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~subject:"Option trading"
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Option trading
Theorie
20,776
Simulation
20,269
Theory
20,247
Stochastischer Prozess
17,134
Stochastic process
16,694
Optionspreistheorie
14,765
Option pricing theory
14,307
Volatilität
7,088
Volatility
6,980
Correlation
6,929
Korrelation
6,788
Schätzung
3,869
Estimation
3,779
Portfolio-Management
3,554
Portfolio selection
3,513
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3,139
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3,079
USA
3,067
Mathematische Optimierung
2,969
Mathematical programming
2,955
United States
2,949
Optionsgeschäft
2,942
Derivat
2,838
Derivative
2,829
simulation
2,544
Zeitreihenanalyse
2,438
Time series analysis
2,356
Börsenkurs
2,183
Share price
2,122
Kapitaleinkommen
2,020
Capital income
2,010
Prognoseverfahren
1,952
Risk
1,930
Risiko
1,928
Forecasting model
1,910
Asset-Backed Securities
1,791
Deutschland
1,790
Asset-backed securities
1,785
CAPM
1,718
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57
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Hull, John
25
Cui, Zhenyu
21
Wang, Xingchun
21
Joshi, Mark S.
17
Madan, Dilip B.
17
Stentoft, Lars
17
Lee, Hangsuck
16
Carr, Peter
14
Fusai, Gianluca
14
Todorov, Viktor
13
Zhang, Jin E.
13
Fusari, Nicola
12
Orosi, Greg
12
Guirguis, Michel
11
Jacobs, Kris
11
Lee, Cheng F.
11
Schoutens, Wim
11
Alghalith, Moawia
10
Ewald, Christian-Oliver
10
Fabozzi, Frank J.
10
Kräussl, Roman
10
Levendorskii, Sergei
10
Perrakis, Stylianos
10
Ryu, Doojin
10
Zanette, Antonino
10
Benth, Fred Espen
9
Chen, An
9
Escobar, Marcos
9
Kwok, Yue-Kuen
9
Kyriakou, Ioannis
9
Lee, Minha
9
Li, Lingfei
9
Stork, Philip
9
Takahashi, Akihiko
9
Zhu, Song-Ping
9
Alexander, Carol
8
Andersen, Torben
8
Bayraktar, Erhan
8
Bernales, Alejandro
8
Bernard, Carole
8
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5
Centre for Analytical Finance <Århus>
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2
Institut for Finansiering <Frederiksberg>
2
International Centre for Trade and Sustainable Development
2
Weltwirtschaftsforum
2
Australian National University / Faculty of Economics and Commerce
1
Berliner Wissenschafts-Verlag
1
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1
Center for International Food and Agricultural Policy
1
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1
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1
EOE
1
Eberhard Karls Universität Tübingen
1
Energy, Mines and Resources, Canada
1
Erasmus Research Institute of Management
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Expert Meeting on Crisis and Development in Latin America and the Caribbean, Santiago, Chile, 29.4.-3.5.1985
1
Federal Reserve Bank of Chicago
1
FernUniversität in Hagen
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Investors Intelligence
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Johannes Gutenberg-Universität Mainz
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Judge Institute of Management Studies
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Karlsruher Institut für Technologie
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New York Institute of Finance
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Pearson Studium
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Practising Law Institute
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Springer Fachmedien Wiesbaden
1
Svenska Handelshögskolan <Helsinki>
1
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
1
USA / Subcommittee on Civil Service, Post Office, and General Services
1
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Universitat Pompeu Fabra / Departament d'Economia i Empresa
1
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1
Universität Konstanz
1
Wiley-VCH
1
ham- Māḵôn le-Meḥqār Kalkālî be-Yiśrā'ēl ʿal Šēm Môrîs Fâlq <Yerûšālayim>
1
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The journal of futures markets
85
International journal of theoretical and applied finance
84
The journal of computational finance
59
Review of derivatives research
