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Option trading
Optionspreistheorie
14,781
Option pricing theory
14,323
Theorie
11,580
Theory
11,270
Hedging
10,204
Unvollkommener Markt
5,969
Incomplete market
5,737
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4,826
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4,093
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4,087
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3,498
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3,478
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3,473
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3,113
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2,252
USA
2,032
United States
1,987
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1,925
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1,899
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1,863
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1,803
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1,777
Finanzmarkt
1,721
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1,713
Risk
1,708
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1,680
CAPM
1,586
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1,190
Kapitaleinkommen
1,170
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1,167
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1,136
Zinsstruktur
1,104
Börsenkurs
1,088
Yield curve
1,086
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1,067
hedging
1,067
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25
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20
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17
Lee, Hangsuck
17
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17
Stentoft, Lars
17
Carr, Peter
16
Zhang, Jin E.
15
Fusai, Gianluca
13
Guirguis, Michel
12
Kelly, Bryan T.
12
Orosi, Greg
12
Jacobs, Kris
11
Lee, Cheng F.
11
Ryu, Doojin
11
Schoutens, Wim
11
Alghalith, Moawia
10
Ewald, Christian-Oliver
10
Fabozzi, Frank J.
10
Kräussl, Roman
10
Levendorskii, Sergei
10
Perrakis, Stylianos
10
Zanette, Antonino
10
Bayraktar, Erhan
9
Benth, Fred Espen
9
Chen, An
9
Hobson, David G.
9
Kwok, Yue-Kuen
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Kyriakou, Ioannis
9
Lee, Minha
9
Li, Lingfei
9
Poteshman, Allen M.
9
Stork, Philip
9
Takahashi, Akihiko
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Zhu, Song-Ping
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8
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International Centre for Trade and Sustainable Development
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Energy, Mines and Resources, Canada
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Expert Meeting on Crisis and Development in Latin America and the Caribbean, Santiago, Chile, 29.4.-3.5.1985
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International Shariʿah Research Academy for Islamic Finance
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Investors Intelligence
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
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1
United States / Securities and Exchange Commission / Division of Trading and Exchanges
1
Universitat Pompeu Fabra / Departament d'Economia i Empresa
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The journal of futures markets
97
International journal of theoretical and applied finance
90
Review of derivatives research
62
The journal of computational finance
59
Quantitative finance
53
The journal of derivatives : the official publication of the International Association of Financial Engineers
53
Applied mathematical finance
52
Journal of banking & finance
49
Finance research letters
45
Mathematical finance : an international journal of mathematics, statistics and financial theory
43
Journal of economic dynamics & control
38
The North American journal of economics and finance : a journal of financial economics studies
37
Finance and stochastics
34
International journal of financial engineering
32
Computational economics
28
European journal of operational research : EJOR
27
Journal of mathematical finance
26
International review of economics & finance : IREF
25
Journal of financial economics
25
Research paper series / Swiss Finance Institute
23
Management science : journal of the Institute for Operations Research and the Management Sciences
20
Asia-Pacific financial markets
19
Risks : open access journal
19
Review of quantitative finance and accounting
17
The European journal of finance
17
Economic modelling
16
The journal of derivatives : JOD
16
Insurance / Mathematics & economics
15
Swiss Finance Institute Research Paper
15
Applied economics
14
Decisions in economics and finance : DEF ; a journal of applied mathematics
14
Journal of risk and financial management : JRFM
14
Annals of finance
13
Journal of financial markets
13
International review of financial analysis
12
Journal of risk
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Energy economics
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Journal of derivatives & hedge funds
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Mathematical finance
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NBER working paper series
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ECONIS (ZBW)
3,088
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1
Crypto quanto and inverse options
Alexander, Carol
;
Chen, Ding
;
Imeraj, Arben
- In:
Mathematical finance : an international journal of …
33
(
2023
)
4
,
pp. 1005-1043
Persistent link: https://www.econbiz.de/10014370619
Saved in:
2
The cross-section of average delta-hedge option returns under stochastic volatility
Ibáñez, Alfredo
- In:
Review of derivatives research
11
(
2008
)
3
,
pp. 205-244
Persistent link: https://www.econbiz.de/10003835031
Saved in:
3
Utility-based pricing, timing and
hedging
of an American call option under an incomplete market with partial information
Song, Dandan
;
Yang, Zhaojun
- In:
Computational economics
44
(
2014
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10010396234
Saved in:
4
Pricing American options : RNMs-constrained entropic least-squares approach
Yu, Xisheng
;
Xie, Xiaoke
- In:
The North American journal of economics and finance : a …
31
(
2015
),
pp. 155-173
Persistent link: https://www.econbiz.de/10011514205
Saved in:
5
Discontinuous payoff option pricing by Mellin transform : a probabilistic approach
Gzyl, Henryk
;
Milev, M.
;
Tagliani, Aldo
- In:
Finance research letters
20
(
2017
),
pp. 281-288
Persistent link: https://www.econbiz.de/10011806950
Saved in:
6
Volatility uncertainty, time decay, and option bid-ask spreads in an incomplete market
Hsieh, PeiLin
;
Jarrow, Robert A.
- In:
Management science : journal of the Institute for …
65
(
2019
)
4
,
pp. 1833-1854
Persistent link: https://www.econbiz.de/10012022670
Saved in:
7
Contingent claims and market completeness in a stochastic volatility model
Romano, Marc
;
Touzi, Nizar
-
1993
Persistent link: https://www.econbiz.de/10000874372
Saved in:
8
Good-deal option price bounds for a non-traded event with stochastic return : a note
Kim, Yong-jin
- In:
Asia-Pacific financial markets
11
(
2004
)
2
,
pp. 135-141
Persistent link: https://www.econbiz.de/10003357633
Saved in:
9
Local risk-minimization for Lévy markets
Arai, Takuji
;
Suzuki, Ryoichi
- In:
International journal of financial engineering
2
(
2015
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011333451
Saved in:
10
A new elementary geometric approach to option pricing bounds in discrete time models
Braouezec, Yann
;
Grunspan, Cyril
- In:
European journal of operational research : EJOR
249
(
2016
)
1
,
pp. 270-280
Persistent link: https://www.econbiz.de/10011435842
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