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~isPartOf:"Quantitative finance"
~subject:"Behavioural finance"
~subject:"Black-Scholes model"
~subject:"Index futures"
~subject:"Mathematical programming"
~subject:"United States"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Book section"
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Behavioural finance
Black-Scholes model
Index futures
Mathematical programming
United States
Option trading
56
Optionsgeschäft
56
Option pricing theory
51
Optionspreistheorie
51
Stochastic process
22
Stochastischer Prozess
22
Volatility
22
Volatilität
22
Derivat
13
Derivative
13
Hedging
11
Black-Scholes-Modell
8
Experiment
8
Option pricing
8
Implied volatility
7
Monte Carlo simulation
6
Monte-Carlo-Simulation
6
American options
4
Analysis
4
Estimation
4
Mathematical analysis
4
Options
4
Schätzung
4
Asian options
3
Börsenkurs
3
Capital income
3
Delta hedging
3
Electronic trading
3
Elektronisches Handelssystem
3
Kapitaleinkommen
3
Machine learning
3
Neural networks
3
Neuronale Netze
3
Portfolio selection
3
Portfolio-Management
3
Risikoprämie
3
Risk premium
3
Rough volatility
3
Share price
3
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Article
10
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Aufsatz in Zeitschrift
Book section
Article in journal
10
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English
10
Author
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Wan, Justin W. L.
2
Alexander, Carol
1
Bayer, Christian
1
Chen, Yangang
1
Desmettre, Sascha
1
Friz, Peter K.
1
Gassiat, Paul
1
Goudenège, Ludovic
1
Grün, Sarah
1
Häppölä, Juho
1
Imeraj, Arben
1
Jang, Huisu
1
Korn, Ralf
1
Lee, Jaewook
1
Mingone, Arianna
1
Molent, Andrea
1
Na, Andrew S.
1
Pigato, Paolo
1
Tempone, Raúl
1
Yamada, Toshihiro
1
Yamamoto, Kenta
1
Zanette, Antonino
1
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Quantitative finance
The journal of futures markets
67
International journal of theoretical and applied finance
31
Journal of banking & finance
29
The journal of derivatives : the official publication of the International Association of Financial Engineers
25
The review of financial studies
22
Journal of financial and quantitative analysis : JFQA
20
Review of derivatives research
18
The journal of finance : the journal of the American Finance Association
15
International review of economics & finance : IREF
13
Applied mathematical finance
12
Computational economics
12
Mathematical finance : an international journal of mathematics, statistics and financial theory
12
The journal of computational finance
12
International review of financial analysis
11
International journal of financial engineering
10
Journal of economic dynamics & control
10
Journal of financial economics
10
The North American journal of economics and finance : a journal of financial economics studies
9
Finance research letters
8
Journal of mathematical finance
8
Review of quantitative finance and accounting
8
Applied economics
7
Finance and stochastics
7
Journal of derivatives & hedge funds
7
Journal of financial markets
7
Applied financial economics
6
Journal of empirical finance
6
Management science : journal of the Institute for Operations Research and the Management Sciences
6
Pacific-Basin finance journal
6
The journal of asset management
6
The journal of business : B
6
Theoretical economics letters
6
Global finance journal
5
Journal of econometrics
5
Journal of international financial markets, institutions & money
5
Journal of risk and financial management : JRFM
5
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Applied economics letters
4
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ECONIS (ZBW)
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1
Delta hedging bitcoin options with a smile
Alexander, Carol
;
Imeraj, Arben
- In:
Quantitative finance
23
(
2023
)
5
,
pp. 799-817
Persistent link: https://www.econbiz.de/10014304354
Saved in:
2
Short-dated smile under rough volatility : asymptotics and numerics
Friz, Peter K.
;
Gassiat, Paul
;
Pigato, Paolo
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 463-480
Persistent link: https://www.econbiz.de/10013167770
Saved in:
3
Smiles in delta
Mingone, Arianna
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1713-1728
Persistent link: https://www.econbiz.de/10014452438
Saved in:
4
Efficient pricing and hedging of high-dimensional American options using deep recurrent networks
Na, Andrew S.
;
Wan, Justin W. L.
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 631-651
Persistent link: https://www.econbiz.de/10014304288
Saved in:
5
Deep neural network framework based on backward stochastic differential equations for pricing and hedging American options in high dimensions
Chen, Yangang
;
Wan, Justin W. L.
- In:
Quantitative finance
21
(
2021
)
1
,
pp. 45-67
Persistent link: https://www.econbiz.de/10012424632
Saved in:
6
A second-order discretization with Malliavin weight and Quasi-Monte Carlo method for option pricing
Yamada, Toshihiro
;
Yamamoto, Kenta
- In:
Quantitative finance
20
(
2020
)
11
,
pp. 1825-1837
Persistent link: https://www.econbiz.de/10012313518
Saved in:
7
Machine learning for pricing American options in high-dimensional Markovian and non-Markovian models
Goudenège, Ludovic
;
Molent, Andrea
;
Zanette, Antonino
- In:
Quantitative finance
20
(
2020
)
4
,
pp. 573-591
Persistent link: https://www.econbiz.de/10012194908
Saved in:
8
Implied stopping rules for American basket options from Markovian projection
Bayer, Christian
;
Häppölä, Juho
;
Tempone, Raúl
- In:
Quantitative finance
19
(
2019
)
3
,
pp. 371-390
Persistent link: https://www.econbiz.de/10012194659
Saved in:
9
Generative Bayesian neural network model for risk-neutral pricing of American index options
Jang, Huisu
;
Lee, Jaewook
- In:
Quantitative finance
19
(
2019
)
4
,
pp. 587-603
Persistent link: https://www.econbiz.de/10012194699
Saved in:
10
Can outstanding dividend payments be estimated by American options?
Desmettre, Sascha
;
Grün, Sarah
;
Korn, Ralf
- In:
Quantitative finance
18
(
2018
)
9
,
pp. 1437-1446
Persistent link: https://www.econbiz.de/10011913129
Saved in:
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