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~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~subject:"Theory"
~subject:"options"
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Search: subject_exact:"Optionsgeschäft"
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Option trading
72
Optionsgeschäft
72
Option pricing theory
55
Optionspreistheorie
55
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23
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1
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Journal of economic dynamics & control
Management science : journal of the Institute for Operations Research and the Management Sciences
Mathematical finance : an international journal of mathematics, statistics and financial theory
34
The journal of derivatives : the official publication of the International Association of Financial Engineers
31
The journal of futures markets
31
Finance and stochastics
26
International journal of theoretical and applied finance
23
Journal of banking & finance
23
Review of derivatives research
16
The journal of computational finance
15
The review of financial studies
15
Applied mathematical finance
11
Journal of financial economics
11
Working paper / National Bureau of Economic Research, Inc.
11
Finance : revue de l'Association Française de Finance
10
The journal of derivatives : JOD
10
Finanzmarkt und Portfolio-Management
8
Journal of financial markets
8
NBER working paper series
8
The journal of finance : the journal of the American Finance Association
8
Asia-Pacific financial markets
7
Decisions in economics and finance : DEF ; a journal of applied mathematics
7
NBER Working Paper
7
The European journal of finance
7
Discussion paper / Centre for Economic Policy Research
6
International review of economics & finance : IREF
6
Journal of financial and quantitative analysis : JFQA
6
Report / Erasmus Center for Financial Research, Erasmus University
6
Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
6
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
6
Journal of econometrics
5
Journal of risk and financial management : JRFM
5
Research paper series / Swiss Finance Institute
5
Swiss Finance Institute Research Paper
5
Série des documents de travail / Centre de Recherche en Économie et Statistique
5
wi - Wirtschaft
5
CREATES research paper
4
Discussion paper / Center for Economic Research, Tilburg University
4
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4
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ECONIS (ZBW)
18
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1
The informational content of high-frequency option prices
Amaya, Diego
;
Bégin, Jean-François
;
Gauthier, Geneviève
- In:
Management science : journal of the Institute for …
68
(
2022
)
3
,
pp. 2166-2201
Persistent link: https://www.econbiz.de/10013267926
Saved in:
2
The information in hedge fund option holdings
Anand, Amber
;
Hua, Jian
;
Puckett, Andy
- In:
Management science : journal of the Institute for …
70
(
2024
)
3
,
pp. 1832-1854
Persistent link: https://www.econbiz.de/10014515151
Saved in:
3
Recovering implied volatility
Kadan, Ohad
;
Liu, Fang
;
Tang, Xiaoxiao
- In:
Management science : journal of the Institute for …
70
(
2024
)
1
,
pp. 255-282
Persistent link: https://www.econbiz.de/10014469958
Saved in:
4
The optimality of call provision terms
Powers, Eric
- In:
Management science : journal of the Institute for …
67
(
2021
)
10
,
pp. 6581-6601
Persistent link: https://www.econbiz.de/10012666730
Saved in:
5
Differences in trading and pricing between stock and index options
Lemmon, Michael L.
;
Ni, Sophie Xiaoyan
- In:
Management science : journal of the Institute for …
60
(
2014
)
8
,
pp. 1985-2001
Persistent link: https://www.econbiz.de/10010403590
Saved in:
6
Forward-looking market risk premium
Duan, Jin-Chuan
;
Zhang, Weiqi
- In:
Management science : journal of the Institute for …
60
(
2014
)
2
,
pp. 521-538
Persistent link: https://www.econbiz.de/10010258775
Saved in:
7
Evaluation of American strangles
Chiarella, Carl
;
Ziogas, Andrew
- In:
Journal of economic dynamics & control
29
(
2005
)
1/2
,
pp. 31-62
Persistent link: https://www.econbiz.de/10002590105
Saved in:
8
Hedging using simulation : a least squares approach
Tebaldi, Claudio
- In:
Journal of economic dynamics & control
29
(
2005
)
8
,
pp. 1287-1312
Persistent link: https://www.econbiz.de/10003002256
Saved in:
9
Conditional volatility, skewness, and kurtosis : existence, persistence, and comovements
Jondeau, Eric
;
Rockinger, Michael
- In:
Journal of economic dynamics & control
27
(
2003
)
10
,
pp. 1699-1737
Persistent link: https://www.econbiz.de/10001755410
Saved in:
10
Small dimension PDE for discrete Asian options
Benhamou, Eric
;
Duguet, Alexandre
- In:
Journal of economic dynamics & control
27
(
2003
)
11/12
,
pp. 2095-2114
Persistent link: https://www.econbiz.de/10001768895
Saved in:
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