//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"International review of financial analysis"
~isPartOf:"Review of derivatives research"
~subject:"Black-Scholes-Modell"
~subject:"Option pricing theory"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Call option"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Black-Scholes-Modell
Option pricing theory
Option trading
101
Optionsgeschäft
101
Optionspreistheorie
70
Volatility
39
Volatilität
39
Derivat
25
Derivative
25
Theorie
18
Theory
18
Black-Scholes model
13
Hedging
12
Stochastic process
11
Stochastischer Prozess
11
Implied volatility
10
Börsenkurs
9
Share price
9
Credit risk
7
Index futures
7
Index-Futures
7
Kreditrisiko
7
Portfolio selection
7
Portfolio-Management
7
Risk
7
USA
7
United States
7
American options
6
Capital income
6
Kapitaleinkommen
6
Option pricing
6
Risiko
6
Statistical distribution
6
Statistische Verteilung
6
ARCH model
5
ARCH-Modell
5
Aktienindex
5
Aktienmarkt
5
Aktienoption
5
Anlageverhalten
5
more ...
less ...
Online availability
All
Undetermined
34
Free
9
Type of publication
All
Article
72
Type of publication (narrower categories)
All
Article in journal
72
Aufsatz in Zeitschrift
72
Language
All
English
72
Author
All
Wang, Xingchun
3
Drimus, Gabriel
2
Escobar, Marcos
2
Hieber, Peter
2
Hung, Mao-Wei
2
Nunes, Joaõ Pedro Vidal
2
Ronn, Ehud I.
2
Shi, Yukun
2
Ulrich, Maxim
2
Wang, Hsiao-Chuan
2
Wang, Jr-Yan
2
Xu, Yaofei
2
Yan, Cheng
2
Ahn, Jungkyu
1
Andersen, Leif B. G.
1
Andreasen, Jesper Fredborg
1
Areal, Nelson
1
Battauz, Anna
1
Bougias, Alexandros
1
Brinkmann, Felix
1
Burnetas, Apostolos N.
1
Carr, Peter
1
Chan, Tat Lung
1
Chance, Don M.
1
Chang, Lung-fu
1
Chen, Chun-Ying
1
Chen, Ding
1
Chen, Jie
1
Chen, Qihong
1
Cheng, Jun
1
Chiang, Shu Ling
1
Cruz, Aricson
1
Dai, Tian-Shyr
1
Dai, Tian-shyr
1
De Donno, Marzia
1
Dias, José Carlos
1
Dong, Ziming
1
Dorfleitner, Gregor
1
Eghbalzadeh, Ramin
1
Episcopos, Athanasios
1
more ...
less ...
Published in...
All
International review of financial analysis
Review of derivatives research
International journal of theoretical and applied finance
91
The journal of futures markets
88
The journal of computational finance
59
The journal of derivatives : the official publication of the International Association of Financial Engineers
54
Applied mathematical finance
51
Quantitative finance
51
Finance research letters
44
Journal of banking & finance
44
Mathematical finance : an international journal of mathematics, statistics and financial theory
43
Journal of economic dynamics & control
38
The North American journal of economics and finance : a journal of financial economics studies
36
International journal of financial engineering
32
Finance and stochastics
31
Computational economics
28
European journal of operational research : EJOR
27
Journal of mathematical finance
27
Research paper series / Swiss Finance Institute
22
International review of economics & finance : IREF
21
Journal of financial economics
21
Asia-Pacific financial markets
19
Management science : journal of the Institute for Operations Research and the Management Sciences
19
Risks : open access journal
19
The European journal of finance
18
Review of quantitative finance and accounting
17
Economic modelling
16
The journal of derivatives : JOD
16
Insurance / Mathematics & economics
15
Applied economics
14
Swiss Finance Institute Research Paper
14
Annals of finance
13
Journal of risk and financial management : JRFM
13
Decisions in economics and finance : DEF ; a journal of applied mathematics
12
Journal of financial markets
11
Energy economics
10
Journal of derivatives & hedge funds
10
Journal of econometrics
10
Journal of risk
10
Operations research letters
10
more ...
less ...
Source
All
ECONIS (ZBW)
72
Showing
1
-
10
of
72
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
Implied volatility surfaces : a comprehensive analysis using half a billion option prices
Ulrich, Maxim
;
Zimmer, Lukas
;
Merbecks, Constantin
- In:
Review of derivatives research
26
(
2023
)
2/3
,
pp. 135-169
Persistent link: https://www.econbiz.de/10014423871
Saved in:
4
Continuity correction : on the pricing of discrete double barrier options
Luo, Sheng-Feng
;
Wong, Hsin-Chieh
- In:
Review of derivatives research
26
(
2023
)
1
,
pp. 51-90
Persistent link: https://www.econbiz.de/10014266376
Saved in:
5
Hedging cryptocurrency options
Matic, Jovanka Lili
;
Packham, Natalie
;
Härdle, Wolfgang
- In:
Review of derivatives research
26
(
2023
)
1
,
pp. 91-133
Persistent link: https://www.econbiz.de/10014266383
Saved in:
6
Arbitrage-free smile construction on FX option markets using Garman-Kohlhagen deltas and implied volatilities
Muck, Matthias
- In:
Review of derivatives research
25
(
2022
)
3
,
pp. 293-314
Persistent link: https://www.econbiz.de/10013457626
Saved in:
7
Asymptotic extrapolation of model-free implied variance : exploring structural underestimation in the VIX Index
Stahl, Philip
- In:
Review of derivatives research
25
(
2022
)
3
,
pp. 315-339
Persistent link: https://www.econbiz.de/10013457627
Saved in:
8
Optimal exercise of American put options near maturity : a new economic perspective
Battauz, Anna
;
De Donno, Marzia
;
Gajda, Janusz
;
Sbuelz, …
- In:
Review of derivatives research
25
(
2022
)
1
,
pp. 23-46
Persistent link: https://www.econbiz.de/10013191376
Saved in:
9
The impact of the leverage effect on the implied volatility smile : evidence for the German option market
Rathgeber, A. W.
;
Stadler, Johannes
;
Stöckl, S.
- In:
Review of derivatives research
24
(
2021
)
2
,
pp. 95-133
Persistent link: https://www.econbiz.de/10012549093
Saved in:
10
Pricing swaptions and zero-coupon futures options under the discrete-time arbitrage-free Nelson-Siegel model
Godin, Frédéric
;
Eghbalzadeh, Ramin
;
Gaillardetz, Patrice
- In:
Review of derivatives research
26
(
2023
)
2/3
,
pp. 171-206
Persistent link: https://www.econbiz.de/10014423872
Saved in:
1
2
3
4
5
6
7
8
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->