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~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of economic dynamics & control"
~subject:"European option"
~subject:"Statistical distribution"
~subject:"Volatility"
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Search: subject_exact:"Optionsgeschäft"
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European option
Statistical distribution
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Option trading
141
Optionsgeschäft
141
Option pricing theory
80
Optionspreistheorie
80
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53
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34
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Journal of banking & finance
Journal of economic dynamics & control
The journal of futures markets
69
International journal of theoretical and applied finance
35
Applied mathematical finance
26
Review of derivatives research
26
Quantitative finance
24
Finance research letters
23
The journal of derivatives : the official publication of the International Association of Financial Engineers
22
International review of financial analysis
16
Management science : journal of the Institute for Operations Research and the Management Sciences
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Journal of financial markets
15
The journal of computational finance
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International journal of financial engineering
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International review of economics & finance : IREF
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The North American journal of economics and finance : a journal of financial economics studies
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Research paper series / Swiss Finance Institute
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Discussion paper / Tinbergen Institute
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Journal of financial and quantitative analysis : JFQA
7
Journal of international financial markets, institutions & money
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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The European journal of finance
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The journal of finance : the journal of the American Finance Association
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Working paper / National Bureau of Economic Research, Inc.
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Annals of finance
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Asia-Pacific journal of financial studies
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Finance and stochastics
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Swiss Finance Institute Research Paper
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
58
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1
Detecting political event risk in the option market
Kostakis, Alexandros
;
Mu, Liangyi
;
Otsubo, Yoichi
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014248198
Saved in:
2
The stock implied volatility and the implied dividend volatility
Quaye, Enoch Nii Boi
;
Tunaru, Radu
- In:
Journal of economic dynamics & control
134
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013383766
Saved in:
3
Market complete option valuation using a Jarrow-Rudd pricing tree with skewness and kurtosis
Hu, Yuan
;
Lindquist, W. Brent
;
Račev, Svetlozar T.
; …
- In:
Journal of economic dynamics & control
137
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013464578
Saved in:
4
Option-implied skewness : Insights from ITM-options
Mohrschladt, Hannes
;
Schneider, Judith Christiane
- In:
Journal of economic dynamics & control
131
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012818193
Saved in:
5
CTMC integral equation method for American options under stochastic local volatility models
Ma, Jingtang
;
Yang, Wensheng
;
Cui, Zhenyu
- In:
Journal of economic dynamics & control
128
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012628259
Saved in:
6
Model risk and model choice in the case of barrier options and bonus certificates
Baule, Rainer
;
Shkel, David Sebastian
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013256692
Saved in:
7
Hermite expansion of transition densities and European option prices for multivariate diffusions with jumps
Wan, Xiangwei
;
Yang, Nian
- In:
Journal of economic dynamics & control
125
(
2021
),
pp. 1-37
Persistent link: https://www.econbiz.de/10012666952
Saved in:
8
Pricing discretely monitored barrier options : When Malliavin calculus expansions meet Hilbert transforms
Cai, Ning
;
Li, Chenxu
;
Shi, Chao
- In:
Journal of economic dynamics & control
127
(
2021
),
pp. 1-41
Persistent link: https://www.econbiz.de/10012668507
Saved in:
9
Striking up with the in crowd : when option markets and insiders agree
Gilstrap, Collin
;
Petkevich, Alex
;
Teterin, Pavel
- In:
Journal of banking & finance
120
(
2020
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012521489
Saved in:
10
Pricing individual stock options using both stock and market index information
Rombouts, Jeroen V. K.
;
Stentoft, Lars
;
Violante, Francesco
- In:
Journal of banking & finance
111
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012221075
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