//--> //--> //--> //-->
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:"Journal of financial economics"
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:"American option"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option trading
41
Optionsgeschäft
41
Option pricing theory
21
Optionspreistheorie
21
Derivat
12
Derivative
12
Volatility
12
Volatilität
12
Theorie
11
Theory
11
Estimation
9
Schätzung
9
Capital income
8
Kapitaleinkommen
8
Options
6
USA
6
United States
6
Börsenkurs
5
Hedging
5
Risikoprämie
5
Risk premium
5
Share price
5
Forecasting model
4
Handelsvolumen der Börse
4
Prognoseverfahren
4
Trading volume
4
Yield curve
4
Zinsstruktur
4
Aktienoption
3
Black-Scholes model
3
Black-Scholes-Modell
3
Capital structure
3
Implied volatility
3
Kapitalstruktur
3
Portfolio selection
3
Portfolio-Management
3
Put-call parity
3
Risiko
3
Risk
3
Stochastic process
3
more ...
less ...
Online availability
All
Undetermined
18
Type of publication
All
Article
41
Type of publication (narrower categories)
All
Article in journal
40
Aufsatz in Zeitschrift
40
Language
All
English
41
Author
All
Subrahmanyam, Avanidhar
4
Pearson, Neil D.
3
Bakshi, Gurdip S.
2
Newton, David P.
2
Roll, Richard
2
Schwartz, Eduardo S.
2
Andricopoulos, Ari D.
1
Atmaz, Adem
1
Bai, Jennie
1
Barras, Laurent
1
Basak, Suleyman
1
Blanco, Iván
1
Bollerslev, Tim
1
Borochin, Paul
1
Brockman, Paul
1
Broussard, John Paul
1
Byrd, Anthony K.
1
Byun, Suk Joon
1
Carr, Peter
1
Chen, Ding
1
Chen, Nai-fu
1
Corsi, Fulvio
1
Cremers, Martijn
1
Crosby, John
1
Dew-Becker, Ian
1
Duck, Peter W.
1
Figlewski, Stephen
1
Fleckenstein, Matthias
1
Fullwood, Jonathan
1
Fusari, Nicola
1
Gandhi, Priyank
1
Gao, Bin
1
Gao, Xiaohui
1
Ge, Li
1
Geske, Robert Leonard
1
Giglio, Stefano
1
Goldstein, Robert S.
1
Golec, Joseph
1
Golez, Benjamin
1
Grenadier, Steven R.
1
more ...
less ...
Published in...
All
Journal of financial economics
The journal of futures markets
193
International journal of theoretical and applied finance
114
Journal of banking & finance
94
The journal of derivatives : the official publication of the International Association of Financial Engineers
86
Review of derivatives research
74
The journal of computational finance
60
Quantitative finance
56
Applied mathematical finance
55
Finance research letters
54
Mathematical finance : an international journal of mathematics, statistics and financial theory
49
Journal of economic dynamics & control
47
Finance and stochastics
43
The North American journal of economics and finance : a journal of financial economics studies
41
Computational economics
36
International review of economics & finance : IREF
34
Journal of financial markets
34
International journal of financial engineering
31
Journal of financial and quantitative analysis : JFQA
31
European journal of operational research : EJOR
30
The review of financial studies
30
Working paper / National Bureau of Economic Research, Inc.
30
International review of financial analysis
27
Journal of mathematical finance
27
Research paper series / Swiss Finance Institute
27
Review of quantitative finance and accounting
27
Management science : journal of the Institute for Operations Research and the Management Sciences
26
NBER working paper series
26
The European journal of finance
24
The journal of finance : the journal of the American Finance Association
24
Asia-Pacific financial markets
23
Wiley trading series
23
Applied economics
20
Applied financial economics
20
Risks : open access journal
20
Journal of risk and financial management : JRFM
19
NBER Working Paper
19
Swiss Finance Institute Research Paper
19
Annals of finance
17
The journal of derivatives : JOD
17
more ...
less ...
Source
All
ECONIS (ZBW)
41
Showing
11
-
20
of
41
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
11
Analyzing volatility risk and risk premium in option contracts : a new theory
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial economics
120
(
2016
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10011590060
Saved in:
12
Using options to measure the full value-effect of an event : application to Obamacare
Borochin, Paul
;
Golec, Joseph
- In:
Journal of financial economics
120
(
2016
)
1
,
pp. 169-193
Persistent link: https://www.econbiz.de/10011590075
Saved in:
13
Why does the option to stock volume ratio predict stock returns?
Ge, Li
;
Lin, Tse-Chun
;
Pearson, Neil D.
- In:
Journal of financial economics
120
(
2016
)
3
,
pp. 601-622
Persistent link: https://www.econbiz.de/10011590269
Saved in:
14
Does variance risk have two prices? Evidence from the equity and option markets
Barras, Laurent
;
Malkhozov, Aytek
- In:
Journal of financial economics
121
(
2016
)
1
,
pp. 79-92
Persistent link: https://www.econbiz.de/10011590676
Saved in:
15
Capital structure effects on the prices of equity call options
Geske, Robert Leonard
;
Subrahmanyam, Avanidhar
;
Zhou, Yi
- In:
Journal of financial economics
121
(
2016
)
2
,
pp. 231-253
Persistent link: https://www.econbiz.de/10011590712
Saved in:
16
Early option exercise : never say never
Jensen, Mads Vestergaard
;
Pedersen, Lasse Heje
- In:
Journal of financial economics
121
(
2016
)
2
,
pp. 278-299
Persistent link: https://www.econbiz.de/10011590728
Saved in:
17
Gambling preference and individual equity option returns
Byun, Suk Joon
;
Kim, Da-Hea
- In:
Journal of financial economics
122
(
2016
)
1
,
pp. 155-174
Persistent link: https://www.econbiz.de/10011590896
Saved in:
18
Stocking up : executive optimism, option exercise, and share retention
Sen, Rik
;
Tumarkin, Robert
- In:
Journal of financial economics
118
(
2015
)
2
,
pp. 399-430
Persistent link: https://www.econbiz.de/10011480523
Saved in:
19
Callable bonds, reinvestment risk, and credit rating improvements : role of the call premium
Tewari, Manish
;
Byrd, Anthony K.
;
Ramanlal, Pradipkumar
- In:
Journal of financial economics
115
(
2015
)
2
,
pp. 349-360
Persistent link: https://www.econbiz.de/10011347487
Saved in:
20
Advancing the universality of quadrature methods to any underlying process for option pricing
Chen, Ding
;
Härkönen, Hannu J.
;
Newton, David P.
- In:
Journal of financial economics
114
(
2014
)
3
,
pp. 600-612
Persistent link: https://www.econbiz.de/10010532686
Saved in:
First
Prev
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->