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Option pricing theory
preferences
789
Preferences
461
options
415
Options
396
Präferenztheorie
216
Theory of preferences
204
Optionspreistheorie
196
Optionsgeschäft
176
Option trading
174
Theorie
169
Theory
141
Volatility
136
Derivat
129
Derivative
129
Experiment
127
Volatilität
127
Konsumentenverhalten
93
Consumer behaviour
90
electronic markets
76
Schätzung
75
Estimation
69
Hedging
68
Portfolio-Management
57
futures
56
Portfolio selection
55
Risk
46
Risk management
45
Capital income
43
Kapitaleinkommen
43
Entscheidung
42
Risk premium
42
Decision
41
Risikoprämie
41
Futures
38
Prognoseverfahren
38
Derivatives
37
Spieltheorie
37
Verhaltensökonomik
37
Game theory
36
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English
190
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Todorov, Viktor
6
Borochin, Paul
5
Malamud, Semyon
4
Power, Gabriel J.
4
Gagnon, Marie-Hélène
3
Itkin, Andrey
3
Singh, Vipul Kumar
3
Voukelatos, Nikolaos
3
Bollerslev, Tim
2
Diavatopoulos, Dean
2
Eriksson, Katarina
2
Fodor, Andy
2
Funke, Michael
2
García-Machado, Juan J.
2
Goutte, Stéphane
2
Guasoni, Paolo
2
Hilliard, Jimmy E.
2
Hull, John
2
Kale, Jivendra K.
2
Lambrinoudakis, Costas
2
Lim, Tee
2
Loermann, Julius
2
Mayerhofer, Eberhard
2
McAleer, Michael
2
McKeon, Ryan
2
Mitra, Sovan
2
Moessner, Richhild
2
Muroi, Yoshifumi
2
Prokopczuk, Marcel
2
Rybczyński, Jarosław
2
Sala, Carlo
2
Skiadopoulos, George
2
Stasinakis, Charalampos
2
Suda, Shintaro
2
Taylor, Stephen
2
Toupin, Dominique
2
Wese Simen, Chardin
2
Xu, Yaofei
2
Yan, Cheng
2
Yang, Jie
2
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The journal of derivatives : JOD
15
Journal of banking & finance
7
Quantitative finance
7
Research paper series / Swiss Finance Institute
6
Economic modelling
5
International journal of financial engineering
5
Journal of econometrics
5
Journal of financial economics
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
Swiss Finance Institute Research Paper
4
International review of economics & finance : IREF
3
Applied economics
2
Cogent economics & finance
2
Energy economics
2
International review of financial analysis
2
Investigaciones europeas de Dirección y Economía de la Empresa : IEDEE
2
Journal of derivatives & hedge funds
2
Journal of economic dynamics & control
2
Journal of empirical finance
2
Journal of mathematical finance
2
Journal of multinational financial management
2
Omega : the international journal of management science
2
Review of derivatives research
2
Review of quantitative finance and accounting
2
Rotman School of Management working paper / University of Toronto Rotman School of Management
2
The European journal of finance
2
The North American journal of economics and finance : a journal of financial economics studies
2
The financial review : the official publication of the Eastern Finance Association
2
The journal of asset management
2
The journal of computational finance
2
The journal of corporate finance : contracting, governance and organization
2
The journal of portfolio management : JPM
2
Theoretical economics letters
2
Working papers / Bank for International Settlements
2
Agricultural finance review
1
American journal of agricultural economics
1
Annals of finance
1
Annals of financial economics
1
Annual review of financial economics
1
Applied economics letters
1
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ECONIS (ZBW)
190
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1
Analysing bank-issued option pricing
Abad Díaz, David
;
Nieto Domenech, Belen
- In:
The European journal of finance
17
(
2011
)
1/2
,
pp. 49-65
Persistent link: https://www.econbiz.de/10009155464
Saved in:
2
Estimating probability distributions of future asset prices : empirical transformations from option-implied risk-neutral to real-world density functions
Vincent-Humphreys, Rupert de
;
Noss, Joseph
-
2012
Persistent link: https://www.econbiz.de/10009559811
Saved in:
3
Stock market momentum, business conditions, and GARCH option pricing models
Chiang, Min-Hsien
;
Huang, Hsin-yi
- In:
Journal of empirical finance
18
(
2011
)
3
,
pp. 488-505
Persistent link: https://www.econbiz.de/10009302078
Saved in:
4
Impacts of derivative markets on spot market volatility and their persistence
Fong, Lik
;
Han, Chulwoo
- In:
Applied economics
47
(
2015
)
22/24
,
pp. 2250-2258
Persistent link: https://www.econbiz.de/10010516655
Saved in:
5
Do Aussie markets smile? : implied volatility functions and determinants
Tanha, Hassan
;
Dempsey, Michael
- In:
Applied economics
47
(
2015
)
28/30
,
pp. 3143-3163
Persistent link: https://www.econbiz.de/10011289355
Saved in:
6
Psychology, stock/FX trading and option prices
Beilis, Alan
;
Dash, Jan W.
;
Volkman Wise, Jacqueline
- In:
The journal of behavioral finance : a publication of …
15
(
2014
)
3
,
pp. 251-268
Persistent link: https://www.econbiz.de/10011303205
Saved in:
7
The relationship between conditional value at risk and option prices with a closed-form solution
Mitra, Sovan
- In:
The European journal of finance
21
(
2015
)
4/6
,
pp. 400-425
Persistent link: https://www.econbiz.de/10010528975
Saved in:
8
New solvable stochastic volatility models for pricing volatility derivatives
Itkin, Andrey
- In:
Review of derivatives research
16
(
2013
)
2
,
pp. 111-134
Persistent link: https://www.econbiz.de/10009774404
Saved in:
9
Hedging efficiency in the Greek
options
market before and after the financial crisis of 2008
Shackleton, Mark B.
;
Voukelatos, Nikolaos
- In:
Journal of multinational financial management
23
(
2013
)
1/2
,
pp. 1-18
Persistent link: https://www.econbiz.de/10009728527
Saved in:
10
Are banks happy when managers go long? : the information content of managers' vested option holdings for loan pricing
Dezsö, Cristian L.
;
Ross, David Gaddis
- In:
Journal of financial economics
106
(
2012
)
2
,
pp. 395-410
Persistent link: https://www.econbiz.de/10009666527
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