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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~subject:"1993-1994"
~subject:"Volatilität"
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Search: subject_exact:"Option trading"
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1993-1994
Volatilität
Option trading
135
Optionsgeschäft
135
Option pricing theory
85
Optionspreistheorie
85
Theorie
65
Theory
65
Volatility
26
Hedging
22
Black-Scholes model
20
Black-Scholes-Modell
20
USA
15
United States
15
Stochastic process
10
Stochastischer Prozess
10
Börsenkurs
8
Derivat
8
Derivative
8
Portfolio selection
8
Portfolio-Management
8
Share price
8
Yield curve
7
Zinsstruktur
7
Estimation
6
Schätzung
6
Monte Carlo simulation
5
Monte-Carlo-Simulation
5
Search theory
5
Suchtheorie
5
Swap
5
Bid-ask spread
4
Geld-Brief-Spanne
4
Index
4
Index number
4
Statistical distribution
4
Statistische Verteilung
4
Transaction costs
4
Transaktionskosten
4
Aktienindex
3
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3
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27
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Carr, Peter
2
Wu, Liuren
2
Alvarez, Luis H. R.
1
Alòs, Elisa
1
Beliaeva, Natalia A.
1
Brace, Alan
1
Chen, Zhanyu
1
Cherian, Joseph A.
1
Chuang, Chienmin
1
Ederington, Louis H.
1
Foresi, Silverio
1
Freund, Steven
1
Fukasawa, Masaaki
1
Giot, Pierre
1
Goard, Joanna
1
Guan, Wei
1
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1
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1
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1
Lin, Shu-hui
1
Liu, Tianxiang
1
MacCann, P. Douglas
1
Malkiel, Burton G.
1
Mazur, Mathew
1
Musiela, Marek
1
Nagy, László
1
Nalholm, Morten
1
Nawalkha, Sanjay K.
1
Ormos, Mihály
1
Orosi, Greg
1
Pan, Ging-ginq
1
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1
Rebonato, Riccardo
1
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1
Rinaudo, Alex
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1
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1
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Mathematical finance : an international journal of mathematics, statistics and financial theory
The journal of derivatives : the official publication of the International Association of Financial Engineers
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
International review of financial analysis
15
Journal of financial markets
15
Management science : journal of the Institute for Operations Research and the Management Sciences
14
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)
27
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1
Volatility surface calibration to illiquid options
Nagy, László
;
Ormos, Mihály
- In:
The journal of derivatives : the official publication …
26
(
2019
)
3
,
pp. 87-96
Persistent link: https://www.econbiz.de/10012306175
Saved in:
2
Volatility aversion in the options market based on news sentiment
Uhl, Matthias
- In:
The journal of derivatives : the official publication …
25
(
2018
)
4
,
pp. 24-35
Persistent link: https://www.econbiz.de/10011965368
Saved in:
3
Curve-fitting method for implied volatility
Wu, Desheng Dash
;
Liu, Tianxiang
- In:
The journal of derivatives : the official publication …
26
(
2018
)
2
,
pp. 19-37
Persistent link: https://www.econbiz.de/10011968684
Saved in:
4
Option writing : using VIX to improve returns
Malkiel, Burton G.
;
Rinaudo, Alex
;
Saha, Atanu
- In:
The journal of derivatives : the official publication …
26
(
2018
)
2
,
pp. 38-49
Persistent link: https://www.econbiz.de/10011968697
Saved in:
5
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:
6
On pricing Asian options under stochastic volatility
Russo, Emilio
;
Staino, Alessandro
- In:
The journal of derivatives : the official publication …
23
(
2016
)
4
,
pp. 7-19
Persistent link: https://www.econbiz.de/10011687238
Saved in:
7
The market price of volatility risk and the dynamics of market and actuarial implied volatilities
Rebonato, Riccardo
- In:
The journal of derivatives : the official publication …
24
(
2017
)
4
,
pp. 21-51
Persistent link: https://www.econbiz.de/10011687425
Saved in:
8
Stochastic-volatility models and the pricing of VIX options
Goard, Joanna
;
Mazur, Mathew
- In:
Mathematical finance : an international journal of …
23
(
2013
)
3
,
pp. 439-458
Persistent link: https://www.econbiz.de/10009783359
Saved in:
9
Valuation of perpetual strangles : a quasi-analytical approach
Chuang, Chienmin
- In:
The journal of derivatives : the official publication …
21
(
2013
)
1
,
pp. 64-72
Persistent link: https://www.econbiz.de/10010191934
Saved in:
10
The normalizing transformation of the implied volatility smile
Fukasawa, Masaaki
- In:
Mathematical finance : an international journal of …
22
(
2012
)
4
,
pp. 753-762
Persistent link: https://www.econbiz.de/10009614936
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