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~isPartOf:"The journal of futures markets"
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Option pricing theory
261
Optionspreistheorie
261
Option trading
84
Optionsgeschäft
84
Volatility
78
Volatilität
78
Theorie
69
Theory
69
USA
41
Stochastic process
40
Stochastischer Prozess
40
United States
40
Estimation
34
Schätzung
34
Derivat
32
Derivative
32
Hedging
28
Index futures
25
Index-Futures
25
Black-Scholes model
19
Black-Scholes-Modell
19
ARCH model
15
ARCH-Modell
15
Aktienoption
15
Stock option
15
Statistical distribution
14
Statistische Verteilung
14
Yield curve
14
Zinsstruktur
14
Börsenkurs
12
Share price
12
Credit risk
10
Currency option
10
Devisenoption
10
Kreditrisiko
10
Commodity derivative
9
Forecasting model
9
Prognoseverfahren
9
Rohstoffderivat
9
option pricing
9
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Undetermined
57
Free
10
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Article
260
Book / Working Paper
1
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Article in journal
260
Aufsatz in Zeitschrift
260
Collection of articles of several authors
1
Conference proceedings
1
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1
Sammelwerk
1
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English
261
Author
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Chung, San-lin
7
Câmara, António
7
Kang, Jangkoo
7
Wang, Yaw-huei
7
Hung, Mao-Wei
6
Kim, Hwa-sung
5
Kwok, Yue-Kuen
5
Liao, Szu-Lang
5
Corrado, Charles Joseph
4
Gauthier, Geneviève
4
Guo, Jia-hau
4
Liu, Qiang
4
Lyuu, Yuh-dauh
4
Ryu, Doojin
4
Zhang, Jin E.
4
Elliott, Robert J.
3
Gray, Philip K.
3
Huang, Zhuo
3
Kuo, I.-doun
3
Lee, Hangsuck
3
Lim, Kian-Guan
3
Lin, Yueh-neng
3
Nunes, Joaõ Pedro Vidal
3
Shiraya, Kenichiro
3
Su, Tie
3
Wang, Xingchun
3
Wong, Hoi Ying
3
Alcock, Jamie
2
Alexander, Carol
2
Bellalah, Mondher
2
Byun, Suk Joon
2
Chang, Jack S. K.
2
Chang, Jui-jane
2
Chen, Chao-chun
2
Chen, Son-nan
2
Cheng, Xin
2
Chung, San-Lin
2
Cui, Zhenyu
2
Dai, Tian-Shyr
2
Daigler, Robert T.
2
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Asia Pacific Futures Research Symposium <13, 2003, Schanghai>
1
International Conference on Derivatives and Risk Management <2003, Schanghai>
1
Published in...
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The journal of futures markets
International journal of project management : the journal of The International Project Management Association
1,131
International journal of theoretical and applied finance
467
International journal of managing projects in business
375
European journal of operational research : EJOR
305
Project management journal : PMJ
304
Mathematical finance : an international journal of mathematics, statistics and financial theory
255
The journal of computational finance
255
Applied mathematical finance
240
Finance and stochastics
218
Journal of banking & finance
210
The journal of derivatives : the official publication of the International Association of Financial Engineers
203
Quantitative finance
196
Insurance / Mathematics & economics
183
SpringerLink / Bücher
182
Review of derivatives research
170
Project management journal
166
International journal of project organisation & management : IJPOM
161
IEEE transactions on engineering management : EM
139
Risks : open access journal
138
Journal of economic dynamics & control
131
International journal of financial engineering
117
Finance research letters
116
Computational economics
110
Journal of mathematical finance
109
Projektmanagement aktuell
97
Manuskripte aus den Instituten für Betriebswirtschaftslehre der Universität Kiel
94
Research paper series / Swiss Finance Institute
89
Management science : journal of the Institute for Operations Research and the Management Sciences
84
The North American journal of economics and finance : a journal of financial economics studies
83
The European journal of finance
82
Journal of financial economics
80
Asia-Pacific financial markets
78
Computers & operations research : and their applications to problems of world concern ; an international journal
73
NBER working paper series
70
Journal of econometrics
67
Energy economics
64
Europäische Hochschulschriften / 5
60
International journal of production research
60
Project leadership and society
60
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ECONIS (ZBW)
261
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1
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261
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1
Quality issues of implied volatilities of index and stock options in the OptionMetrics IvyDB database
Wallmeier, Martin
- In:
The journal of futures markets
44
(
2024
)
5
,
pp. 854-875
Persistent link: https://www.econbiz.de/10014536695
Saved in:
2
SOFR term structure dynamics : discontinuous short rates and stochastic volatility forward rates
Brace, Alan
;
Gellert, Karol
;
Schlögl, Erik
- In:
The journal of futures markets
44
(
2024
)
6
,
pp. 936-985
Persistent link: https://www.econbiz.de/10014536708
Saved in:
3
Lever up! : an analysis of options trading in leveraged ETFs
Gilstrap, Collin
;
Petkevich, Alex
;
Teterin, Pavel
; …
- In:
The journal of futures markets
44
(
2024
)
6
,
pp. 986-1002
Persistent link: https://www.econbiz.de/10014536712
Saved in:
4
Calibration in the "real world" of a partially specified stochastic volatility model
Fatone, Lorella
;
Mariani, Francesca
;
Zirilli, Francesco
- In:
The journal of futures markets
44
(
2024
)
1
,
pp. 75-102
Persistent link: https://www.econbiz.de/10014475426
Saved in:
5
Leveraging prices from credit and equity option markets for portfolio risk management
Bégin, Jean-François
;
Boudreault, Mathieu
; …
- In:
The journal of futures markets
44
(
2024
)
1
,
pp. 122-147
Persistent link: https://www.econbiz.de/10014475433
Saved in:
6
Term spreads of implied volatility smirk and variance risk premium
Guo, Wei
;
Ruan, Xinfeng
;
Gehricke, Sebastian A.
;
Zhang, …
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 829-857
Persistent link: https://www.econbiz.de/10014293246
Saved in:
7
Hedging options in a hidden Markov-switching local-volatility model via stochastic flows and a Monte-Carlo method
Elliott, Robert J.
;
Siu, Tak Kuen
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 925-950
Persistent link: https://www.econbiz.de/10014293270
Saved in:
8
Estimation of rare disaster concerns from option prices : an arbitrage-free RND-based smile construction approach
Albert, Pascal
;
Herold, Michael
;
Muck, Matthias
- In:
The journal of futures markets
43
(
2023
)
12
,
pp. 1807-1835
Persistent link: https://www.econbiz.de/10014433013
Saved in:
9
Option pricing with state-dependent pricing kernel
Tong, Chen
;
Hansen, Peter Reinhard
;
Huang, Zhuo
- In:
The journal of futures markets
42
(
2022
)
8
,
pp. 1409-1433
Persistent link: https://www.econbiz.de/10013287978
Saved in:
10
Forecasting realized volatility : new evidence from time-varying jumps in VIX
Dutta, Anupam
;
Das, Debojyoti
- In:
The journal of futures markets
42
(
2022
)
12
,
pp. 2165-2189
Persistent link: https://www.econbiz.de/10013465875
Saved in:
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