applied financial economics
82
Economic modelling
80
Energy economics
79
Journal of international financial markets, institutions & money
73
The journal of corporate finance : contracting, governance and organization
73
Journal of risk and financial management : JRFM
70
Annals of finance
67
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ECONIS (ZBW)
666
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1
Options illiquidity in an over-the-counter market
Ahn, Jungkyu
- In:
International review of financial analysis
94
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014544018
Saved in:
2
On practitioners closed-form GARCH
option
pricing
Mozumder, Sharif
;
Frijns, Bart
;
Talukdar, Bakhtear
; …
- In:
International review of financial analysis
94
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014543999
Saved in:
3
Optional projection under equivalent local martingale measures
Biagini, Francesca
;
Mazzon, Andrea
;
Perkkiö, Ari-Pekka
- In:
Finance and stochastics
27
(
2023
)
2
,
pp. 435-465
Persistent link: https://www.econbiz.de/10014253651
Saved in:
4
Risk appetite and
option
prices : evidence from the Chinese SSE50 options market
Liu, Qing
;
Wang, Shouyang
;
Sui, Cong
- In:
International review of financial analysis
86
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014248927
Saved in:
5
Trading activity of VIX futures and options around FOMC announcements
Huang, Hong-Gia
;
Tsai, Wei-Che
;
Yang, J. Jimmy
- In:
International review of financial analysis
94
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014543990
Saved in:
6
COVID lockdown, Robinhood traders, and liquidity in stock and
option
markets
Shang, Danjue
- In:
International review of financial analysis
90
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014469185
Saved in:
7
Market co-movement between credit default swap curves and
option
volatility surfaces
Shi, Yukun
;
Stasinakis, Charalampos
;
Xu, Yaofei
;
Yan, Cheng
- In:
International review of financial analysis
82
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013426474
Saved in:
8
The information content of CDS implied volatility and associated trading strategies
Shi, Yukun
;
Chen, Ding
;
Guo, Biao
;
Xu, Yaofei
;
Yan, Cheng
- In:
International review of financial analysis
83
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013460868
Saved in:
9
The role of asset payouts in the estimation of default barriers
Bougias, Alexandros
;
Episcopos, Athanasios
;
Leledakis, …
- In:
International review of financial analysis
81
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013396237
Saved in:
10
Skew-Brownian motion and pricing European exchange options
Pasricha, Puneet
;
He, Xin-Jiang
- In:
International review of financial analysis
82
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10013426145
Saved in:
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