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~isPartOf:"The journal of derivatives : JOD"
~subject:"Behavioural finance"
~subject:"Option trading"
~subject:"Optionsgeschäft"
~subject:"Rohstoffderivat"
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Behavioural finance
Option trading
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Derivat
29
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29
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20
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20
options
13
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The journal of derivatives : JOD
Energy economics
47
The journal of futures markets
44
Journal of banking & finance
28
International journal of theoretical and applied finance
25
International review of economics & finance : IREF
25
International review of financial analysis
25
Finance research letters
20
Review of derivatives research
20
Applied mathematical finance
19
Economic modelling
18
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Applied economics letters
16
European journal of operational research : EJOR
16
The North American journal of economics and finance : a journal of financial economics studies
16
International journal of financial engineering
15
Journal of financial economics
14
The European journal of finance
14
Applied economics
12
Research in international business and finance
12
Applied financial economics
10
Journal of commodity markets
10
Risks : open access journal
10
Journal of economic dynamics & control
9
Journal of financial markets
9
Journal of risk and financial management : JRFM
9
The energy journal
9
Annals of finance
8
Cogent economics & finance
8
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
8
Journal of empirical finance
8
Journal of mathematical finance
8
Review of quantitative finance and accounting
8
Working paper
8
American journal of agricultural economics
7
Computational economics
7
Global finance journal
7
Journal of derivatives & hedge funds
7
Management science : journal of the Institute for Operations Research and the Management Sciences
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Pacific-Basin finance journal
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ECONIS (ZBW)
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1
American option pricing and filtering with a hidden regime-switching jump diffusion
Siu, Tak Kuen
;
Elliott, Robert J.
- In:
The journal of derivatives : JOD
29
(
2022
)
3
,
pp. 106-123
Persistent link: https://www.econbiz.de/10013174827
Saved in:
2
The time dimension of volatility : implications for option strategy design
Hill, Joanne M.
- In:
The journal of derivatives : JOD
29
(
2022
)
4
,
pp. 97-109
Persistent link: https://www.econbiz.de/10014231053
Saved in:
3
Taxes and derivatives : an investor's perspective
Bouchey, Paul
;
Hood, Benjamin T.
;
Kramer, Andrea S.
; …
- In:
The journal of derivatives : JOD
29
(
2022
)
4
,
pp. 139-151
Persistent link: https://www.econbiz.de/10014231058
Saved in:
4
Simplified option price derivations
Shimko, David C.
- In:
The journal of derivatives : JOD
29
(
2022
)
5
,
pp. 9-19
Persistent link: https://www.econbiz.de/10014231070
Saved in:
5
Bias correction for bond option greeks via jackknife
Zhang, Jinyu
;
Gao, Kang
;
Li, Yong
- In:
The journal of derivatives : JOD
28
(
2021
)
4
,
pp. 45-63
Persistent link: https://www.econbiz.de/10012612919
Saved in:
6
Semi-analytical solutions for barrier and American options written on a time-dependent Ornstein-Uhlenbeck process
Carr, Peter
;
Itkin, Andrey
- In:
The journal of derivatives : JOD
29
(
2021
)
1
,
pp. 9-26
Persistent link: https://www.econbiz.de/10012612941
Saved in:
7
Pricing and hedging options on assets with options on related assets
Madan, Dilip B.
;
Wang, King
- In:
The journal of derivatives : JOD
29
(
2021
)
1
,
pp. 27-47
Persistent link: https://www.econbiz.de/10012612942
Saved in:
8
An arbitrage-free real-world model for fractional option prices
Fink, Holger Maria
- In:
The journal of derivatives : JOD
29
(
2021
)
1
,
pp. 95-121
Persistent link: https://www.econbiz.de/10012612945
Saved in:
9
Testing and mapping an empirical exercise boundary for the American put option
Pimbley, Joseph M.
- In:
The journal of derivatives : JOD
29
(
2021
)
1
,
pp. 139-147
Persistent link: https://www.econbiz.de/10012612947
Saved in:
10
Pricing discretely monitored barrier options under Markov processes through markov chain approximation
Cui, Zhenyu
;
Taylor, Stephen
- In:
The journal of derivatives : JOD
28
(
2021
)
3
,
pp. 8-33
Persistent link: https://www.econbiz.de/10012486028
Saved in:
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