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Search: subject_exact:"Asian option"
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Derivative
Scientific modelling
Option trading
4,875
Optionsgeschäft
4,875
Optionspreistheorie
2,839
Option pricing theory
2,835
Volatilität
1,269
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1,266
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1,015
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1,015
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964
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526
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465
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464
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396
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393
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287
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287
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286
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248
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227
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223
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211
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210
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201
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201
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Hull, John
25
Wang, Xingchun
12
Madan, Dilip B.
9
Czerwonko, Michal
7
Fusari, Nicola
7
Jackwerth, Jens Carsten
7
Joshi, Mark S.
7
Kräussl, Roman
7
McAleer, Michael
7
Shea, Gary S.
7
Stork, Philip
7
Benth, Fred Espen
6
Félix, Luiz
6
Kōnstantinidēs, Giōrgos
6
Perrakis, Stylianos
6
Ryu, Doojin
6
Subrahmanyam, Marti G.
6
Tang, Robert
6
Todorov, Viktor
6
Andersen, Torben
5
Chang, Chia-Lin
5
Jarrow, Robert A.
5
Kang, Jangkoo
5
Kelly, Bryan T.
5
Kolb, Robert W.
5
Schoutens, Wim
5
Van Nieuwerburgh, Stijn
5
Zheng, Wendong
5
Alexander, Carol
4
Augustin, Patrick
4
Brenner, Menachem
4
Carr, Peter
4
Chance, Don M.
4
Cui, Zhenyu
4
Du, Du
4
Escobar, Marcos
4
Farkas, Walter
4
Galai, Dan
4
Guirguis, Michel
4
Kaeck, Andreas
4
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National Bureau of Economic Research
4
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2
Bank für Internationalen Zahlungsausgleich
1
Business Information Centre <Toronto>
1
Chambre de commerce et d'industrie de Paris
1
Chicago, Ill. / Board of Trade
1
City University
1
Eberhard Karls Universität Tübingen
1
Expert Meeting on Crisis and Development in Latin America and the Caribbean, Santiago, Chile, 29.4.-3.5.1985
1
Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
1
Hebrew University FinTech Center / International Conference <2019, Jerusalem>
1
Institute for Fiscal Studies
1
Iowa State University / Center for Agricultural and Rural Development
1
Islamic Texts Society
1
OECD
1
Oxford Institute for Energy Studies
1
Pearson Studium
1
Practising Law Institute
1
Shaker Verlag
1
United States / Securities and Exchange Commission / Division of Trading and Exchanges
1
Universität Augsburg / Institut für Volkswirtschaftslehre
1
Vereniging European Options Exchange <Amsterdam>
1
Österreichische Termin- und Optionenbörse <Wien>
1
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Published in...
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The journal of futures markets
26
International journal of theoretical and applied finance
25
Review of derivatives research
18
Applied mathematical finance
16
International journal of financial engineering
14
Quantitative finance
14
Finance research letters
13
International review of economics & finance : IREF
13
Journal of banking & finance
13
The North American journal of economics and finance : a journal of financial economics studies
13
Journal of financial economics
12
The journal of derivatives : JOD
12
European journal of operational research : EJOR
11
International review of financial analysis
8
Journal of economic dynamics & control
8
Journal of financial markets
8
Journal of mathematical finance
8
The European journal of finance
8
Management science : journal of the Institute for Operations Research and the Management Sciences
7
Risks : open access journal
7
Economic modelling
6
The journal of computational finance
6
Applied economics letters
5
Computational economics
5
Energy economics
5
Finance and stochastics
5
Global finance journal
5
Journal of econometrics
5
Review of quantitative finance and accounting
5
The journal of finance : the journal of the American Finance Association
5
wi - Wirtschaft
5
Always learning
4
Annals of finance
4
Applied financial economics
4
Cogent economics & finance
4
Journal of derivatives & hedge funds
4
Journal of risk and financial management : JRFM
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
Mathematics and financial economics
4
NBER working paper series
4
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Source
All
ECONIS (ZBW)
991
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81
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991
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81
Treasury option returns and models with unspanned risks
Bakshi, Gurdip S.
;
Crosby, John
;
Gao, Xiaohui
;
Hansen, …
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014462650
Saved in:
82
Pricing swaptions and zero-coupon futures options under the discrete-time arbitrage-free Nelson-Siegel model
Godin, Frédéric
;
Eghbalzadeh, Ramin
;
Gaillardetz, Patrice
- In:
Review of derivatives research
26
(
2023
)
2/3
,
pp. 171-206
Persistent link: https://www.econbiz.de/10014423872
Saved in:
83
Hedging performance using google trends : evidence from the Indian forex options market
Chi, Tsung-Li
;
Liu, Hung-Tsen
;
Chang, Chia-Chien
- In:
International review of economics & finance : IREF
85
(
2023
),
pp. 107-123
Persistent link: https://www.econbiz.de/10014424052
Saved in:
84
Beware of extreme investor sentiments! : Indian evidence on the performance of neuro-specific options volatility trading strategies on the facets of COVID-19
Royit, Ansu
;
Jose, Babu
;
Varghese, James
- In:
Journal of emerging market finance
22
(
2023
)
3
,
pp. 326-350
Persistent link: https://www.econbiz.de/10014382363
Saved in:
85
Subleading correction to the Asian options volatility in the black-scholes model
Pirjol, Dan
- In:
International journal of theoretical and applied …
26
(
2023
)
2/3
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014365668
Saved in:
86
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:
87
Harvesting the volatility smile in a large emerging market : a Dynamic Nelson-Siegel approach
Kumar, Sudarshan
;
Agarwalla, Sobhesh Kumar
;
Varma, …
- In:
The journal of futures markets
43
(
2023
)
11
,
pp. 1615-1644
Persistent link: https://www.econbiz.de/10014432920
Saved in:
88
Pricing and hedging wind power prediction risk with binary option contracts
Thakur, Jagruti
;
Hesamzadeh, Mohammad Reza
;
Date, Paresh
; …
- In:
Energy economics
126
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014483492
Saved in:
89
Uncertainty about interest rates and the real economy
Qadan, Mahmoud
;
Shuval, Kerem
;
David, Or
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014485443
Saved in:
90
An imprecise pricing model for Asian options based on nonparametric predictive inference
He, Ting
- In:
Pacific-Basin finance journal
77
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014463687
Saved in:
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