//--> //--> //--> //-->
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
~source:"econis"
~subject:"Behavioural finance"
~subject:"Black-Scholes model"
~subject:"Index futures"
~subject:"Volatility"
~type_genre:"Aufsatz im Buch"
~type_genre:"Bibliografie"
~type_genre:"Konferenzbeitrag"
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
| 8 applied filters
Year of publication
From:
To:
Subject
All
Behavioural finance
Black-Scholes model
Index futures
Volatility
Option trading
152
Optionsgeschäft
152
Option pricing theory
83
Optionspreistheorie
83
Theorie
43
Theory
43
Derivat
27
Derivative
27
Hedging
21
USA
20
United States
20
Volatilität
20
Black-Scholes-Modell
13
Stochastic process
12
Stochastischer Prozess
12
Portfolio selection
11
Portfolio-Management
11
Risikomanagement
11
Risk management
9
Deutschland
6
Forecasting model
6
Germany
6
Prognoseverfahren
6
Risiko
6
Risk
6
Commodity derivative
5
Index-Futures
5
Rohstoffderivat
5
Statistical distribution
5
Statistische Verteilung
5
Anlageverhalten
4
Börsenkurs
4
Capital income
4
Estimation
4
Führungskräfte
4
Großbritannien
4
more ...
less ...
Online availability
All
Undetermined
14
Type of publication
All
Article
33
Book / Working Paper
3
Type of publication (narrower categories)
All
Aufsatz im Buch
Bibliografie
Konferenzbeitrag
Article in journal
1,075
Aufsatz in Zeitschrift
1,075
Graue Literatur
176
Non-commercial literature
176
Arbeitspapier
157
Working Paper
157
Hochschulschrift
40
Book section
31
Thesis
31
Ratgeber
15
Glossar enthalten
14
Glossary included
14
Lehrbuch
14
Textbook
14
Guidebook
12
Handbook
8
Handbuch
8
Collection of articles written by one author
7
Sammlung
7
Bibliografie enthalten
4
Bibliography included
4
Collection of articles of several authors
4
Conference paper
4
Sammelwerk
4
Forschungsbericht
3
Accompanied by computer file
2
Elektronischer Datenträger als Beilage
2
Einführung
1
more ...
less ...
Language
All
English
34
German
2
Author
All
Guillaume, Tristan
2
Avellaneda, Marco
1
Bamberg, Günter
1
Barbachan, José Santiago Fajardo
1
Bayer, Christian
1
Benth, Fred Espen
1
Borici, Artan
1
Bouden, Amine
1
Brigo, Damiano
1
Cao, Jay
1
Chance, Don M.
1
Chang, Bo Young
1
Chater, Nick
1
Chen, Jacky
1
Christoffersen, Peter F.
1
Cocozza, Rosa
1
Del Chicca, Luca
1
Dobi, Doris
1
Dorfleitner, Gregor
1
Driouchi, Tarik
1
Frey, Rüdiger
1
Fukasawa, Masaaki
1
Gamys, Moussa
1
Geršôn, Dāwid
1
Griebsch, Susanne
1
Guo, Biao
1
Hagelin, Niclas
1
Hitaj, A.
1
Hodges, Stewart D.
1
Hull, John
1
Hwang, Soosung
1
Jacobs, Kris
1
Kabanov, Jurij M.
1
Kallsen, Jan
1
Kang, Boda
1
Kühn, Christoph
1
Larcher, Gerhard
1
Lee, Cheng F.
1
Lee, Roger
1
Linton, Oliver
1
more ...
less ...
Published in...
All
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
5
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
2
Advanced mathematical methods for finance
1
Advances in finance and stochastics : essays in honour of Dieter Sondermann
1
Advances in financial risk management : corporates, intermediaries and portfolios
1
Applications
1
Computational methods in decision-making, economics and finance
1
Decision making and risk/return optimization in financial economics
1
Der Preis des Risikos
1
Discussion paper series / LSE Financial Markets Group
1
Empirical essays on financial markets, firms, and derivates
1
Equilibrium models for derivatives markets with frictions
1
Finanzierungen
1
Forecasting volatility in the financial markets
1
Handbook of economic forecasting ; Volume 2A
1
Handbook of financial time series
1
Handbook of recent advances in commodity and financial modeling : quantitative methods in banking, finance, insurance, energy and commodity markets
1
Handbook of sports and lottery markets
1
International journal of theoretical and applied finance
1
Mathematical control theory and finance
1
Nonlinear economic dynamics and financial modelling : essays in honour of Carl Chiarella
1
Portfolio construction, measurement, and efficiency : essays in honor of Jack Treynor
1
Psychology of decision making in economics, business and finance
1
Quantitative finance
1
Recent advances in financial engineering 2011: proceedings of the International Workshop on Finance 2011
1
Recent advances in financial engineering : proceedings of the 2008 Daiwa International Workshop on Financial Engineering
1
Risk management and value : valuation and asset price
1
Risk management decisions and value under uncertainty
1
Stock market volatility
1
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
36
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Probability-free models in option pricing : statistically indistinguishable dynamics and historical vs implied volatility
Brigo, Damiano
- In:
Options - 45 years since the publication of the …
,
(pp. 47-61)
.
2023
Persistent link: https://www.econbiz.de/10014366586
Saved in:
2
Cumulant formulas for implied volatility
Lee, Roger
- In:
Options - 45 years since the publication of the …
,
(pp. 185-193)
.
2023
Persistent link: https://www.econbiz.de/10014366604
Saved in:
3
A neural network approach to understanding implied volatility movements
Cao, Jay
;
Chen, Jacky
;
Hull, John
- In:
Options - 45 years since the publication of the …
,
(pp. 235-256)
.
2023
Persistent link: https://www.econbiz.de/10014366653
Saved in:
4
Modeling volatility risk in equity options market : a statistical approach
Dobi, Doris
;
Avellaneda, Marco
- In:
Options - 45 years since the publication of the …
,
(pp. 257-292)
.
2023
Persistent link: https://www.econbiz.de/10014366655
Saved in:
5
A general theory of option pricing
Geršôn, Dāwid
- In:
Options - 45 years since the publication of the …
,
(pp. 293-330)
.
2023
Persistent link: https://www.econbiz.de/10014366656
Saved in:
6
Closed form valuation of barrier options with stochastic barriers
Guillaume, Tristan
- In:
Risk management decisions and value under uncertainty
,
(pp. 1021-1050)
.
2022
Persistent link: https://www.econbiz.de/10013342082
Saved in:
7
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:
8
On the multidimensional Black-Scholes partial differential equation
Guillaume, Tristan
- In:
Decision making and risk/return optimization in …
,
(pp. 229-251)
.
2019
Persistent link: https://www.econbiz.de/10012134802
Saved in:
9
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:
10
VIX computation based on affine stochastic volatility models in discrete time
Hitaj, A.
;
Mercuri, L.
;
Rroji, E.
- In:
Handbook of recent advances in commodity and financial …
,
(pp. 141-164)
.
2018
Persistent link: https://www.econbiz.de/10011898628
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->