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~isPartOf:"The journal of derivatives : JOD"
~subject:"Option trading"
~subject:"Volatilität"
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Option trading
Volatilität
Option pricing theory
15
Optionspreistheorie
15
Derivat
13
Derivative
13
options
13
Optionsgeschäft
11
Derivatives
9
Portfolio selection
5
Portfolio-Management
5
derivatives
4
statistical methods
4
Statistical method
3
Statistische Methode
3
quantitative methods
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Anleihe
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Bond
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Capital income
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Kapitaleinkommen
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Options
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Risiko
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Risk
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Schätzung
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Statistical methods
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Stochastic process
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Stochastischer Prozess
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fixed income and structured finance
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Anlageverhalten
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Behavioural finance
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Bias
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Currency
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Currency derivative
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EU countries
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EU-Staaten
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11
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Taylor, Stephen
2
Carr, Peter
1
Chang, Jow-Ran
1
Chang, Jui-Jane
1
Chen, Sonnan
1
Cui, Zhenyu
1
Fink, Holger Maria
1
Gao, Kang
1
Gu, Yuchi
1
Itkin, Andrey
1
Le Floc'h, Fabien
1
Li, Yong
1
Liu, Wei-Han
1
Madan, Dilip B.
1
Pai, Hui-Ming
1
Pimbley, Joseph M.
1
Večeř, Jan
1
Wang, King
1
Wu, Ting-Pin
1
Zhang, Jinyu
1
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The journal of derivatives : JOD
Research paper series / Swiss Finance Institute
47
Swiss Finance Institute Research Paper
33
Journal of banking & finance
28
Quantitative finance
28
Discussion paper / Tinbergen Institute
19
Finance research letters
19
International review of financial analysis
19
International journal of theoretical and applied finance
17
Journal of financial economics
15
Working paper
15
The journal of futures markets
14
International review of economics & finance : IREF
13
Journal of risk and financial management : JRFM
13
Working Paper
13
Applied economics
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
Applied mathematical finance
10
Energy economics
10
Asia-Pacific journal of financial studies
9
Journal of econometrics
9
Journal of empirical finance
9
The European journal of finance
9
Journal of international financial markets, institutions & money
8
Management science : journal of the Institute for Operations Research and the Management Sciences
8
SFB 649 discussion paper
8
CPQF Working Paper Series
7
Cogent economics & finance
7
Economic modelling
7
International Journal of Financial Studies : open access journal
7
Journal of financial markets
7
Journal of risk
7
Review of derivatives research
7
Review of quantitative finance and accounting
7
Rotman School of Management Working Paper
7
SFB 649 Discussion Paper
7
Staff reports / Federal Reserve Bank of New York
7
Annals of finance
6
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ECONIS (ZBW)
11
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1
The premium reduction of European, American, and perpetual log return
options
Taylor, Stephen
;
Večeř, Jan
- In:
The journal of derivatives : JOD
28
(
2021
)
4
,
pp. 7-23
Persistent link: https://www.econbiz.de/10012612917
Saved in:
2
Bias correction for bond option greeks via jackknife
Zhang, Jinyu
;
Gao, Kang
;
Li, Yong
- In:
The journal of derivatives : JOD
28
(
2021
)
4
,
pp. 45-63
Persistent link: https://www.econbiz.de/10012612919
Saved in:
3
An arbitrage-free interpolation of class C2 for option prices
Le Floc'h, Fabien
- In:
The journal of derivatives : JOD
28
(
2021
)
4
,
pp. 64-86
Persistent link: https://www.econbiz.de/10012612921
Saved in:
4
Semi-analytical solutions for barrier and American
options
written on a time-dependent Ornstein-Uhlenbeck process
Carr, Peter
;
Itkin, Andrey
- In:
The journal of derivatives : JOD
29
(
2021
)
1
,
pp. 9-26
Persistent link: https://www.econbiz.de/10012612941
Saved in:
5
Pricing and hedging
options
on assets with
options
on related assets
Madan, Dilip B.
;
Wang, King
- In:
The journal of derivatives : JOD
29
(
2021
)
1
,
pp. 27-47
Persistent link: https://www.econbiz.de/10012612942
Saved in:
6
An arbitrage-free real-world model for fractional option prices
Fink, Holger Maria
- In:
The journal of derivatives : JOD
29
(
2021
)
1
,
pp. 95-121
Persistent link: https://www.econbiz.de/10012612945
Saved in:
7
Testing and mapping an empirical exercise boundary for the American put option
Pimbley, Joseph M.
- In:
The journal of derivatives : JOD
29
(
2021
)
1
,
pp. 139-147
Persistent link: https://www.econbiz.de/10012612947
Saved in:
8
Pricing discretely monitored barrier
options
under Markov processes through markov chain approximation
Cui, Zhenyu
;
Taylor, Stephen
- In:
The journal of derivatives : JOD
28
(
2021
)
3
,
pp. 8-33
Persistent link: https://www.econbiz.de/10012486028
Saved in:
9
Jump, diffusion, and long-term volatility risks with incremental information in VIX assets
Chen, Sonnan
;
Gu, Yuchi
- In:
The journal of derivatives : JOD
28
(
2021
)
3
,
pp. 60-96
Persistent link: https://www.econbiz.de/10012486031
Saved in:
10
Analytical valuation of exotic double barrier
options
Chang, Jui-Jane
;
Pai, Hui-Ming
;
Wu, Ting-Pin
- In:
The journal of derivatives : JOD
28
(
2021
)
3
,
pp. 97-122
Persistent link: https://www.econbiz.de/10012486032
Saved in:
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