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~isPartOf:"International review of financial analysis"
~isPartOf:"Quantitative finance"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~subject:"Option trading"
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Search: subject_exact:"Volatility"
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Option trading
Volatility
693
Volatilität
693
Börsenkurs
181
Share price
181
Capital income
159
Kapitaleinkommen
159
Option pricing theory
157
Optionspreistheorie
157
Estimation
154
Schätzung
153
ARCH model
141
ARCH-Modell
141
Theorie
136
Theory
136
Aktienmarkt
132
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113
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Welt
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World
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USA
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Risiko
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Risk
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Optionsgeschäft
57
Time series analysis
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Portfolio selection
52
Portfolio-Management
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Derivat
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Derivative
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Commodity derivative
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Shi, Yukun
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Yan, Cheng
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International review of financial analysis
Quantitative finance
The journal of derivatives : the official publication of the International Association of Financial Engineers
The journal of futures markets
66
Journal of banking & finance
42
International journal of theoretical and applied finance
34
Applied mathematical finance
25
Review of derivatives research
24
Finance research letters
21
Journal of financial markets
15
Management science : journal of the Institute for Operations Research and the Management Sciences
14
International journal of financial engineering
13
The journal of computational finance
13
Applied economics
12
International review of economics & finance : IREF
12
Journal of financial economics
12
Journal of economic dynamics & control
11
The North American journal of economics and finance : a journal of financial economics studies
11
Journal of econometrics
10
Applied financial economics
9
Computational economics
9
European journal of operational research : EJOR
9
Review of quantitative finance and accounting
9
Research paper series / Swiss Finance Institute
8
Applied economics letters
7
Discussion paper / Tinbergen Institute
7
Journal of financial and quantitative analysis : JFQA
7
Mathematical finance : an international journal of mathematics, statistics and financial theory
7
The European journal of finance
7
The journal of finance : the journal of the American Finance Association
7
Working paper / National Bureau of Economic Research, Inc.
7
Annals of finance
6
Asia-Pacific journal of financial studies
6
Decisions in economics and finance : DEF ; a journal of applied mathematics
6
Finance and stochastics
6
Journal of international financial markets, institutions & money
6
Swiss Finance Institute Research Paper
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Energy economics
5
Financial innovation : FIN
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
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:
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
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
Saved in:
7
Pricing airbag option via first passage time approach
Liu, Zheng
;
Qian, Xiaosong
;
Yao, Jing
;
Dong, Yinghui
- In:
Quantitative finance
24
(
2024
)
7
,
pp. 955-974
Persistent link: https://www.econbiz.de/10015050807
Saved in:
8
Implied volatility directional forecasting : a machine learning approach
Vrontos, Spyridon D.
;
Galakis, John
;
Vrontos, Ioannis D.
- In:
Quantitative finance
21
(
2021
)
10
,
pp. 1687-1706
Persistent link: https://www.econbiz.de/10012653707
Saved in:
9
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:
10
Weak approximations and VIX option price expansions in forward variance curve models
Bourgey, F.
;
De Marco, Stefano
;
Gobet, Emmanuel
- In:
Quantitative finance
23
(
2023
)
9
,
pp. 1259-1283
Persistent link: https://www.econbiz.de/10014339914
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