//--> //--> //-->
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
~person:"Gehricke, Sebastian A."
~person:"Kwok, Yue-Kuen"
~person:"Truong, Cameron"
~subject:"Volatility"
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_exact:"Option trading"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Option trading
31
Optionsgeschäft
31
Option pricing theory
15
Optionspreistheorie
15
Theorie
9
Theory
9
Volatilität
9
Börsenkurs
7
Share price
7
Black-Scholes model
5
Black-Scholes-Modell
5
Gewinn
5
Handelsvolumen der Börse
5
Profit
5
Trading volume
5
Ankündigungseffekt
4
Anlageverhalten
4
Announcement effect
4
Behavioural finance
4
Aktienoption
3
Calendar effect
3
Capital market returns
3
Derivat
3
Derivative
3
Index futures
3
Index-Futures
3
Kalendereffekt
3
Kapitalmarktrendite
3
Stock option
3
Asymmetric information
2
Asymmetrische Information
2
CAPM
2
Convertible bond
2
Earnings announcement
2
Implied volatility (IV)
2
Risiko
2
Risk
2
Search theory
2
Suchtheorie
2
more ...
less ...
Online availability
All
Undetermined
4
Free
2
Type of publication
All
Article
9
Type of publication (narrower categories)
All
Article in journal
9
Aufsatz in Zeitschrift
9
Language
All
English
9
Author
All
Gehricke, Sebastian A.
Kwok, Yue-Kuen
Truong, Cameron
Ryu, Doojin
14
Zhang, Jin E.
14
Todorov, Viktor
11
Guirguis, Michel
10
Carr, Peter
9
Fodor, Andy
9
Wang, Xingchun
9
Giglio, Stefano
8
Kelly, Bryan T.
8
McAleer, Michael
8
Ruan, Xinfeng
8
Cui, Zhenyu
7
Fusari, Nicola
7
Wu, Liuren
7
Yang, Heejin
7
Alexander, Carol
6
Andersen, Torben
6
Dew-Becker, Ian
6
Diavatopoulos, Dean
6
Farkas, Walter
6
Guo, Biao
6
Jacquier, Antoine (Jack)
6
Kim, Sol
6
Muck, Matthias
6
Nguyen, Duy
6
Rockinger, Michael
6
Shaikh, Imlak
6
Vorst, Ton
6
Alòs, Elisa
5
Bernales, Alejandro
5
Donders, Monique
5
Doran, James S.
5
Goldstein, Robert S.
5
Kirkby, J. Lars
5
Lian, Guanghua
5
Lung, Peter P.
5
Madan, Dilip B.
5
Muzzioli, Silvia
5
Padhi, Puja
5
more ...
less ...
Published in...
All
Applied economics
2
Journal of international financial markets, institutions & money
2
Applied mathematical finance
1
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
Operations research letters
1
Pacific-Basin finance journal
1
The journal of futures markets
1
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
The COVID-19 risk in the Chinese option market
Li, Jianhui
;
Ruan, Xinfeng
;
Gehricke, Sebastian A.
; …
- In:
International review of finance : the official journal …
22
(
2022
)
2
,
pp. 346-355
Persistent link: https://www.econbiz.de/10013275599
Saved in:
3
Efficient recursion-quadrature algorithms for pricing Asian options and variance derivatives under stochastic volatility and Lévy jumps
Zhang, Weinan
;
Zeng, Pingping
;
Kwok, Yue-Kuen
- In:
Operations research letters
51
(
2023
)
6
,
pp. 687-694
Persistent link: https://www.econbiz.de/10014465892
Saved in:
4
The implied volatility smirk in SPY options
Guo, Wei
;
Gehricke, Sebastian A.
;
Ruan, Xinfeng
;
Zhang, …
- In:
Applied economics
53
(
2021
)
23
,
pp. 2671-2692
Persistent link: https://www.econbiz.de/10012501393
Saved in:
5
The implied volatility smirk in the Chinese equity options market
Yue, Tian
;
Gehricke, Sebastian A.
;
Zhang, Jin E.
;
Pan, …
- In:
Pacific-Basin finance journal
69
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013369869
Saved in:
6
The implied volatility smirk in the VXX options market
Gehricke, Sebastian A.
;
Zhang, Jin E.
- In:
Applied economics
52
(
2020
)
8
,
pp. 769-788
Persistent link: https://www.econbiz.de/10012197465
Saved in:
7
Saddlepoint approximation methods for pricing derivatives on discrete realized variance
Zheng, Wendong
;
Kwok, Yue-Kuen
- In:
Applied mathematical finance
21
(
2014
)
1/2
,
pp. 1-31
Persistent link: https://www.econbiz.de/10010351861
Saved in:
8
Stock price response to S&P 500 index inclusions : do options listings and options trading volume matter?
Chen, Yangyang
;
Koutsantony, Constantine
;
Truong, Cameron
; …
- In:
Journal of international financial markets, …
23
(
2013
),
pp. 379-401
Persistent link: https://www.econbiz.de/10009707491
Saved in:
9
The options market response to accounting earnings announcements
Truong, Cameron
;
Corrado, Charles Joseph
;
Chen, Yangyang
- In:
Journal of international financial markets, …
22
(
2012
)
3
,
pp. 423-450
Persistent link: https://www.econbiz.de/10009623553
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->