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Option pricing theory
111
Optionspreistheorie
111
Efficient market hypothesis
96
Effizienzmarkthypothese
96
Volatility
78
Volatilität
78
Börsenkurs
70
Share price
70
Derivat
67
Derivative
67
Option trading
58
Optionsgeschäft
58
Theorie
53
Theory
53
Efficiency
46
Effizienz
40
Stochastic process
39
Stochastischer Prozess
39
Estimation
37
Schätzung
37
Bid-ask spread
34
Capital income
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Geld-Brief-Spanne
34
Kapitaleinkommen
34
Market efficiency
32
Aktienmarkt
29
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Virtuelle Währung
29
Liquidity
26
Securities trading
25
Wertpapierhandel
25
Bitcoin
24
China
24
Hedging
24
Anlageverhalten
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Behavioural finance
23
Liquidität
22
Portfolio selection
18
Portfolio-Management
18
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Wang, Xingchun
7
Sensoy, Ahmet
6
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4
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4
Luo, Xingguo
4
Ryu, Doojin
4
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3
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3
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3
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3
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3
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3
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3
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3
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3
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3
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2
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2
Cao, Jiling
2
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2
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Finance research letters
MPRA Paper
1,328
The journal of futures markets
780
International journal of theoretical and applied finance
585
Journal of banking & finance
583
Economics Bulletin
484
NBER Working Papers
459
NBER working paper series
400
Working paper / National Bureau of Economic Research, Inc.
346
Applied economics
326
European journal of operational research : EJOR
298
Review of Pacific Basin Financial Markets and Policies (RPBFMP)
296
Mathematical finance : an international journal of mathematics, statistics and financial theory
294
The journal of derivatives : the official publication of the International Association of Financial Engineers
294
NBER Working Paper
288
Working Paper
287
Working paper
287
Journal of financial economics
277
Energy economics
268
The journal of computational finance
267
Applied mathematical finance
263
Finance and stochastics
260
CESifo working papers
255
CESifo Working Paper
254
International review of financial analysis
248
Quantitative finance
240
CEPR Discussion Papers
222
Research paper series / Swiss Finance Institute
214
The journal of finance : the journal of the American Finance Association
210
Review of derivatives research
209
International review of economics & finance : IREF
205
Applied financial economics
204
Discussion paper / Tinbergen Institute
199
The European journal of finance
199
Journal of economic dynamics & control
191
Applied economics letters
190
ECB Working Paper
190
SpringerLink / Bücher
190
The review of financial studies
187
Economics letters
186
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ECONIS (ZBW)
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1
How fundamental is the one-period trinomial model to European option pricing bounds : a new methodological approach
Braouezec, Yann
- In:
Finance research letters
21
(
2017
),
pp. 92-99
Persistent link: https://www.econbiz.de/10011807511
Saved in:
2
Estimation of bid-ask prices for options on LIBOR based instruments
Sonono, Masimba Energy
;
Mashele, Hopolang Phillip
- In:
Finance research letters
19
(
2016
),
pp. 33-41
Persistent link: https://www.econbiz.de/10011657436
Saved in:
3
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:
4
Analytical valuation of power exchange options with default risk
Xu, Guangli
;
Shao, Xinjian
;
Wang, Xingchun
- In:
Finance research letters
28
(
2019
),
pp. 265-274
Persistent link: https://www.econbiz.de/10012388320
Saved in:
5
Credit-implied forward volatility and volatility expectations
Byström, Hans N. E.
- In:
Finance research letters
16
(
2016
),
pp. 132-138
Persistent link: https://www.econbiz.de/10011655141
Saved in:
6
Pricing vulnerable options with stochastic default barriers
Wang, Xingchun
- In:
Finance research letters
19
(
2016
),
pp. 305-313
Persistent link: https://www.econbiz.de/10011657733
Saved in:
7
Prices of
derivative
warrants considering their market characteristics and short-selling costs of underlying assets
Bae, Kwangil
;
Lee, Soonhee
- In:
Finance research letters
45
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014581630
Saved in:
8
Exotic options pricing under special Lévy process models : a biased control variate method approach
Jia, Jiayi
;
Lai, Yongzeng
;
Li, Lin
;
Tan, Vinna
- In:
Finance research letters
34
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012436769
Saved in:
9
An empirical study on the characterization of implied volatility and pricing in the Chinese option market
Fan, Qingqian
;
Feng, Sixian
- In:
Finance research letters
49
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013479611
Saved in:
10
Price discovery of the Chinese crude oil options and futures markets
Zou, Mi
;
Han, Lin
;
Yang, Zhini
- In:
Finance research letters
60
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014490178
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