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~subject:"Option trading"
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The 4/2 stochastic volatility...
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Option trading
Volatility
40,917
Volatilität
40,649
Theorie
20,808
Theory
20,306
Stochastischer Prozess
17,210
Stochastic process
16,769
Optionspreistheorie
14,809
Option pricing theory
14,350
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9,349
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4,222
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4,122
Zeitreihenanalyse
4,122
Time series analysis
4,009
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3,667
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3,634
Derivat
3,378
Derivative
3,370
Optionsgeschäft
3,356
CAPM
2,710
volatility
2,646
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2,561
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Hull, John
27
Wang, Xingchun
22
Cui, Zhenyu
21
Madan, Dilip B.
18
Ryu, Doojin
18
Zhang, Jin E.
18
Joshi, Mark S.
17
Lee, Hangsuck
17
Stentoft, Lars
17
Carr, Peter
16
Fusai, Gianluca
14
Kelly, Bryan T.
14
Todorov, Viktor
13
Fusari, Nicola
12
Orosi, Greg
12
Perrakis, Stylianos
12
Schoutens, Wim
12
Ewald, Christian-Oliver
11
Guirguis, Michel
11
Jacobs, Kris
11
Lee, Cheng F.
11
Zanette, Antonino
11
Alghalith, Moawia
10
Fabozzi, Frank J.
10
Fodor, Andy
10
Kräussl, Roman
10
Levendorskii, Sergei
10
Poteshman, Allen M.
10
Alexander, Carol
9
Benth, Fred Espen
9
Bernales, Alejandro
9
Chen, An
9
Escobar, Marcos
9
Giglio, Stefano
9
Kwok, Yue-Kuen
9
Kyriakou, Ioannis
9
Lee, Minha
9
Li, Lingfei
9
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9
Ruan, Xinfeng
9
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Christian-Albrechts-Universität zu Kiel
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Institut for Finansiering <Frederiksberg>
2
International Centre for Trade and Sustainable Development
2
Svenska Handelshögskolan <Helsinki>
2
Weltwirtschaftsforum
2
Australian National University / Faculty of Economics and Commerce
1
Banco Central do Brasil
1
Berliner Wissenschafts-Verlag
1
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Business Information Centre <Toronto>
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Center for International Food and Agricultural Policy
1
Centre for Actuarial Studies
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Chambre de commerce et d'industrie de Paris
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Deutsche Forschungsgemeinschaft
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EOE
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Eberhard Karls Universität Tübingen
1
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
Federal Reserve Bank of Chicago
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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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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Springer Fachmedien Wiesbaden
1
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
1
USA / Subcommittee on Civil Service, Post Office, and General Services
1
United States / Securities and Exchange Commission / Division of Trading and Exchanges
1
Universitat Pompeu Fabra / Departament d'Economia i Empresa
1
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The journal of futures markets
119
International journal of theoretical and applied finance
92
Journal of banking & finance
67
Review of derivatives research
62
The journal of derivatives : the official publication of the International Association of Financial Engineers
62
The journal of computational finance
58
Quantitative finance
56
Applied mathematical finance
53
Finance research letters
53
Mathematical finance : an international journal of mathematics, statistics and financial theory
41
Journal of economic dynamics & control
39
The North American journal of economics and finance : a journal of financial economics studies
38
International journal of financial engineering
32
Finance and stochastics
31
Computational economics
29
European journal of operational research : EJOR
27
Journal of mathematical finance
27
Journal of financial economics
25
International review of economics & finance : IREF
23
Research paper series / Swiss Finance Institute
22
International review of financial analysis
21
Risks : open access journal
21
Management science : journal of the Institute for Operations Research and the Management Sciences
20
Review of quantitative finance and accounting
20
The European journal of finance
19
Asia-Pacific financial markets
18
Journal of financial markets
18
Applied economics
17
The journal of derivatives : JOD
17
Economic modelling
16
Insurance / Mathematics & economics
15
Journal of risk and financial management : JRFM
15
Applied financial economics
14
Journal of econometrics
14
Swiss Finance Institute Research Paper
14
Annals of finance
13
Decisions in economics and finance : DEF ; a journal of applied mathematics
13
Journal of financial and quantitative analysis : JFQA
13
Theoretical economics letters
12
Applied economics letters
11
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ECONIS (ZBW)
3,334
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1
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10
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1
Pricing external barrier options in a regime-switching model
Kim, Jerim
;
Kim, Jeongsim
;
Yoo, Hyun Joo
;
Kim, Bara
- In:
Journal of economic dynamics & control
53
(
2015
),
pp. 123-143
Persistent link: https://www.econbiz.de/10011526900
Saved in:
2
Nonparametric jump variation measures from options
Todorov, Viktor
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 255-280
Persistent link: https://www.econbiz.de/10013463804
Saved in:
3
Moments of integrated exponential Lévy processes and applications to Asian options pricing
Brignone, Riccardo
- In:
Quantitative finance
22
(
2022
)
9
,
pp. 1717-1729
Persistent link: https://www.econbiz.de/10013367942
Saved in:
4
Option smiling when investors' estimates of asset
volatility
disagree
Lin, Chien-chih
- In:
Applied economics
46
(
2014
)
31/33
,
pp. 3812-3827
Persistent link: https://www.econbiz.de/10010419898
Saved in:
5
Rare disasters, credit, and option market puzzles
Christoffersen, Peter F.
;
Du, Du
;
Elkamhi, Redouane
- In:
Management science : journal of the Institute for …
63
(
2017
)
5
,
pp. 1341-1364
Persistent link: https://www.econbiz.de/10011684726
Saved in:
6
Exact simulation of the SABR model
Cai, Ning
;
Song, Yingda
;
Chen, Nan
- In:
Operations research
65
(
2017
)
4
,
pp. 931-951
Persistent link: https://www.econbiz.de/10011739058
Saved in:
7
Optionsbewertung mit stochastischer Volatilität : Implementation des Heston-Modells
Muck, Matthias
;
Rudolf, Markus
- In:
Wirtschaftswissenschaftliches Studium : WiSt ; …
35
(
2006
)
6
,
pp. 325-330
Persistent link: https://www.econbiz.de/10003324884
Saved in:
8
Exotic option pricing in Heston's stochastic
volatility
model
Griebsch, Susanne A.
-
2008
Persistent link: https://www.econbiz.de/10003881039
Saved in:
9
Robust static hedging of barrier options in stochastic
volatility
models
Maruhn, Jan H.
;
Sachs, Ekkehard
- In:
Mathematical methods of operations research
70
(
2009
)
3
,
pp. 405-433
Persistent link: https://www.econbiz.de/10003909254
Saved in:
10
Put-call symmetry : extensions and applications
Carr, Peter
;
Lee, Roger
- In:
Mathematical finance : an international journal of …
19
(
2009
)
4
,
pp. 523-560
Persistent link: https://www.econbiz.de/10003937125
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