//--> //--> //-->
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
~subject:"liquidity"
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:"Barrier option"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
liquidity
Option trading
4,894
Optionsgeschäft
4,894
Optionspreistheorie
2,858
Option pricing theory
2,854
Volatilität
1,285
Volatility
1,282
Theorie
1,018
Theory
1,018
Derivat
971
Derivative
971
Hedging
532
Stochastic process
469
Stochastischer Prozess
469
USA
465
United States
463
Börsenkurs
407
Share price
407
Black-Scholes-Modell
399
Portfolio selection
398
Portfolio-Management
398
Black-Scholes model
396
Estimation
290
Schätzung
290
Capital income
289
Kapitaleinkommen
289
Behavioural finance
249
Anlageverhalten
248
Aktienoption
229
Stock option
225
Index-Futures
213
Index futures
212
Risikoprämie
205
Risk premium
205
Forecasting model
201
Prognoseverfahren
201
CAPM
173
Risk
168
Risiko
167
Experiment
158
Risikomanagement
144
more ...
less ...
Online availability
All
Undetermined
7
Free
2
Type of publication
All
Article
8
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Language
All
English
10
Author
All
Verousis, Thanos
3
Ap Gwilym, Owain
2
François-Heude, Alain
2
Michielon, Matteo
2
Nimalendran, Mahendrarajah
2
Rzayev, Khaladdin
2
Sagade, Satchit
2
Bakel, Sjoerd van
1
Bandi, Federico M.
1
Borovkova, Svetlana
1
Chen, XiaoHua
1
Kalaitzoglou, Iordanis
1
Khedher, Asma
1
Kolokolov, Aleksey
1
Pirino, Davide
1
Renò, Roberto
1
Spreij, Peter
1
Voukelatos, Nikolaos
1
Yousfi, Ouidad
1
Yousfi, Quidad
1
Zhang, Mengyu
1
more ...
less ...
Published in...
All
The European journal of finance
2
Discussion paper / LSE Financial Markets Group
1
International journal of financial engineering
1
International journal of theoretical and applied finance
1
Journal of derivatives & hedge funds
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
SRC discussion paper
1
SRC discussion paper : discussion paper series
1
The journal of asset management
1
The journal of futures markets
1
more ...
less ...
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
High-frequency trading in the stock market and the costs of option market making
Nimalendran, Mahendrarajah
;
Rzayev, Khaladdin
;
Sagade, …
-
2021
Persistent link: https://www.econbiz.de/10012818340
Saved in:
2
High-frequency trading in the stock market and the costs of option market making
Nimalendran, Mahendrarajah
;
Rzayev, Khaladdin
;
Sagade, …
-
2021
Persistent link: https://www.econbiz.de/10012800831
Saved in:
3
Information and the arrival rate of option trading volume
Zhang, Mengyu
;
Verousis, Thanos
;
Kalaitzoglou, Iordanis
- In:
The journal of futures markets
42
(
2022
)
4
,
pp. 605-644
Persistent link: https://www.econbiz.de/10013187564
Saved in:
4
Liquidity-free implied volatilities : an approach using conic finance
Michielon, Matteo
;
Khedher, Asma
;
Spreij, Peter
- In:
International journal of financial engineering
8
(
2021
)
4
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012815112
Saved in:
5
Conic CVA and DVA for option portfolios
Bakel, Sjoerd van
;
Borovkova, Svetlana
;
Michielon, Matteo
- In:
International journal of theoretical and applied finance
23
(
2020
)
5
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012496518
Saved in:
6
Zeros
Bandi, Federico M.
;
Kolokolov, Aleksey
;
Pirino, Davide
; …
- In:
Management science : journal of the Institute for …
66
(
2020
)
8
,
pp. 3466-3479
Persistent link: https://www.econbiz.de/10012289150
Saved in:
7
The intraday determination of liquidity in the NYSE LIFFE equity option markets
Verousis, Thanos
;
Ap Gwilym, Owain
;
Chen, XiaoHua
- In:
The European journal of finance
22
(
2016
)
10/12
,
pp. 1164-1188
Persistent link: https://www.econbiz.de/10011715335
Saved in:
8
Commonality in equity options liquidity : evidence from European markets
Verousis, Thanos
;
Ap Gwilym, Owain
;
Voukelatos, Nikolaos
- In:
The European journal of finance
22
(
2016
)
10/12
,
pp. 1204-1223
Persistent link: https://www.econbiz.de/10011715347
Saved in:
9
A generalization of Gray and Whaley's reset option
François-Heude, Alain
;
Yousfi, Ouidad
- In:
The journal of asset management
16
(
2015
)
4
,
pp. 223-235
Persistent link: https://www.econbiz.de/10011413331
Saved in:
10
On the liquidity of CAC 40 index options market
François-Heude, Alain
;
Yousfi, Quidad
- In:
Journal of derivatives & hedge funds
20
(
2014
)
3
,
pp. 177-198
Persistent link: https://www.econbiz.de/10010462971
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->