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~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"1993-1994"
~subject:"Volatilität"
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Search: subject_exact:"Option trading"
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1993-1994
Volatilität
Option trading
76
Optionsgeschäft
76
Option pricing theory
57
Optionspreistheorie
57
Theorie
36
Theory
36
Volatility
21
Hedging
12
Black-Scholes model
11
Black-Scholes-Modell
11
Derivat
11
Derivative
11
Capital income
8
Kapitaleinkommen
8
Stochastic process
8
Stochastischer Prozess
8
Börsenkurs
7
Share price
7
Yield curve
7
Zinsstruktur
7
Estimation
6
Risikoprämie
6
Risk premium
6
Schätzung
6
options
6
Credit risk
5
Kreditrisiko
5
Portfolio selection
5
Portfolio-Management
5
American options
4
Risiko
4
Risk
4
Search theory
4
Suchtheorie
4
Anlageverhalten
3
Behavioural finance
3
CAPM
3
Forecasting model
3
Index futures
3
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1
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English
22
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Du, Du
2
Ai, Hengjie
1
Alvarez, Luis H. R.
1
Alòs, Elisa
1
Amaya, Diego
1
Brace, Alan
1
Bégin, Jean-François
1
Carr, Peter
1
Chen, Zhanyu
1
Christoffersen, Peter F.
1
Duan, Jin-Chuan
1
Elkamhi, Redouane
1
Fukasawa, Masaaki
1
Gauthier, Geneviève
1
Goard, Joanna
1
Han, Bing
1
Hsieh, PeiLin
1
Hu, Jianfeng
1
Jarrow, Robert A.
1
Kadan, Ohad
1
Kiku, Dana
1
Kirilova, Antonia
1
Lee, Roger
1
Lemmon, Michael L.
1
Li, Gang
1
Li, Haitao
1
Liu, Fang
1
Luo, Dan
1
Mazur, Mathew
1
Musiela, Marek
1
Ni, Sophie Xiaoyan
1
Orłowski, Piotr
1
Park, Seongkyu
1
Rheinländer, Thorsten
1
Romano, Marc
1
Ryu, Doojin
1
Schneider, Paul
1
Tang, Xiaoxiao
1
Tian, Meng
1
Touzi, Nizar
1
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Management science : journal of the Institute for Operations Research and the Management Sciences
Mathematical finance : an international journal of mathematics, statistics and financial theory
The journal of futures markets
66
Journal of banking & finance
42
International journal of theoretical and applied finance
34
Applied mathematical finance
25
Review of derivatives research
24
Quantitative finance
23
Finance research letters
21
The journal of derivatives : the official publication of the International Association of Financial Engineers
19
International review of financial analysis
15
Journal of financial markets
15
International journal of financial engineering
13
The journal of computational finance
13
Applied economics
12
International review of economics & finance : IREF
12
Journal of financial economics
12
Journal of economic dynamics & control
11
The North American journal of economics and finance : a journal of financial economics studies
11
Journal of econometrics
10
Applied financial economics
9
Computational economics
9
European journal of operational research : EJOR
9
Review of quantitative finance and accounting
9
Research paper series / Swiss Finance Institute
8
Applied economics letters
7
Discussion paper / Tinbergen Institute
7
Journal of financial and quantitative analysis : JFQA
7
The European journal of finance
7
The journal of finance : the journal of the American Finance Association
7
Working paper / National Bureau of Economic Research, Inc.
7
Annals of finance
6
Asia-Pacific journal of financial studies
6
Decisions in economics and finance : DEF ; a journal of applied mathematics
6
Finance and stochastics
6
Journal of international financial markets, institutions & money
6
Swiss Finance Institute Research Paper
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Energy economics
5
Financial innovation : FIN
5
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ECONIS (ZBW)
22
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1
The informational content of high-frequency option prices
Amaya, Diego
;
Bégin, Jean-François
;
Gauthier, Geneviève
- In:
Management science : journal of the Institute for …
68
(
2022
)
3
,
pp. 2166-2201
Persistent link: https://www.econbiz.de/10013267926
Saved in:
2
On the nature of (jump) skewness risk premia
Orłowski, Piotr
;
Schneider, Paul
;
Trojani, Fabio
- In:
Management science : journal of the Institute for …
70
(
2024
)
2
,
pp. 1154-1174
Persistent link: https://www.econbiz.de/10014513916
Saved in:
3
Cross-sectional variation of option-implied volatility skew
Wu, Liuren
;
Tian, Meng
- In:
Management science : journal of the Institute for …
70
(
2024
)
6
,
pp. 3566-3580
Persistent link: https://www.econbiz.de/10014551903
Saved in:
4
Recovering implied volatility
Kadan, Ohad
;
Liu, Fang
;
Tang, Xiaoxiao
- In:
Management science : journal of the Institute for …
70
(
2024
)
1
,
pp. 255-282
Persistent link: https://www.econbiz.de/10014469958
Saved in:
5
Default risk and option returns
Vasquez, Aurelio
;
Xiao, Xiao
- In:
Management science : journal of the Institute for …
70
(
2024
)
4
,
pp. 2144-2167
Persistent link: https://www.econbiz.de/10014519915
Saved in:
6
Who profits from trading options?
Hu, Jianfeng
;
Kirilova, Antonia
;
Park, Seongkyu
;
Ryu, Doojin
- In:
Management science : journal of the Institute for …
70
(
2024
)
7
,
pp. 4742-4761
Persistent link: https://www.econbiz.de/10015046402
Saved in:
7
Time-varying skew in vix derivatives pricing
Yuan, Peixuan
- In:
Management science : journal of the Institute for …
68
(
2022
)
10
,
pp. 7761-7791
Persistent link: https://www.econbiz.de/10013546174
Saved in:
8
Information content of aggregate implied volatility spread
Han, Bing
;
Li, Gang
- In:
Management science : journal of the Institute for …
67
(
2021
)
2
,
pp. 1249-1269
Persistent link: https://www.econbiz.de/10012505469
Saved in:
9
Volatility uncertainty, time decay, and option bid-ask spreads in an incomplete market
Hsieh, PeiLin
;
Jarrow, Robert A.
- In:
Management science : journal of the Institute for …
65
(
2019
)
4
,
pp. 1833-1854
Persistent link: https://www.econbiz.de/10012022670
Saved in:
10
The pricing of jump propagation : evidence from spot and options markets
Du, Du
;
Luo, Dan
- In:
Management science : journal of the Institute for …
65
(
2019
)
5
,
pp. 2360-2387
Persistent link: https://www.econbiz.de/10012039789
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