//--> //--> //--> //-->
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:"Quantitative finance"
~subject:"Option trading"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Diskette"
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:"Options"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Option trading
Option pricing theory
71
Optionspreistheorie
71
Optionsgeschäft
56
Volatility
33
Volatilität
33
Stochastic process
32
Stochastischer Prozess
32
Derivat
19
Derivative
19
Experiment
14
Hedging
13
Black-Scholes model
10
Black-Scholes-Modell
10
Options
10
Monte Carlo simulation
8
Monte-Carlo-Simulation
8
Option pricing
8
American options
7
Implied volatility
7
Stochastic volatility
7
Analysis
6
Mathematical analysis
6
Real options analysis
6
Realoptionsansatz
6
Portfolio selection
5
Portfolio-Management
5
Real options
5
Rough volatility
5
Theorie
5
Theory
5
Börsenkurs
4
Estimation
4
Forecasting model
4
Optimal stopping
4
Prognoseverfahren
4
Schätzung
4
Share price
4
Yield curve
4
Zinsstruktur
4
more ...
less ...
Online availability
All
Undetermined
46
Free
10
Type of publication
All
Article
56
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Diskette
Article in journal
56
Conference paper
1
Konferenzbeitrag
1
Language
All
English
56
Author
All
Bayer, Christian
3
Chan, Tat Lung
2
Glau, Kathrin
2
Kim, Kyoung-Kuk
2
Lim, Dong-Young
2
Tempone, Raúl
2
Wan, Justin W. L.
2
Abergel, Frédéric
1
Akahori, J.
1
Alexander, Carol
1
Arkorful, Gideon Bruce
1
Baldacci, Bastien
1
Barletta, Andrea
1
Barsotti, F.
1
Bel Hadj Ayed, Ahmed
1
Bergault, Philippe
1
Bollinger, Thomas R.
1
Bouchouev, Ilia
1
Bourgey, F.
1
Brignone, Riccardo
1
Burkovska, O.
1
Chen, Haiqiang
1
Chen, Yangang
1
Chen, Yibing
1
Chesney, Marc
1
Cufaro Petroni, Nicola
1
De Marco, Stefano
1
Desmettre, Sascha
1
Detemple, Jérôme B.
1
Dupire, Bruno
1
Ewald, Christian
1
Fanelli, Viviana
1
Favreau, Charles
1
Felpel, Mike
1
Feng, Y.
1
Figueiredo, Antonio
1
Friz, Peter K.
1
Galakis, John
1
Gao, Xuefeng
1
Gass, M.
1
more ...
less ...
Published in...
All
Quantitative finance
The journal of futures markets
193
International journal of theoretical and applied finance
111
Journal of banking & finance
93
The journal of derivatives : the official publication of the International Association of Financial Engineers
86
Review of derivatives research
74
The journal of computational finance
59
Finance research letters
58
Applied mathematical finance
54
Mathematical finance : an international journal of mathematics, statistics and financial theory
49
Journal of economic dynamics & control
47
Finance and stochastics
43
The North American journal of economics and finance : a journal of financial economics studies
41
Journal of financial economics
40
International review of economics & finance : IREF
34
Journal of financial markets
34
International journal of financial engineering
32
Journal of financial and quantitative analysis : JFQA
31
Computational economics
30
The review of financial studies
30
European journal of operational research : EJOR
29
International review of financial analysis
27
Journal of mathematical finance
27
Review of quantitative finance and accounting
27
Management science : journal of the Institute for Operations Research and the Management Sciences
26
The European journal of finance
24
The journal of finance : the journal of the American Finance Association
23
Asia-Pacific financial markets
22
Applied economics
20
Applied financial economics
20
Risks : open access journal
20
Journal of risk and financial management : JRFM
18
Annals of finance
17
The journal of derivatives : JOD
17
Economic modelling
16
Journal of empirical finance
16
Decisions in economics and finance : DEF ; a journal of applied mathematics
15
Insurance / Mathematics & economics
15
Applied economics letters
14
Finance : revue de l'Association Française de Finance
14
more ...
less ...
Source
All
ECONIS (ZBW)
56
Showing
1
-
10
of
56
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A transform-based method for pricing Asian
options
under general two-dimensional models
Zhang, Weinan
;
Zeng, Pingping
- In:
Quantitative finance
23
(
2023
)
11
,
pp. 1677-1697
Persistent link: https://www.econbiz.de/10014419186
Saved in:
2
Pricing Asian
options
with stochastic convenience yield and jumps
Ewald, Christian
;
Wu, Yuexiang
;
Zhang, Aihua
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 677-692
Persistent link: https://www.econbiz.de/10014304306
Saved in:
3
Empirical analysis of rough and classical stochastic volatility models to the SPX and VIX markets
Rømer, Sigurd Emil
- In:
Quantitative finance
22
(
2022
)
10
,
pp. 1805-1838
Persistent link: https://www.econbiz.de/10013367949
Saved in:
4
A static replication approach for callable interest rate derivatives : mathematical foundations and efficient estimation of SIMM-MVA
Hoencamp, J. H.
;
Jain, Surbhi
;
Kandhai, B. D.
- In:
Quantitative finance
24
(
2024
)
3/4
,
pp. 409-432
Persistent link: https://www.econbiz.de/10014552078
Saved in:
5
Asymptotics for short maturity Asian
options
in jump-diffusion models with local volatility
Pirjol, Dan
;
Zhu, Lingjiong
- In:
Quantitative finance
24
(
2024
)
3/4
,
pp. 433-449
Persistent link: https://www.econbiz.de/10014552074
Saved in:
6
Principled pasting : attaching tails to risk-neutral probability density functions recovered from option prices
Bollinger, Thomas R.
;
Melick, William Robert
;
Thomas, …
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1751-1768
Persistent link: https://www.econbiz.de/10014452468
Saved in:
7
The role of fleeting orders on option expiration days
Figueiredo, Antonio
;
Jain, Pankaj K.
;
Mishra, Suchismita
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1511-1529
Persistent link: https://www.econbiz.de/10014419175
Saved in:
8
Hedging error as generalized timing risk
Akahori, J.
;
Barsotti, F.
;
Imamura, Y.
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 693-703
Persistent link: https://www.econbiz.de/10014304316
Saved in:
9
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:
10
Weak approximations and VIX option price expansions in forward variance curve models
Bourgey, F.
;
De Marco, Stefano
;
Gobet, Emmanuel
- In:
Quantitative finance
23
(
2023
)
9
,
pp. 1259-1283
Persistent link: https://www.econbiz.de/10014339914
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->