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~isPartOf:"Journal of mathematical finance"
~isPartOf:"Pacific-Basin finance journal"
~subject:"Behavioural finance"
~subject:"Black-Scholes model"
~subject:"Index futures"
~subject:"Schätzung"
~subject:"Share price"
~type:"article"
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Behavioural finance
Black-Scholes model
Index futures
Schätzung
Share price
Option trading
39
Optionsgeschäft
39
Option pricing theory
30
Optionspreistheorie
30
Derivat
11
Derivative
11
Volatility
9
Volatilität
9
Black-Scholes-Modell
8
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Aktienoption
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Bølviken, Erik
1
Chang, Chia-Chien
1
Chen, Xiaoyijing
1
Cheung, Stephen Y. L.
1
Cheung, Yin-Wong
1
Cui, Yujie
1
Fadugba, Sunday Emmanuel
1
Gao, Min
1
Gehricke, Sebastian A.
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He, Angela W. W.
1
Jagannathan, Raj
1
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Lee, Jaeram
1
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1
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1
Lo, Chi-fai
1
Mateus, Cesario
1
Nwozo, Chuma Raphael
1
Pan, Zheyao
1
Proske, Frank
1
Rubtsov, Mark
1
Ryu, Doojin
1
Sakuma, Takayuki
1
Shastri, Kuldeep
1
Sirodom, Kulpatra
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Tu, Anthony H.
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Yang, Chih-Yuan
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Yu, Mei
1
Yue, Tian
1
Zhang, Jin E.
1
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Journal of mathematical finance
Pacific-Basin finance journal
The journal of futures markets
58
Journal of banking & finance
34
International journal of theoretical and applied finance
26
The journal of derivatives : the official publication of the International Association of Financial Engineers
22
International review of economics & finance : IREF
19
Finance research letters
16
Journal of financial economics
16
Review of derivatives research
16
Quantitative finance
15
Applied mathematical finance
14
Journal of financial markets
14
International review of financial analysis
13
Mathematical finance : an international journal of mathematics, statistics and financial theory
12
The North American journal of economics and finance : a journal of financial economics studies
12
The journal of computational finance
12
The review of financial studies
12
Applied economics
11
Computational economics
11
Journal of empirical finance
11
Management science : journal of the Institute for Operations Research and the Management Sciences
11
International journal of financial engineering
10
Journal of financial and quantitative analysis : JFQA
10
Journal of international financial markets, institutions & money
10
The journal of finance : the journal of the American Finance Association
10
Journal of economic dynamics & control
9
Review of quantitative finance and accounting
9
Journal of derivatives & hedge funds
8
Theoretical economics letters
8
Finance and stochastics
7
Journal of econometrics
7
The European journal of finance
7
Asia-Pacific financial markets
6
Risks : open access journal
6
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
6
Annals of finance
5
Applied financial economics
5
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Finanzmarkt und Portfolio-Management
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ECONIS (ZBW)
17
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17
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1
Asymmetry in option implied volatility and yield : Evidence from China's ETF options market1,2
Chen, Xiaoyijing
;
Liu, Siyuan
;
Xu, Zailin
;
Yu, Mei
- In:
Pacific-Basin finance journal
85
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014576054
Saved in:
2
The implied volatility smirk in the Chinese equity options market
Yue, Tian
;
Gehricke, Sebastian A.
;
Zhang, Jin E.
;
Pan, …
- In:
Pacific-Basin finance journal
69
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013369869
Saved in:
3
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:
4
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:
5
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:
6
Do investor sentiment, weather and catastrophe effects improve hedging performance? : evidence from the Taiwan options market
Yang, Chih-Yuan
;
Jhang, Ling-Jhen
;
Chang, Chia-Chien
- In:
Pacific-Basin finance journal
37
(
2016
),
pp. 35-51
Persistent link: https://www.econbiz.de/10011668970
Saved in:
7
Information content of investor trading behavior : evidence from Taiwan index options market
Lee, Yen-Hsien
;
Wang, David K.
- In:
Pacific-Basin finance journal
38
(
2016
),
pp. 149-160
Persistent link: https://www.econbiz.de/10011669087
Saved in:
8
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:
9
Common deviation and regime-dependent dynamics in the index derivatives markets
Lee, Jaeram
;
Kang, Jangkoo
;
Ryu, Doojin
- In:
Pacific-Basin finance journal
33
(
2015
),
pp. 1-22
Persistent link: https://www.econbiz.de/10011474037
Saved in:
10
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:
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