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~subject:"Option trading"
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Option trading
Theorie
18,719
Theory
18,202
Stochastischer Prozess
17,130
Stochastic process
16,690
Optionspreistheorie
14,758
Option pricing theory
14,300
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8,471
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8,262
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7,456
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7,345
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6,925
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6,784
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4,342
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4,234
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3,865
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3,821
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3,515
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3,449
Optionsgeschäft
2,945
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2,675
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2,662
Derivat
2,662
Derivative
2,655
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2,570
USA
2,488
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2,487
Börsenkurs
2,431
Prognoseverfahren
2,401
United States
2,396
Share price
2,367
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2,361
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2,350
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2,336
Risiko
2,214
Risk
2,197
ARCH-Modell
2,071
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2,040
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1,894
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1,821
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25
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21
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21
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17
Madan, Dilip B.
17
Stentoft, Lars
17
Lee, Hangsuck
16
Carr, Peter
15
Fusai, Gianluca
14
Todorov, Viktor
13
Zhang, Jin E.
13
Fusari, Nicola
12
Orosi, Greg
12
Guirguis, Michel
11
Jacobs, Kris
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, Cheng F.
9
Lee, Minha
9
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9
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9
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9
Zhu, Song-Ping
9
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8
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8
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8
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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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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
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Investors Intelligence
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
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Springer Fachmedien Wiesbaden
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Svenska Handelshögskolan <Helsinki>
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Universitat Pompeu Fabra / Departament d'Economia i Empresa
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University of York / Department of Economics and Related Studies
1
Universität Konstanz
1
Wiley-VCH
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The journal of futures markets
88
International journal of theoretical and applied finance
85
Review of derivatives research
59
The journal of computational finance
58
Applied mathematical finance
51
Quantitative finance
51
The journal of derivatives : the official publication of the International Association of Financial Engineers
51
Journal of banking & finance
45
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
18
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
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ECONIS (ZBW)
2,925
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1
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of
2,925
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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
Forecasting with option-implied information
Christoffersen, Peter F.
;
Jacobs, Kris
;
Chang, Bo Young
-
2013
Persistent link: https://www.econbiz.de/10011507021
Saved in:
3
Forecasting with option implied information
Christoffersen, Peter F.
;
Jacobs, Kris
;
Chang, Bo Young
-
2011
Persistent link: https://www.econbiz.de/10009385092
Saved in:
4
Endogeneity of return parameters and portfolio selection : an analysis on implied covariances
Park, Koohyun
;
Rhee, Thomas
- In:
Asia-Pacific journal of financial studies
46
(
2017
)
5
,
pp. 760-789
Persistent link: https://www.econbiz.de/10011779403
Saved in:
5
Chapter 10. Forecasting with Option-Implied Information
Christoffersen, Peter
;
Jacobs, Kris
;
Chang, Bo Young
- In:
Handbook of Economic Forecasting : volume 2, part A
,
(pp. 581-656)
.
2013
consider results on option-implied covariance,
correlation
and beta forecasting, as well as the use of option …
Persistent link: https://www.econbiz.de/10014025539
Saved in:
6
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:
7
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:
8
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:
9
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:
10
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:
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