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~isPartOf:"International review of financial analysis"
~isPartOf:"Review of derivatives research"
~subject:"Black-Scholes-Modell"
~subject:"Portfolio selection"
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Black-Scholes-Modell
Portfolio selection
Option trading
101
Optionsgeschäft
101
Option pricing theory
70
Optionspreistheorie
70
Volatility
39
Volatilität
39
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Andersen, Leif B. G.
1
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1
Bossy, Mireille
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Brinkmann, Felix
1
Chance, Don M.
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International review of financial analysis
Review of derivatives research
International journal of theoretical and applied finance
26
The journal of derivatives : the official publication of the International Association of Financial Engineers
14
Applied mathematical finance
13
International journal of financial engineering
13
Mathematical finance : an international journal of mathematics, statistics and financial theory
13
The journal of computational finance
13
Journal of mathematical finance
12
Computational economics
11
Finance and stochastics
11
Journal of economic dynamics & control
11
Quantitative finance
11
The North American journal of economics and finance : a journal of financial economics studies
11
The journal of futures markets
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10
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7
The review of financial studies
7
European journal of operational research : EJOR
6
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5
Cogent economics & finance
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Finanzmarkt und Portfolio-Management
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Journal of financial economics
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SpringerLink / Bücher
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The European journal of finance
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Working paper / National Bureau of Economic Research, Inc.
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Asia-Pacific financial markets
4
Decisions in economics and finance : DEF ; a journal of applied mathematics
4
Economic modelling
4
Finance research letters
4
International journal of theoretical and applied finance : IJTAF
4
International review of economics & finance : IREF
4
Journal of risk and financial management : JRFM
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Risks : open access journal
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The journal of asset management
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The journal of derivatives : JOD
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Wiley finance series
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ECONIS (ZBW)
20
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10
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20
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1
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:
2
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:
3
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:
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
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:
6
Diversification with options and structured products
Yuan, Shuonan
;
Rieger, Marc Oliver
- In:
Review of derivatives research
24
(
2021
)
1
,
pp. 55-77
Persistent link: https://www.econbiz.de/10012498474
Saved in:
7
A general closed form option pricing formula
Necula, Ciprian
;
Drimus, Gabriel
;
Farkas, Walter
- In:
Review of derivatives research
22
(
2019
)
1
,
pp. 1-40
Persistent link: https://www.econbiz.de/10012311636
Saved in:
8
Risk-adjusted option-implied moments
Brinkmann, Felix
;
Korn, Olaf
- In:
Review of derivatives research
21
(
2018
)
2
,
pp. 149-173
Persistent link: https://www.econbiz.de/10012055736
Saved in:
9
A bias in the volatility smile
Chance, Don M.
;
Hanson, Thomas A.
;
Li, Weiping
; …
- In:
Review of derivatives research
20
(
2017
)
1
,
pp. 47-90
Persistent link: https://www.econbiz.de/10011930559
Saved in:
10
Rainbow trend options : valuation and applications
Wang, Jr-Yan
;
Wang, Hsiao-Chuan
;
Ko, Yi-Chen
;
Hung, Mao-Wei
- In:
Review of derivatives research
20
(
2017
)
2
,
pp. 91-133
Persistent link: https://www.econbiz.de/10011935970
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