58
Applied mathematical finance
51
Quantitative finance
51
The journal of derivatives : the official publication of the International Association of Financial Engineers
50
Journal of banking & finance
44
Finance research letters
43
Journal of economic dynamics & control
39
Mathematical finance : an international journal of mathematics, statistics and financial theory
39
The North American journal of economics and finance : a journal of financial economics studies
36
International journal of financial engineering
32
Finance and stochastics
30
Computational economics
28
European journal of operational research : EJOR
27
Journal of mathematical finance
26
Research paper series / Swiss Finance Institute
22
International review of economics & finance : IREF
21
Journal of financial economics
21
Management science : journal of the Institute for Operations Research and the Management Sciences
19
Risks : open access journal
19
Asia-Pacific financial markets
18
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
Applied economics
14
Swiss Finance Institute Research Paper
14
Annals of finance
13
Journal of econometrics
13
Journal of risk and financial management : JRFM
13
Decisions in economics and finance : DEF ; a journal of applied mathematics
12
International review of financial analysis
12
Journal of financial markets
11
Applied economics letters
10
Energy economics
10
Journal of derivatives & hedge funds
10
Journal of risk
10
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ECONIS (ZBW)
2,923
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1
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1
Analytically pricing European options under a hybrid stochastic volatility and interest rate model with a general
correlation
structure
He, Xin-Jiang
;
Lin, Sha
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 951-967
Persistent link: https://www.econbiz.de/10014293271
Saved in:
2
Closed-form pricing of two-asset barrier options with stochastic covariance
Götz, Barbara
;
Escobar, Marcos
;
Zagst, Rudi
- In:
Applied mathematical finance
21
(
2014
)
3/4
,
pp. 363-397
Persistent link: https://www.econbiz.de/10010499671
Saved in:
3
Worst-of options and
correlation
skew under a stochastic
correlation
framework
Romo, Jacinto Marabel
- In:
International journal of theoretical and applied finance
15
(
2012
)
7
,
pp. 1-32
Persistent link: https://www.econbiz.de/10009685884
Saved in:
4
Pricing two-asset barrier options under stochastic
correlation
via perturbation
Escobar, Marcos
;
Götz, Barbara
;
Neykova, Daniela
; …
- In:
International journal of theoretical and applied finance
18
(
2015
)
3
,
pp. 1-44
Persistent link: https://www.econbiz.de/10011403748
Saved in:
5
Stochastic covariance and dimension reduction in the pricing of basket options
Escobar, Marcos
;
Krause, Daniel
;
Zagst, Rudi
- In:
Review of derivatives research
19
(
2016
)
3
,
pp. 165-200
Persistent link: https://www.econbiz.de/10011927967
Saved in:
6
Pricing power exchange options with correlated jump risk
Wang, Xingchun
- In:
Finance research letters
19
(
2016
),
pp. 90-97
Persistent link: https://www.econbiz.de/10011657466
Saved in:
7
Foreign exchange derivative pricing with stochastic
correlation
Nabirye, Topilista
;
Ngare, Philip
;
Mungatu, Joseph
- In:
Journal of mathematical finance
6
(
2016
)
5
,
pp. 887-899
Persistent link: https://www.econbiz.de/10011658109
Saved in:
8
Exchange options and spread options with stochastically correlated underlyings
Wang, Xingchun
- In:
Applied economics letters
29
(
2022
)
12
,
pp. 1060-1068
Persistent link: https://www.econbiz.de/10013412038
Saved in:
9
American option sensitivities estimation via a generalized infinitesimal perturbation analysis approach
Chen, Nan
;
Liu, Yanchu
- In:
Operations research
62
(
2014
)
3
,
pp. 616-632
Persistent link: https://www.econbiz.de/10010381847
Saved in:
10
Importance sampling for option Greeks with discontinuous payoffs
Tong, Shaolong
;
Liu, Guangwu
- In:
INFORMS journal on computing : JOC
28
(
2016
)
2
,
pp. 223-235
Persistent link: https://www.econbiz.de/10011489268
Saved in:
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