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Option trading
64
Optionsgeschäft
64
Option pricing theory
47
Optionspreistheorie
47
Volatility
22
Volatilität
22
Derivat
14
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Ap Gwilym, Owain
1
Benzennou, Bouchra
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Bernales, Alejandro
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Cañón, Carlos Iván
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Felföldi-Szűcs, Nóra
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Forte, Santiago
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Finance research letters
The journal of futures markets
45
Research paper series / Swiss Finance Institute
39
Mathematical finance : an international journal of mathematics, statistics and financial theory
34
The journal of derivatives : the official publication of the International Association of Financial Engineers
33
Journal of banking & finance
31
Finance and stochastics
26
Swiss Finance Institute Research Paper
26
International journal of theoretical and applied finance
23
Working paper series / Centre for Practical Quantitative Finance
19
Journal of financial economics
18
Review of derivatives research
17
SFB 649 discussion paper
17
The journal of computational finance
16
The review of financial studies
16
Discussion paper / Tinbergen Institute
14
Applied mathematical finance
12
International review of economics & finance : IREF
12
Journal of financial markets
12
Working paper
12
Working paper / Centre for Financial Research
12
Journal of economic dynamics & control
11
Robert H. Smith School Research Paper
11
Working paper / National Bureau of Economic Research, Inc.
11
Finance : revue de l'Association Française de Finance
10
Asia-Pacific financial markets
9
Bonn Econ Discussion Papers / BGSE
9
Journal of econometrics
9
Journal of risk and financial management : JRFM
9
NBER working paper series
9
Staff reports / Federal Reserve Bank of New York
9
The journal of finance : the journal of the American Finance Association
9
Cogent economics & finance
8
Finanzmarkt und Portfolio-Management
8
Decisions in economics and finance : DEF ; a journal of applied mathematics
7
Discussion papers of interdisciplinary research project 373
7
HKIMR Working Paper
7
Journal of financial and quantitative analysis : JFQA
7
Journal of international financial markets, institutions & money
7
Management science : journal of the Institute for Operations Research and the Management Sciences
7
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1
Volatility discovery : can the CDS market beat the equity options market?
Forte, Santiago
;
Lovreta, Lidija
- In:
Finance research letters
28
(
2019
),
pp. 107-111
Persistent link: https://www.econbiz.de/10012388022
Saved in:
2
Bid-ask spread and liquidity searching behaviour of informed investors in option markets
Bernales, Alejandro
;
Cañón, Carlos Iván
;
Verousis, Thanos
- In:
Finance research letters
25
(
2018
),
pp. 96-102
Persistent link: https://www.econbiz.de/10012003477
Saved in:
3
Commonality in liquidity across options and stock futures markets
Benzennou, Bouchra
;
Ap Gwilym, Owain
;
Williams, Gwion
- In:
Finance research letters
32
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012430742
Saved in:
4
Improved method for static replication under the CEV model
Tsai, Wei-che
- In:
Finance research letters
11
(
2014
)
3
,
pp. 194-202
Persistent link: https://www.econbiz.de/10010441889
Saved in:
5
Information content and market liquidity in the fixed income market : evidence from the swaption market
Hattori, Takahiro
- In:
Finance research letters
45
(
2022
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014574914
Saved in:
6
Variance risk premiums and aging firms
Neururer, Thaddeus
- In:
Finance research letters
58
(
2023
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014581299
Saved in:
7
The impact of position limits on options trading
Switzer, Lorne N.
;
Tu, Qiao
- In:
Finance research letters
61
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014490632
Saved in:
8
Put-call parity in a crypto option market : evidence from Binance
Felföldi-Szűcs, Nóra
;
Králik, Balázs
;
Váradi, Kata
- In:
Finance research letters
61
(
2024
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014490726
Saved in:
9
The COVID-19 risk in the cross-section of equity options
Jitsawatpaiboon, Kanokrak
;
Ruan, Xinfeng
- In:
Finance research letters
53
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014472524
Saved in:
10
Price discovery in the volatility index option market : a univariate GARCH approach
Venter, Pierre J
;
Maré, E.
- In:
Finance research letters
44
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014494881
Saved in:
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