//--> //--> //-->
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 mathematical finance"
~subject:"Behavioural finance"
~subject:"Black-Scholes model"
~subject:"Index futures"
~subject:"Share price"
~type:"article"
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_exact:"Option trading"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Behavioural finance
Black-Scholes model
Index futures
Share price
Option trading
27
Optionsgeschäft
27
Option pricing theory
26
Optionspreistheorie
26
Derivat
8
Derivative
8
Stochastic process
8
Stochastischer Prozess
8
Black-Scholes-Modell
7
Volatility
5
Volatilität
5
EU countries
4
EU-Staaten
4
Portfolio selection
4
Portfolio-Management
4
CAPM
3
Interest rate
3
Optimal Stopping
3
Simulation
3
Statistical distribution
3
Statistische Verteilung
3
Zins
3
Arbitrage-Free Price
2
Asia
2
Asien
2
Basket Options
2
Black-Scholes Model
2
European Option
2
Geometric Brownian Motion
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Option Pricing
2
Parabolic Free Boundary Problem
2
Search theory
2
Spread Options
2
Suchtheorie
2
American Binary Option
1
American Power Option
1
Analysis
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
Type of publication (narrower categories)
All
Article in journal
9
Aufsatz in Zeitschrift
9
Language
All
English
9
Author
All
Bølviken, Erik
1
Cui, Yujie
1
Fadugba, Sunday Emmanuel
1
Gao, Min
1
Jagannathan, Raj
1
Konsilp, Worawuth
1
Lo, Chi-fai
1
Mateus, Cesario
1
Nwozo, Chuma Raphael
1
Proske, Frank
1
Rubtsov, Mark
1
Sakuma, Takayuki
1
Wei, Zhenfeng
1
Yu, Baoli
1
Zhu, Yonggang
1
more ...
less ...
Published in...
All
Journal of mathematical finance
The journal of futures markets
45
Journal of banking & finance
29
International journal of theoretical and applied finance
26
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
Applied mathematical finance
13
Finance research letters
13
Quantitative finance
12
Computational economics
11
Mathematical finance : an international journal of mathematics, statistics and financial theory
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
Management science : journal of the Institute for Operations Research and the Management Sciences
10
Applied economics
9
Journal of empirical finance
9
Journal of financial and quantitative analysis : JFQA
9
Journal of financial markets
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
Finance and stochastics
7
Journal of international financial markets, institutions & money
7
Pacific-Basin finance journal
7
Theoretical economics letters
7
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
Journal of econometrics
5
Journal of risk and financial management : JRFM
5
Research bulletin / The Institute of Cost Accountants of India
5
The financial review : the official publication of the Eastern Finance Association
5
The journal of asset management
5
Annals of finance
4
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
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:
5
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:
6
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:
7
Pricing of margrabe options for large investors with application to asset-liability management in life insurance
Bølviken, Erik
;
Proske, Frank
;
Rubtsov, Mark
- In:
Journal of mathematical finance
4
(
2014
)
2
,
pp. 113-122
Persistent link: https://www.econbiz.de/10010380906
Saved in:
8
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:
9
The simulation of European call options' sensitivity based on black-scholes option formula
Cui, Yujie
;
Yu, Baoli
- In:
Journal of mathematical finance
2
(
2012
)
3
,
pp. 264-268
Persistent link: https://www.econbiz.de/10009711970
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->