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~isPartOf:"Journal of mathematical finance"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Behavioural finance"
~subject:"Black-Scholes model"
~subject:"Index futures"
~subject:"Share price"
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Behavioural finance
Black-Scholes model
Index futures
Share price
Option trading
76
Optionsgeschäft
76
Option pricing theory
64
Optionspreistheorie
64
Theorie
34
Theory
34
Black-Scholes-Modell
17
Stochastic process
13
Stochastischer Prozess
13
Derivat
12
Derivative
12
Hedging
12
Volatility
12
Volatilität
12
Portfolio selection
8
Portfolio-Management
8
Search theory
6
Suchtheorie
6
Yield curve
5
Zinsstruktur
5
EU countries
4
EU-Staaten
4
Interest rate
4
Monte Carlo simulation
4
Monte-Carlo-Simulation
4
Zins
4
American options
3
Asia
3
Asien
3
Börsenkurs
3
CAPM
3
Martingal
3
Martingale
3
Optimal Stopping
3
Simulation
3
Statistical distribution
3
Statistische Verteilung
3
Transaction costs
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English
20
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Alòs, Elisa
1
Buchen, Peter W.
1
Bølviken, Erik
1
Carmona, René
1
Chen, Zhanyu
1
Cui, Yujie
1
Dolinsky, Yan
1
Fadugba, Sunday Emmanuel
1
Frey, Rüdiger
1
Fukasawa, Masaaki
1
Gao, Min
1
Göttsche, Ove E.
1
Hubalek, Friedrich
1
Jagannathan, Raj
1
Konsilp, Worawuth
1
Konstandatos, Otto
1
Kyprianou, Andreas E.
1
Kühn, Christoph
1
Lo, Chi-fai
1
Mateus, Cesario
1
Nwozo, Chuma Raphael
1
Proske, Frank
1
Rheinländer, Thorsten
1
Rubtsov, Mark
1
Sakuma, Takayuki
1
Schachermayer, Walter
1
Stremme, Alexander
1
Touzi, Nizar
1
Vellekoop, Michel
1
Večeř, Jan
1
Wei, Zhenfeng
1
Yong, Jiongmin
1
Yu, Baoli
1
Zhu, Yonggang
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Journal of mathematical finance
Mathematical finance : an international journal of mathematics, statistics and financial theory
The journal of futures markets
45
Journal of banking & finance
29
International journal of theoretical and applied finance
26
Wiley trading series
19
The journal of derivatives : the official publication of the International Association of Financial Engineers
18
International review of economics & finance : IREF
16
Review of derivatives research
16
Finance research letters
13
Applied mathematical finance
12
Quantitative finance
12
Computational economics
11
Research paper series / Swiss Finance Institute
11
The North American journal of economics and finance : a journal of financial economics studies
11
The journal of computational finance
11
The review of financial studies
11
International journal of financial engineering
10
International review of financial analysis
10
Journal of financial economics
10
Applied economics
9
Journal of empirical finance
9
Journal of financial and quantitative analysis : JFQA
9
Journal of financial markets
9
Management science : journal of the Institute for Operations Research and the Management Sciences
9
Swiss Finance Institute Research Paper
9
The journal of finance : the journal of the American Finance Association
9
Journal of derivatives & hedge funds
8
Journal of economic dynamics & control
8
Review of quantitative finance and accounting
8
Bloomberg financial series
7
Finance and stochastics
7
Journal of international financial markets, institutions & money
7
Pacific-Basin finance journal
7
Theoretical economics letters
7
Working paper / National Bureau of Economic Research, Inc.
7
NBER working paper series
6
The European journal of finance
6
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
6
Finanzmarkt und Portfolio-Management
5
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ECONIS (ZBW)
20
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1
The barrier binary options
Gao, Min
;
Wei, Zhenfeng
- In:
Journal of mathematical finance
10
(
2020
)
1
,
pp. 140-156
Persistent link: https://www.econbiz.de/10012545572
Saved in:
2
A linear regression approach for determining option pricing for currency-rate diffusion model with dependent stochastic volatility, stochastic interest rate, and return processes
Jagannathan, Raj
- In:
Journal of mathematical finance
8
(
2018
)
1
,
pp. 161-177
Persistent link: https://www.econbiz.de/10011846254
Saved in:
3
Application of fast N-body algorithm to option pricing under CGMY model
Sakuma, Takayuki
- In:
Journal of mathematical finance
7
(
2017
)
2
,
pp. 308-318
Persistent link: https://www.econbiz.de/10011673900
Saved in:
4
Valuation of barrier options via a general self-duality
Alòs, Elisa
;
Chen, Zhanyu
;
Rheinländer, Thorsten
- In:
Mathematical finance : an international journal of …
26
(
2016
)
3
,
pp. 492-515
Persistent link: https://www.econbiz.de/10011583542
Saved in:
5
On two transform methods for the valuation of contingent claims
Nwozo, Chuma Raphael
;
Fadugba, Sunday Emmanuel
- In:
Journal of mathematical finance
5
(
2015
)
2
,
pp. 88-112
Persistent link: https://www.econbiz.de/10011398726
Saved in:
6
Implied idiosyncratic volatility and stock return predictability
Mateus, Cesario
;
Konsilp, Worawuth
- In:
Journal of mathematical finance
4
(
2014
)
5
,
pp. 338-352
Persistent link: https://www.econbiz.de/10011312407
Saved in:
7
Equivalent martingale measure in Asian geometric average option pricing
Zhu, Yonggang
- In:
Journal of mathematical finance
4
(
2014
)
4
,
pp. 304-308
Persistent link: https://www.econbiz.de/10011312412
Saved in:
8
Black-scholes representation for Asian options
Večeř, Jan
- In:
Mathematical finance : an international journal of …
24
(
2014
)
3
,
pp. 598-626
Persistent link: https://www.econbiz.de/10010485999
Saved in:
9
Limit theorems for partial hedging under transaction costs
Dolinsky, Yan
- In:
Mathematical finance : an international journal of …
24
(
2014
)
3
,
pp. 567-597
Persistent link: https://www.econbiz.de/10010486001
Saved in:
10
A simple generalisation of Kirk's approximation for multi-asset spread options by the Lie-Trotter operator splitting method
Lo, Chi-fai
- In:
Journal of mathematical finance
4
(
2014
)
3
,
pp. 178-187
Persistent link: https://www.econbiz.de/10010400107
Saved in:
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