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~isPartOf:"Journal of risk"
~subject:"Optionsgeschäft"
~subject:"professionelle Trader"
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Optionsgeschäft
professionelle Trader
Option pricing theory
25
Optionspreistheorie
25
Option trading
10
Derivat
6
Derivative
6
Black-Scholes model
4
Black-Scholes-Modell
4
Hedging
4
Stochastic process
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4
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Risikomaß
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option pricing
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Aktienindex
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Greeks
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Index futures
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Kreditrisiko
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Risk
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Standard & Poor's 500 (S&P 500)
2
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1
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Kim, Sol
2
AitSahlia, Farid
1
Doran, James S.
1
Engelmann, Bernd
1
Fengler, Matthias R.
1
Fodor, Andy
1
Hamidieh, Kam
1
Joshi, Mark S.
1
Kim, Dahea
1
Lindset, Snorre
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Madan, Dilip B.
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Runnemo, Andreas
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Schwendner, Peter
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Journal of risk
The journal of futures markets
84
International journal of theoretical and applied finance
83
Review of derivatives research
58
The journal of computational finance
58
Applied mathematical finance
51
Quantitative finance
51
The journal of derivatives : the official publication of the International Association of Financial Engineers
47
Finance research letters
43
Journal of banking & finance
43
Mathematical finance : an international journal of mathematics, statistics and financial theory
38
Journal of economic dynamics & control
37
The North American journal of economics and finance : a journal of financial economics studies
36
International journal of financial engineering
32
Computational economics
28
Finance and stochastics
28
European journal of operational research : EJOR
27
Journal of mathematical finance
26
Research paper series / Swiss Finance Institute
22
International review of economics & finance : IREF
21
Journal of financial economics
21
Management science : journal of the Institute for Operations Research and the Management Sciences
19
Risks : open access journal
19
Asia-Pacific financial markets
18
Review of quantitative finance and accounting
17
The European journal of finance
17
Economic modelling
16
The journal of derivatives : JOD
16
Insurance / Mathematics & economics
15
Applied economics
14
Swiss Finance Institute Research Paper
14
Journal of risk and financial management : JRFM
13
Annals of finance
12
Decisions in economics and finance : DEF ; a journal of applied mathematics
12
International review of financial analysis
12
Journal of financial markets
11
Energy economics
10
Journal of derivatives & hedge funds
10
Operations research letters
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Theoretical economics letters
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ECONIS (ZBW)
10
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1
Pricing and hedging options with rollover parameters
Kim, Sol
- In:
Journal of risk
19
(
2017
)
5
,
pp. 1-40
Persistent link: https://www.econbiz.de/10011747093
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2
Estimating the tail shape parameter from option prices
Hamidieh, Kam
- In:
Journal of risk
19
(
2017
)
6
,
pp. 85-110
Persistent link: https://www.econbiz.de/10011799166
Saved in:
3
Acceptability bounds for forward starting options using disciplined convex programming
Madan, Dilip B.
;
Wang, King
- In:
Journal of risk
19
(
2016
)
2
,
pp. 1-13
Persistent link: https://www.econbiz.de/10013177069
Saved in:
4
Delta-hedged gains and risk-neutral moments
Kim, Dahea
;
Kim, Sol
- In:
Journal of risk
19
(
2016
)
2
,
pp. 31-59
Persistent link: https://www.econbiz.de/10013177077
Saved in:
5
Managing option-trading risk when mental accounting influences prices
Siddiqi, Hammad
- In:
Journal of risk
18
(
2015/2016
)
1
,
pp. 71-89
Persistent link: https://www.econbiz.de/10013262946
Saved in:
6
The convergence of binomial trees for pricing the American put
Joshi, Mark S.
- In:
Journal of risk
11
(
2008/09
)
4
,
pp. 87-108
Persistent link: https://www.econbiz.de/10003881606
Saved in:
7
Film-specific option risk and implications for asset pricing
Doran, James S.
;
Fodor, Andy
- In:
Journal of risk
12
(
2009/10
)
1
,
pp. 17-52
Persistent link: https://www.econbiz.de/10003900327
Saved in:
8
Hedging under alternative stickiness assumptions : an emperical analysis for barrier options
Engelmann, Bernd
;
Fengler, Matthias R.
;
Schwendner, Peter
- In:
Journal of risk
12
(
2009/10
)
1
,
pp. 53-77
Persistent link: https://www.econbiz.de/10003900335
Saved in:
9
Instantaneous caps and floors on the short rate
Lindset, Snorre
- In:
Journal of risk
10
(
2007/08
)
3
,
pp. 3-14
Persistent link: https://www.econbiz.de/10003698906
Saved in:
10
A canonical optimal stopping problem for American options under a double exponential jump-diffusion model
AitSahlia, Farid
;
Runnemo, Andreas
- In:
Journal of risk
10
(
2007/08
)
1
,
pp. 85-100
Persistent link: https://www.econbiz.de/10003572533
Saved in:
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