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~source:"econis"
~subject:"Black-Scholes model"
~subject:"Risk"
~subject:"Theory"
~type_genre:"Article in journal"
~type_genre:"Systematic review"
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Black-Scholes model
Risk
Theory
Option trading
2,665
Optionsgeschäft
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Option pricing theory
1,642
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830
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3
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International journal of theoretical and applied finance
44
Mathematical finance : an international journal of mathematics, statistics and financial theory
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The journal of derivatives : the official publication of the International Association of Financial Engineers
38
The journal of futures markets
34
Finance and stochastics
30
Review of derivatives research
30
Journal of banking & finance
29
The journal of computational finance
25
Applied mathematical finance
22
Journal of economic dynamics & control
17
The review of financial studies
17
Journal of financial economics
15
The North American journal of economics and finance : a journal of financial economics studies
14
Finance research letters
12
Computational economics
11
Finance : revue de l'Association Française de Finance
10
International journal of financial engineering
10
Journal of financial markets
10
The journal of finance : the journal of the American Finance Association
10
Asia-Pacific financial markets
9
Finanzmarkt und Portfolio-Management
9
International review of economics & finance : IREF
9
Quantitative finance
9
Applied economics
8
Decisions in economics and finance : DEF ; a journal of applied mathematics
8
Journal of risk and financial management : JRFM
8
The European journal of finance
8
Journal of derivatives & hedge funds
7
Journal of econometrics
7
Journal of financial and quantitative analysis : JFQA
7
Journal of mathematical finance
7
Applied financial economics
6
International review of financial analysis
6
Management science : journal of the Institute for Operations Research and the Management Sciences
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Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
6
European journal of operational research : EJOR
5
Applied economics letters
4
International journal of theoretical and applied finance : IJTAF
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ECONIS (ZBW)
Showing
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850
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1
Effectiveness of deterministic option pricing models : new evidence from Nifty and Bank Nifty Index options
Singh, Vipul Kumar
;
Kumar, Pawan
- In:
The journal of asset management : a major new, …
25
(
2024
)
2
,
pp. 172-189
Persistent link: https://www.econbiz.de/10014511683
Saved in:
2
Accurate delta hedging of european options using conformable calculus
Olmos, Andrés
;
Muriel, Nelson
- In:
EconoQuantum : Revista de Economía y Negocios
21
(
2024
)
1
,
pp. 59-69
Persistent link: https://www.econbiz.de/10014500556
Saved in:
3
Valuation of standard call options using the Euler-Maruyama method with strong approximation
Suescún-Díaz, Daniel
;
Girón, Luis Eduardo
- In:
Computational economics
61
(
2023
)
4
,
pp. 1545-1560
Persistent link: https://www.econbiz.de/10014327069
Saved in:
4
Implied volatility surfaces : a comprehensive analysis using half a billion option prices
Ulrich, Maxim
;
Zimmer, Lukas
;
Merbecks, Constantin
- In:
Review of derivatives research
26
(
2023
)
2/3
,
pp. 135-169
Persistent link: https://www.econbiz.de/10014423871
Saved in:
5
Investment disputes and their explicit role in option market uncertainty and overall risk instability
Drábek, Zdeněk
;
Kopa, Miloš
;
Maciak, Matúš
; …
- In:
Computational management science
20
(
2023
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014391957
Saved in:
6
The role of fleeting orders on option expiration days
Figueiredo, Antonio
;
Jain, Pankaj K.
;
Mishra, Suchismita
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1511-1529
Persistent link: https://www.econbiz.de/10014419175
Saved in:
7
Nonparametric estimates of option prices via Hermite basis functions
Marinelli, Carlo
;
D'Addona, Stefano
- In:
Annals of finance
19
(
2023
)
4
,
pp. 477-522
Persistent link: https://www.econbiz.de/10014448291
Saved in:
8
Improvized implied volatility function and nonparametric approach to unbiased estimation
Muhammad, Atif Sattar
;
Zhang, Hailiang
;
Kanwal, Samra
; …
- In:
International journal of financial engineering
10
(
2023
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014251229
Saved in:
9
Long-term option pricing with a lower reflecting barrier
Thomas, Guy
- In:
Annals of actuarial science : publ. by the Institute of …
17
(
2023
)
2
,
pp. 358-384
Persistent link: https://www.econbiz.de/10014320064
Saved in:
10
Delta hedging bitcoin options with a smile
Alexander, Carol
;
Imeraj, Arben
- In:
Quantitative finance
23
(
2023
)
5
,
pp. 799-817
Persistent link: https://www.econbiz.de/10014304354
Saved in:
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