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~source:"econis"
~subject:"American options"
~subject:"Behavioural finance"
~subject:"Black-Scholes model"
~subject:"Index futures"
~subject:"Portfolio-Management"
~subject:"Volatility"
~type_genre:"Bibliografie"
~type_genre:"Konferenzbeitrag"
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American options
Behavioural finance
Black-Scholes model
Index futures
Portfolio-Management
Volatility
Option trading
11
Optionsgeschäft
11
Option pricing theory
8
Optionspreistheorie
8
Volatilität
5
Derivat
3
Derivative
3
Stochastic process
3
Stochastischer Prozess
3
Capital market returns
2
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2
Kapitalmarktrendite
2
Lévy processes
2
Portfolio selection
2
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2
Theorie
2
Theory
2
Affine jump models
1
Aktienindex
1
Aktienoption
1
Anlageverhalten
1
Ansteckungseffekt
1
Barrier option
1
Bid-ask spread
1
Black-Scholes-Modell
1
CDS
1
Capital income
1
Characteristic function approximations
1
Cointegration
1
Contagion
1
Contagion effect
1
Credit derivative
1
Debt crisis
1
Delta hedging
1
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1
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Bibliografie
Konferenzbeitrag
Article in journal
1,276
Aufsatz in Zeitschrift
1,276
Graue Literatur
218
Non-commercial literature
218
Arbeitspapier
188
Working Paper
188
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61
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47
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47
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45
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20
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20
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18
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16
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16
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13
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11
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11
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10
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10
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6
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6
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6
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5
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3
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2
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Arratia, Argimiro
1
Barbachan, José Santiago Fajardo
1
Bayer, Christian
1
Benth, Fred Espen
1
Cabaña, Alejandra
1
Chance, Don M.
1
Guo, Biao
1
Junike, Gero
1
Linton, Oliver
1
Mordecki, Ernesto
1
Olivera, Federico de
1
Sabbatini, Michael
1
Schoenmakers, John
1
Schoutens, Wim
1
Shi, Yukun
1
Thomsett, Michael C.
1
Xu, Yaofei
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
2
Discussion paper series / LSE Financial Markets Group
1
International journal of theoretical and applied finance
1
Quantitative finance
1
The European journal of finance
1
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ECONIS (ZBW)
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1
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:
2
Volatility information difference between CDS, options, and the cross section of options returns
Guo, Biao
;
Shi, Yukun
;
Xu, Yaofei
- In:
Quantitative finance
20
(
2020
)
12
,
pp. 2025-2036
Persistent link: https://www.econbiz.de/10012313548
Saved in:
3
Skewed Lévy models and implied volatility skew
Olivera, Federico de
;
Barbachan, José Santiago Fajardo
; …
- In:
International journal of theoretical and applied finance
21
(
2018
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011854458
Saved in:
4
Option pricing in affine generalized Merton models
Bayer, Christian
;
Schoenmakers, John
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 219-239)
.
2016
Persistent link: https://www.econbiz.de/10011800363
Saved in:
5
Cointegrated commodity markets and pricing of derivatives in a non-Gaussian framework
Benth, Fred Espen
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 477-496)
.
2016
Persistent link: https://www.econbiz.de/10011800392
Saved in:
6
Options for risk-free portfolios : profiting with dividend collar strategies
Thomsett, Michael C.
-
2013
-
1. ed.
Persistent link: https://www.econbiz.de/10009733652
Saved in:
7
A GARCH model of the implied volatility of the Swiss market index from options prices
Linton, Oliver
;
Sabbatini, Michael
-
2004
Persistent link: https://www.econbiz.de/10002815616
Saved in:
8
An introduction to derivatives and risk management
Chance, Don M.
-
2004
-
6. ed., internat. student ed.
Persistent link: https://www.econbiz.de/10001786590
Saved in:
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