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~isPartOf:"The European journal of finance"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Option trading"
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Option trading
24
Optionsgeschäft
24
Option pricing theory
17
Optionspreistheorie
17
Derivat
8
Derivative
8
Volatility
7
Volatilität
7
Estimation
5
Schätzung
5
Bid-ask spread
4
Geld-Brief-Spanne
4
Theorie
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Theory
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options
4
Aktienoption
3
Black-Scholes model
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Black-Scholes-Modell
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Capital income
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Liquidität
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Stock option
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bid-ask spread
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American options
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Börsenkurs
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EU countries
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EU-Staaten
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Handelsvolumen der Börse
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Kreditrisiko
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Market microstructure
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Multivariate Verteilung
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Aufsatz in Zeitschrift
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24
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24
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Ap Gwilym, Owain
2
Romagnoli, Silvia
2
Verousis, Thanos
2
Wang, Guanying
2
Wang, Xingchun
2
Abad Díaz, David
1
Arratia, Argimiro
1
Bajo, Emanuele
1
Ballotta, Laura
1
Barbi, Massimiliano
1
Bernard, Carole
1
Board, J.
1
Boyle, Phelim P.
1
Cabaña, Alejandra
1
Chen, XiaoHua
1
Cherubini, Umberto
1
Coakley, Jerry
1
Corrado, Charles Joseph
1
Dotsis, George
1
García-Machado, Juan J.
1
Gerrard, Russell
1
Henin, Claude
1
Jou, Jyh-Bang
1
Junike, Gero
1
Kyriakou, Ioannis
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Lee, Tan
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Li, Zelei
1
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Løchte Jørgensen, Peter
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Marabel Romo, Jacinto
1
Mitra, Sovan
1
Nieto Domenech, Belen
1
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1
Pistre, Nathalie
1
Roon, Frans de
1
Rybczyński, Jarosław
1
Ryu, Doojin
1
Schoutens, Wim
1
Selby, Michael J. P.
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The European journal of finance
The journal of futures markets
188
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
58
Applied mathematical finance
54
Finance research letters
54
Quantitative 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
31
Journal of financial and quantitative analysis : JFQA
31
The review of financial studies
30
Computational economics
29
European journal of operational research : EJOR
29
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
25
International review of financial analysis
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
19
Journal of risk and financial management : JRFM
18
Annals of finance
17
The journal of derivatives : JOD
17
Decisions in economics and finance : DEF ; a journal of applied mathematics
15
Economic modelling
15
Insurance / Mathematics & economics
15
Journal of empirical finance
15
Applied economics letters
14
Finance : revue de l'Association Française de Finance
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ECONIS (ZBW)
24
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1
Valuing basket-spread options with default risk under Hawkes jump-diffusion processes
Li, Zelei
;
Tang, Dan
;
Wang, Xingchun
- In:
The European journal of finance
29
(
2023
)
12
,
pp. 1406-1431
Persistent link: https://www.econbiz.de/10014323018
Saved in:
2
Liquidity-adjusted value-at-risk : a comprehensive extension with microstructural liquidity components
Ryu, Doojin
;
Webb, Robert I.
;
Yu, Jinyoung
- In:
The European journal of finance
28
(
2022
)
9
,
pp. 871-888
Persistent link: https://www.econbiz.de/10013373347
Saved in:
3
American and exotic options in a market with frictions
Junike, Gero
;
Arratia, Argimiro
;
Cabaña, Alejandra
; …
- In:
The European journal of finance
26
(
2020
)
2/3
,
pp. 179-199
Persistent link: https://www.econbiz.de/10012207193
Saved in:
4
Pricing European options under a diffusion model with psychological barriers and leverage effect
Song, Shiyu
;
Wang, Guanying
;
Wang, Yongjin
- In:
The European journal of finance
26
(
2020
)
12
,
pp. 1184-1206
Persistent link: https://www.econbiz.de/10012264954
Saved in:
5
The valuation of vulnerable European options with risky collateral
Wang, Guanying
;
Wang, Xingchun
;
Shao, Xinjian
- In:
The European journal of finance
26
(
2020
)
13
,
pp. 1315-1331
Persistent link: https://www.econbiz.de/10012264969
Saved in:
6
How Spanish options market smiles in summer : an empirical analysis for options on IBEX-35
García-Machado, Juan J.
;
Rybczyński, Jarosław
- In:
The European journal of finance
23
(
2017
)
1/3
,
pp. 153-169
Persistent link: https://www.econbiz.de/10011736237
Saved in:
7
Hedging of Asian options under exponential Lévy models : computation and performance
Ballotta, Laura
;
Gerrard, Russell
;
Kyriakou, Ioannis
- In:
The European journal of finance
23
(
2017
)
4/6
,
pp. 297-323
Persistent link: https://www.econbiz.de/10011736257
Saved in:
8
Pricing volatility options under stochastic skew with application to the VIX index
Marabel Romo, Jacinto
- In:
The European journal of finance
23
(
2017
)
4/6
,
pp. 353-374
Persistent link: https://www.econbiz.de/10011736265
Saved in:
9
The intraday determination of liquidity in the NYSE LIFFE equity option markets
Verousis, Thanos
;
Ap Gwilym, Owain
;
Chen, XiaoHua
- In:
The European journal of finance
22
(
2016
)
10/12
,
pp. 1164-1188
Persistent link: https://www.econbiz.de/10011715335
Saved in:
10
Commonality in equity options liquidity : evidence from European markets
Verousis, Thanos
;
Ap Gwilym, Owain
;
Voukelatos, Nikolaos
- In:
The European journal of finance
22
(
2016
)
10/12
,
pp. 1204-1223
Persistent link: https://www.econbiz.de/10011715347
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