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Option trading
47
Optionsgeschäft
47
Option pricing theory
38
Optionspreistheorie
38
Theorie
33
Theory
33
Market entry
28
Markteintritt
28
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Cacciatore, Matteo
2
Chen, Wen-ting
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Cui, Zhenyu
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Dai, Min
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Duval, Romain
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Fiori, Giuseppe
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1
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1
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1
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Journal of economic dynamics & control
NBER working paper series
267
Working paper / National Bureau of Economic Research, Inc.
256
NBER Working Paper
222
Discussion paper / Centre for Economic Policy Research
204
The journal of futures markets
197
International journal of industrial organization
175
Journal of banking & finance
114
Working paper
114
International journal of theoretical and applied finance
113
Economics letters
110
CESifo working papers
97
The journal of derivatives : the official publication of the International Association of Financial Engineers
86
The Rand journal of economics
80
Management science : journal of the Institute for Operations Research and the Management Sciences
77
Review of derivatives research
74
Review of industrial organization : RIO
74
Finance research letters
72
The journal of industrial economics
72
Discussion paper / Tinbergen Institute
71
The world economy : the leading journal on international economic relations
66
International review of economics & finance : IREF
65
Policy research working paper : WPS
63
Journal of international economics
60
The journal of computational finance
60
Discussion paper series / IZA
59
Discussion papers / CEPR
59
European journal of operational research : EJOR
58
Quantitative finance
58
Applied mathematical finance
57
European economic review : EER
57
Discussion paper
55
Strategic management journal
55
Applied economics
53
Journal of financial economics
53
Small business economics : an entrepreneurship journal
52
Mathematical finance : an international journal of mathematics, statistics and financial theory
50
Journal of economics
48
Review of international economics
48
The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
78
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1
Counter-cyclical margins for option portfolios
Chen, Yuanyuan
;
Wu, Qi
;
Li, Duan
- In:
Journal of economic dynamics & control
146
(
2023
),
pp. 1-33
Persistent link: https://www.econbiz.de/10014478163
Saved in:
2
Systemic risk of optioned portfolio : controllability and optimization
Pang, Xiaochuan
;
Zhu, Shushang
;
Cui, Xueting
;
Ma, Jiali
- In:
Journal of economic dynamics & control
153
(
2023
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014479336
Saved in:
3
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:
4
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:
5
Asymptotic analysis of the mixed-exponential jump diffusion model and its financial applications
Shi, Chao
- In:
Journal of economic dynamics & control
143
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013542969
Saved in:
6
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:
7
Growing through spinoffs : corporate governance, entry dynamics, and innovation
Iacopetta, Maurizio
;
Minetti, Raoul
;
Murro, Pierluigi
- In:
Journal of economic dynamics & control
161
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10015050038
Saved in:
8
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:
9
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:
10
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
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