//--> //--> //--> //-->
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
~isPartOf:"Journal of financial markets"
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
Pricing american options when...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Börsenkurs
214
Share price
214
Capital income
88
Kapitaleinkommen
88
Volatility
88
Volatilität
88
Theorie
65
Theory
65
Aktienmarkt
55
Stock market
55
Estimation
52
Schätzung
52
Securities trading
50
Wertpapierhandel
50
Anlageverhalten
39
Behavioural finance
39
Option trading
34
Optionsgeschäft
34
Liquidity
31
Market microstructure
28
Marktmikrostruktur
28
Portfolio selection
28
Portfolio-Management
28
Forecasting model
27
Handelsvolumen der Börse
27
Prognoseverfahren
27
Trading volume
27
Asymmetric information
26
Asymmetrische Information
26
USA
25
United States
25
Liquidität
24
Risikoprämie
24
Risk premium
24
CAPM
23
Electronic trading
23
Elektronisches Handelssystem
23
Option pricing theory
21
Optionspreistheorie
21
Price discovery
21
more ...
less ...
Online availability
All
Undetermined
173
Free
1
Type of publication
All
Article
284
Type of publication (narrower categories)
All
Article in journal
284
Aufsatz in Zeitschrift
284
Language
All
English
284
Author
All
Stoll, Hans R.
4
Chung, Kee H.
3
Easley, David
3
Nguyen, Nhut
3
Stivers, Christopher T.
3
Wang, Junbo
3
Weaver, Daniel G.
3
Wu, Chunchi
3
Zhang, Bohui
3
Anand, Amber
2
Andersen, Torben
2
Anderson, Randy I.
2
Benos, Evangelos
2
Bonato, Matteo
2
Bondarenko, Oleg
2
Boudt, Kris
2
Cao, Charles Q.
2
Cepni, Oguzhan
2
Chakrabarty, Bidisha
2
Chen, Xi
2
Chuang, Wen-I
2
Chuwonganant, Chairat
2
Connolly, Robert A.
2
Foucault, Thierry
2
Gatčev, Vladimir A.
2
Grass, Gunnar
2
Guo, Xu
2
Gupta, Rangan
2
Hao, Qing
2
Hillion, Pierre Henri
2
Ibikunle, Gbenga
2
Jain, Pankaj K.
2
Kamara, Avraham
2
Kang, Jangkoo
2
Korn, Olaf
2
Koski, Jennifer L.
2
Lee, Eunju
2
Lee, Suzanne S.
2
Li, Wei
2
Lin, Qi
2
more ...
less ...
Published in...
All
Journal of financial markets
Finance research letters
1,171
NBER working paper series
1,092
Journal of banking & finance
1,025
Working paper / National Bureau of Economic Research, Inc.
1,011
International review of financial analysis
898
NBER Working Paper
859
Energy economics
754
The journal of futures markets
745
Journal of financial economics
723
The journal of finance : the journal of the American Finance Association
718
International review of economics & finance : IREF
702
Applied economics
685
International journal of theoretical and applied finance
624
Applied economics letters
589
Pacific-Basin finance journal
581
The North American journal of economics and finance : a journal of financial economics studies
562
Applied financial economics
558
Economic modelling
533
Journal of financial and quantitative analysis : JFQA
498
Journal of empirical finance
485
The review of financial studies
480
Research in international business and finance
468
Discussion paper / Centre for Economic Policy Research
461
Economics letters
459
Journal of international financial markets, institutions & money
449
Review of quantitative finance and accounting
400
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
400
Journal of econometrics
387
The European journal of finance
381
Working paper
369
Journal of international money and finance
352
Journal of risk and financial management : JRFM
351
Quantitative finance
338
Journal of economic dynamics & control
332
Mathematical finance : an international journal of mathematics, statistics and financial theory
320
Applied mathematical finance
304
CESifo working papers
292
The journal of derivatives : the official publication of the International Association of Financial Engineers
282
Discussion paper / Tinbergen Institute
279
more ...
less ...
Source
All
ECONIS (ZBW)
284
Showing
1
-
10
of
284
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The delta- and vega-related information content of near-the-money option market trading activity
Rourke, Thomas
- In:
Journal of financial markets
20
(
2014
),
pp. 175-193
Persistent link: https://www.econbiz.de/10010442379
Saved in:
2
Volatility-of-volatility
and tail risk hedging returns
Park, Yang-Ho
- In:
Journal of financial markets
26
(
2015
),
pp. 38-63
Persistent link: https://www.econbiz.de/10011477272
Saved in:
3
Delta and vega exposure trading in stock and option markets
Maraachlian, Hilda
;
Rourke, Thomas
- In:
Journal of financial markets
18
(
2014
),
pp. 96-125
Persistent link: https://www.econbiz.de/10010442472
Saved in:
4
Jumps in option prices and their determinants : real-time evidence from the E-mini S&P 500 options market
Kapetanios, George
;
Konstantinidi, Eirini
;
Neumann, Michael
- In:
Journal of financial markets
46
(
2019
),
pp. 1-26
Persistent link: https://www.econbiz.de/10012317888
Saved in:
5
The information content of short-term options
Oikonomou, Ioannis
;
Stancu, Andrei
;
Symeonidis, Lazaros
; …
- In:
Journal of financial markets
46
(
2019
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012317893
Saved in:
6
A Bayesian analysis of time-varying jump risk in S&P 500 returns and options
Carverhill, Andrew
;
Luo, Dan
- In:
Journal of financial markets
64
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014466112
Saved in:
7
Firm fundamentals and the cross-section of implied
volatility
shapes
Chen, Ding
;
Guo, Biao
;
Zhou, Guofu
- In:
Journal of financial markets
63
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014278630
Saved in:
8
Jump and
volatility
risk in the cross-section of corporate bond returns
Chen, Xi
;
Wang, Junbo
;
Wu, Chunchi
- In:
Journal of financial markets
60
(
2022
),
pp. 1-29
Persistent link: https://www.econbiz.de/10013397876
Saved in:
9
Information flow and credit rating announcements
Khorram, Mehdi
;
Mo, Haitao
;
Sanger, Gary C.
- In:
Journal of financial markets
65
(
2023
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014466326
Saved in:
10
Liquidity effect in OTC options markets : premium or discount?
Deuskar, Prachi
;
Gupta, Anurag
;
Subrahmanyam, Marti G.
- In:
Journal of financial markets
14
(
2011
)
1
,
pp. 127-160
Persistent link: https://www.econbiz.de/10009267085
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->