//--> //--> //--> //-->
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:"The journal of futures 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
Mortgage option deltas
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
261
Optionspreistheorie
261
Option trading
194
Optionsgeschäft
194
Volatility
113
Volatilität
113
Theorie
89
Theory
89
USA
85
United States
82
Derivat
50
Derivative
50
Hedging
44
Estimation
42
Schätzung
42
Stochastic process
41
Stochastischer Prozess
41
Index futures
32
Index-Futures
32
Börsenkurs
30
Share price
30
Black-Scholes model
23
Black-Scholes-Modell
23
Capital market returns
20
Kapitalmarktrendite
20
Forecasting model
18
Prognoseverfahren
18
Aktienoption
17
Statistical distribution
17
Statistische Verteilung
17
Stock option
17
Yield curve
17
Zinsstruktur
17
ARCH model
16
ARCH-Modell
16
Capital income
14
Kapitaleinkommen
14
Anlageverhalten
13
Behavioural finance
13
Commodity derivative
13
more ...
less ...
Online availability
All
Undetermined
86
Free
13
Type of publication
All
Article
378
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
376
Aufsatz in Zeitschrift
376
Collection of articles of several authors
1
Conference proceedings
1
Konferenzschrift
1
Sammelwerk
1
Language
All
English
379
Author
All
Kang, Jangkoo
10
Ryu, Doojin
9
Chung, San-lin
7
Câmara, António
7
Wang, Yaw-huei
7
Hung, Mao-Wei
6
Kwok, Yue-Kuen
6
Zhang, Jin E.
6
Corrado, Charles Joseph
5
Kim, Hwa-sung
5
Liao, Szu-Lang
5
Daigler, Robert T.
4
Fung, Joseph K. W.
4
Gauthier, Geneviève
4
Guo, Jia-hau
4
Huang, Zhuo
4
Liu, Qiang
4
Lyuu, Yuh-dauh
4
Vipul
4
Wang, Xingchun
4
Alcock, Jamie
3
Byun, Suk Joon
3
Elliott, Robert J.
3
Gray, Philip K.
3
Guo, Biao
3
Kit, Pong Wong
3
Kuo, I.-doun
3
Lee, Hangsuck
3
Lim, Kian-Guan
3
Lin, Yueh-neng
3
Luo, Xingguo
3
Nunes, Joaõ Pedro Vidal
3
Shackleton, Mark B.
3
Shiraya, Kenichiro
3
Simon, David P.
3
Su, Tie
3
Takahashi, Akihiko
3
Verousis, Thanos
3
Wang, Tianyi
3
Wong, Hoi Ying
3
more ...
less ...
Institution
All
Asia Pacific Futures Research Symposium <13, 2003, Schanghai>
1
International Conference on Derivatives and Risk Management <2003, Schanghai>
1
Published in...
All
The journal of futures markets
International journal of theoretical and applied finance
498
Journal of banking & finance
331
The journal of real estate finance and economics
302
NBER working paper series
276
Mathematical finance : an international journal of mathematics, statistics and financial theory
268
The journal of computational finance
256
Working paper / National Bureau of Economic Research, Inc.
250
The journal of derivatives : the official publication of the International Association of Financial Engineers
245
Applied mathematical finance
244
Finance and stochastics
234
Quantitative finance
203
NBER Working Paper
202
Review of derivatives research
186
Journal of economic dynamics & control
158
European journal of operational research : EJOR
145
Insurance / Mathematics & economics
144
Finance research letters
143
Journal of housing economics
142
The review of financial studies
142
Journal of financial economics
139
International journal of financial engineering
118
Real estate economics : journal of the American Real Estate and Urban Economics Association
117
Computational economics
113
Journal of mathematical finance
108
Research paper series / Swiss Finance Institute
105
Finance and economics discussion series
102
The journal of finance : the journal of the American Finance Association
101
Risks : open access journal
99
The journal of fixed income
96
The North American journal of economics and finance : a journal of financial economics studies
95
The European journal of finance
94
Working paper
93
Discussion paper / Centre for Economic Policy Research
90
Journal of financial and quantitative analysis : JFQA
86
Asia-Pacific financial markets
85
Working papers / Federal Reserve Bank of Philadelphia, Research Department
82
Applied economics
77
International review of economics & finance : IREF
75
Journal of urban economics
75
more ...
less ...
Source
All
ECONIS (ZBW)
379
Showing
1
-
10
of
379
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The mispricing of US treasury callable bonds
Carayannopoulos, Peter
- In:
The journal of futures markets
15
(
1995
)
8
,
pp. 861-879
Persistent link: https://www.econbiz.de/10001190840
Saved in:
2
A graphical note on European put thetas
Alexander, Gordon J.
- In:
The journal of futures markets
16
(
1996
)
2
,
pp. 201-209
Persistent link: https://www.econbiz.de/10001198882
Saved in:
3
Put-call parity with futures-style margining
Easton, Stephen Andrew
- In:
The journal of futures markets
17
(
1997
)
2
,
pp. 215-227
Persistent link: https://www.econbiz.de/10001218563
Saved in:
4
An early-exercise-probability perspective of American put options in the low-interest-rate era
Miao, Daniel Wei-Chung
;
Lee, Yung-Hsin
;
Chao, Wan-Ling
- In:
The journal of futures markets
35
(
2015
)
12
,
pp. 1154-1172
Persistent link: https://www.econbiz.de/10011546243
Saved in:
5
Comment: "On approximating deep in-the-money Asian options under exponential Lévy Processes"
Sun, Xianming
;
Haesen, Dorien
;
Vanmaele, Michèle
- In:
The journal of futures markets
35
(
2015
)
12
,
pp. 1220-1221
Persistent link: https://www.econbiz.de/10011546256
Saved in:
6
Price-to-earnings ratios and option prices
Chua, Ansley
;
DeLisle, R. Jared
;
Feng, Sze-Shiang
;
Lee, …
- In:
The journal of futures markets
35
(
2015
)
8
,
pp. 738-752
Persistent link: https://www.econbiz.de/10011392646
Saved in:
7
Is the information on the higher moments of underlying returns correctly reflected in option prices?
Kang, Jangkoo
;
Lee, Soonhee
- In:
The journal of futures markets
36
(
2016
)
8
,
pp. 722-744
Persistent link: https://www.econbiz.de/10011568552
Saved in:
8
Risk analysis and hedging of parisian options under a jump-diffusion model
Kim, Kyoung-Kuk
;
Lim, Dong-Young
- In:
The journal of futures markets
36
(
2016
)
9
,
pp. 819-850
Persistent link: https://www.econbiz.de/10011568570
Saved in:
9
A generalization of the recursive integration method for the analytic valuation of American options
Chang, Lung-Fu
;
Guo, Jia-Hau
;
Hung, Mao-Wei
- In:
The journal of futures markets
36
(
2016
)
9
,
pp. 887-901
Persistent link: https://www.econbiz.de/10011568657
Saved in:
10
Pricing bounds on barrier options
Tsuzuki, Yukihiro
- In:
The journal of futures markets
34
(
2014
)
12
,
pp. 1170-1184
Persistent link: https://www.econbiz.de/10010508672
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...
//-->