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~isPartOf:"Finance and stochastics"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~subject:"United States"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject:"Option"
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United States
Option pricing theory
421
Optionspreistheorie
421
Theorie
256
Theory
256
Option trading
129
Optionsgeschäft
129
Stochastic process
109
Stochastischer Prozess
109
Volatility
95
Volatilität
95
Hedging
62
Black-Scholes model
57
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Derivat
50
Derivative
50
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40
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Martingale
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31
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Monte Carlo simulation
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25
Credit derivative
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Schätzung
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Aktienoption
19
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19
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Aufsatz in Zeitschrift
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English
50
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Ederington, Louis H.
3
Wu, Liuren
3
Chaput, J. Scott
2
Orosi, Greg
2
Rosenberg, Joshua V.
2
Tian, Yisong Sam
2
Ammann, Manuel
1
Arvanitis, Angelo
1
Bajaj, Mukesh
1
Bansal, Vipul K.
1
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1
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1
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1
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1
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1
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1
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1
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1
Cherian, Joseph A.
1
Chuang, Chienmin
1
Courtadon, Georges Robert
1
Cox, Alexander M. G.
1
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1
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1
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1
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1
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1
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1
Guan, Wei
1
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1
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Finance and stochastics
The journal of derivatives : the official publication of the International Association of Financial Engineers
The journal of futures markets
172
The review of financial studies
99
The journal of finance : the journal of the American Finance Association
69
Journal of financial and quantitative analysis : JFQA
60
Journal of financial economics
40
Journal of banking & finance
35
The journal of fixed income
32
The journal of structured finance
23
Advances in futures and options research : a research annual
21
The journal of business : B
15
Applied financial economics
14
Review of quantitative finance and accounting
14
International review of financial analysis
13
Real estate economics : journal of the American Real Estate and Urban Economics Association
13
Review of derivatives research
13
International review of economics & finance : IREF
12
Journal of accounting & economics
12
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
12
The financial review : the official publication of the Eastern Finance Association
11
The journal of financial research
11
The journal of real estate finance and economics
11
Review of futures markets
10
Journal of economics & business
9
Quarterly journal of business and economics : QJBE
9
Review of financial economics : RFE
9
Journal of empirical finance
8
The journal of computational finance
8
Advances in quantitative analysis of finance and accounting : a research annual
7
American journal of agricultural economics
7
Contemporary accounting research : a journal of the Canadian Academic Accounting Association
7
Economic policy review
7
International journal of theoretical and applied finance
7
Journal of business finance & accounting : JBFA
7
Journal of international money and finance
7
Managerial finance
7
Mathematical finance : an international journal of mathematics, statistics and financial theory
7
Research in finance
7
The journal of alternative investments
7
The journal of applied business research
7
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1
Aggregating information in
option
transactions
Holowczak, Richard
;
Hu, Jianfeng
;
Wu, Liuren
- In:
The journal of derivatives : the official publication …
21
(
2014
)
3
,
pp. 9-23
Persistent link: https://www.econbiz.de/10010387689
Saved in:
2
Valuation of perpetual strangles : a quasi-analytical approach
Chuang, Chienmin
- In:
The journal of derivatives : the official publication …
21
(
2013
)
1
,
pp. 64-72
Persistent link: https://www.econbiz.de/10010191934
Saved in:
3
Improved implementation of local volatility and its application to S&P 500 Index options
Orosi, Greg
- In:
The journal of derivatives : the official publication …
17
(
2009/10
)
3
,
pp. 53-64
Persistent link: https://www.econbiz.de/10003961021
Saved in:
4
Pathwise superreplication via Vovk's outer measure
Beiglböck, Mathias
;
Cox, Alexander M. G.
;
Huesmann, Martin
- In:
Finance and stochastics
21
(
2017
)
4
,
pp. 1141-1166
Persistent link: https://www.econbiz.de/10011944488
Saved in:
5
Ratio spreads
Chaput, J. Scott
;
Ederington, Louis H.
- In:
The journal of derivatives : the official publication …
15
(
2008
)
3
,
pp. 41-57
Persistent link: https://www.econbiz.de/10003673354
Saved in:
6
Options and the gamma knife
Martin, Ian
- In:
The journal of derivatives : the official publication …
25
(
2018
)
4
,
pp. 71-79
Persistent link: https://www.econbiz.de/10011968668
Saved in:
7
Higher order Greeks
Ederington, Louis H.
;
Guan, Wei
- In:
The journal of derivatives : the official publication …
14
(
2007
)
3
,
pp. 7-34
Persistent link: https://www.econbiz.de/10003447122
Saved in:
8
Extracting model-free volatility from
option
prices : an examination of the VIX index
Jiang, George J.
;
Tian, Yisong Sam
- In:
The journal of derivatives : the official publication …
14
(
2007
)
3
,
pp. 35-60
Persistent link: https://www.econbiz.de/10003447127
Saved in:
9
A tale of two indices
Carr, Peter
;
Wu, Liuren
- In:
The journal of derivatives : the official publication …
13
(
2006
)
3
,
pp. 13-29
Persistent link: https://www.econbiz.de/10003321077
Saved in:
10
Vertical spread design
Chaput, J. Scott
;
Ederington, Louis H.
- In:
The journal of derivatives : the official publication …
12
(
2004
)
3
,
pp. 28-46
Persistent link: https://www.econbiz.de/10002672461
Saved in:
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