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~subject:"Option pricing theory"
~subject:"Option trading"
~subject:"Volatilität"
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Option pricing theory
Option trading
Volatilität
Options
6
Volatility
6
Optionspreistheorie
5
Theorie
4
Theory
4
Derivat
3
Derivative
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Implied volatility
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Optionsgeschäft
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Bank risk
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Bankrisiko
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Black-Scholes model
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Black-Scholes-Modell
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Brini, Alessio
1
Broll, Michael
1
Choi, Sun-Yong
1
Chung, Richard
1
Gatfaoui, Hayette
1
Huang, Xiaoxia
1
Kim, Jeong-Hoon
1
Lee, Jungwoo
1
Lenz, Jimmie
1
Li, Bin
1
Li, Pengshi
1
Lin, Yan
1
Mitra, Sovan
1
Omura, Akihiro
1
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1
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Economic modelling
Research paper series / Swiss Finance Institute
69
Swiss Finance Institute Research Paper
43
Journal of banking & finance
29
Quantitative finance
28
Discussion paper / Tinbergen Institute
24
SFB 649 discussion paper
23
Finance research letters
19
International review of financial analysis
19
International journal of theoretical and applied finance
18
Working paper
17
The journal of futures markets
16
Journal of financial economics
15
Journal of risk and financial management : JRFM
15
The journal of derivatives : JOD
15
International review of economics & finance : IREF
13
Working Paper
13
Applied economics
12
International Journal of Financial Studies : open access journal
12
International journal of financial engineering
12
The North American journal of economics and finance : a journal of financial economics studies
12
Working paper series / Centre for Practical Quantitative Finance
12
Robert H. Smith School Research Paper
11
Applied mathematical finance
10
Energy economics
10
Risks : open access journal
10
Staff reports / Federal Reserve Bank of New York
10
Asia-Pacific journal of financial studies
9
Journal of econometrics
9
Journal of empirical finance
9
The European journal of finance
9
Cogent economics & finance
8
Journal of international financial markets, institutions & money
8
Management science : journal of the Institute for Operations Research and the Management Sciences
8
Review of derivatives research
8
Rotman School of Management Working Paper
8
SSE EFI working paper series in economics and finance
8
Working paper / Centre for Financial Research
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Annals of finance
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ECONIS (ZBW)
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1
What determines volatility smile in China?
Li, Pengshi
;
Xian, Aichuan
;
Lin, Yan
- In:
Economic modelling
96
(
2021
),
pp. 326-335
Persistent link: https://www.econbiz.de/10012745422
Saved in:
2
Equity market information and credit risk signaling : a quantile cointegrating regression approach
Gatfaoui, Hayette
- In:
Economic modelling
64
(
2017
),
pp. 48-59
Persistent link: https://www.econbiz.de/10011756467
Saved in:
3
Operational risk of option hedging
Mitra, Sovan
- In:
Economic modelling
33
(
2013
),
pp. 194-203
Persistent link: https://www.econbiz.de/10010191991
Saved in:
4
Convenience yield, realised volatility and jumps : evidence from non-ferrous metals
Omura, Akihiro
;
Li, Bin
;
Chung, Richard
;
Todorova, Neda
- In:
Economic modelling
70
(
2018
),
pp. 496-510
Persistent link: https://www.econbiz.de/10012027980
Saved in:
5
A risk index to model uncertain portfolio investment with
options
Wang, Xuting
;
Huang, Xiaoxia
- In:
Economic modelling
80
(
2019
),
pp. 284-293
Persistent link: https://www.econbiz.de/10012200594
Saved in:
6
Pricing cryptocurrency
options
with machine learning regression for handling market volatility
Brini, Alessio
;
Lenz, Jimmie
- In:
Economic modelling
136
(
2024
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014549153
Saved in:
7
On the stochastic elasticity of variance diffusions
Kim, Jeong-Hoon
;
Yoon, Ji-Hun
;
Lee, Jungwoo
;
Choi, Sun-Yong
- In:
Economic modelling
51
(
2015
),
pp. 263-268
Persistent link: https://www.econbiz.de/10011475989
Saved in:
8
The
skewness
risk premium in currency markets
Broll, Michael
- In:
Economic modelling
58
(
2016
),
pp. 494-511
Persistent link: https://www.econbiz.de/10011647522
Saved in:
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