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~subject:"Option trading"
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Stochastic Volatility : Option...
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Option trading
Volatility
40,800
Volatilität
40,531
Theorie
21,094
Theory
20,574
Stochastischer Prozess
17,162
Stochastic process
16,722
Optionspreistheorie
14,780
Option pricing theory
14,322
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9,962
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9,800
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9,653
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9,423
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7,487
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4,664
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4,238
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4,208
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4,172
Zeitreihenanalyse
4,134
Time series analysis
4,022
Risk
3,655
Risiko
3,622
Derivat
3,426
Derivative
3,418
Optionsgeschäft
3,402
CAPM
2,736
volatility
2,639
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2,560
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2,495
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Hull, John
27
Wang, Xingchun
22
Cui, Zhenyu
21
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18
Madan, Dilip B.
18
Ryu, Doojin
18
Zhang, Jin E.
18
Carr, Peter
17
Stentoft, Lars
17
Lee, Hangsuck
16
Fusai, Gianluca
15
Perrakis, Stylianos
15
Kelly, Bryan T.
14
Todorov, Viktor
13
Fusari, Nicola
12
Orosi, Greg
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Schoutens, Wim
12
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11
Guirguis, Michel
11
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11
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Lee, Cheng F.
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Zanette, Antonino
11
Alghalith, Moawia
10
Benth, Fred Espen
10
Fabozzi, Frank J.
10
Fodor, Andy
10
Kräussl, Roman
10
Levendorskii, Sergei
10
Poteshman, Allen M.
10
Alexander, Carol
9
Bernales, Alejandro
9
Chen, An
9
Escobar, Marcos
9
Giglio, Stefano
9
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9
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9
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Institut for Finansiering <Frederiksberg>
2
International Centre for Trade and Sustainable Development
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Svenska Handelshögskolan <Helsinki>
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Weltwirtschaftsforum
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Banco Central do Brasil
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Berliner Wissenschafts-Verlag
1
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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
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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
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FernUniversität in Hagen
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Investors Intelligence
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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
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Springer Fachmedien Wiesbaden
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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
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The journal of futures markets
121
International journal of theoretical and applied finance
96
Journal of banking & finance
68
The journal of derivatives : the official publication of the International Association of Financial Engineers
67
Review of derivatives research
62
The journal of computational finance
59
Quantitative finance
56
Applied mathematical finance
53
Finance research letters
50
Mathematical finance : an international journal of mathematics, statistics and financial theory
46
Journal of economic dynamics & control
40
The North American journal of economics and finance : a journal of financial economics studies
38
Finance and stochastics
33
International journal of financial engineering
32
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
Management science : journal of the Institute for Operations Research and the Management Sciences
20
Review of quantitative finance and accounting
20
Asia-Pacific financial markets
19
Risks : open access journal
19
The European journal of finance
19
Journal of financial markets
18
Applied economics
17
The journal of derivatives : JOD
17
Economic modelling
16
Applied financial economics
15
Insurance / Mathematics & economics
15
Journal of risk and financial management : JRFM
15
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
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Applied economics letters
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ECONIS (ZBW)
3,378
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1
On two transform methods for the valuation of contingent claims
Nwozo, Chuma Raphael
;
Fadugba, Sunday Emmanuel
- In:
Journal of mathematical finance
5
(
2015
)
2
,
pp. 88-112
Persistent link: https://www.econbiz.de/10011398726
Saved in:
2
A linear regression approach for determining option pricing for currency-rate diffusion model with dependent stochastic
volatility
, stochastic interest rate, and return processes
Jagannathan, Raj
- In:
Journal of mathematical finance
8
(
2018
)
1
,
pp. 161-177
Persistent link: https://www.econbiz.de/10011846254
Saved in:
3
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:
4
Spanning tests for options using principal components methods
Hansen, Charlotte S.
;
Tuypens, Bjorn E.
- In:
Applied financial economics
17
(
2007
)
7/9
,
pp. 739-746
Persistent link: https://www.econbiz.de/10003491227
Saved in:
5
A new type of barrier options : lizard option
Kawanishi, Yasuhiro
- In:
Asia-Pacific financial markets
22
(
2015
)
1
,
pp. 75-86
Persistent link: https://www.econbiz.de/10010511547
Saved in:
6
Forward equations for option prices in semimartingale models
Bentata, Amel
;
Cont, Rama
- In:
Finance and stochastics
19
(
2015
)
3
,
pp. 617-651
Persistent link: https://www.econbiz.de/10011418317
Saved in:
7
Conjoint analysis of option and
volatility
models : empirical evidence from recent financial upheavals in India
Singh, Vipul Kumar
- In:
Journal of emerging market finance
14
(
2015
)
3
,
pp. 258-289
Persistent link: https://www.econbiz.de/10011430608
Saved in:
8
Prices of barrier and first-touch digital options in Lévy-driven models, near barrier
Boyarchenko, Mitya
;
Innocentis, Marco de
;
Levendorskij, …
- In:
International journal of theoretical and applied finance
14
(
2011
)
7
,
pp. 1045-1090
Persistent link: https://www.econbiz.de/10009407673
Saved in:
9
Realizing smiles : options pricing with relized
volatility
Corsi, Fulvio
;
Fusari, Nicola
;
La Vecchia, Davide
- In:
Journal of financial economics
107
(
2013
)
2
,
pp. 284-304
Persistent link: https://www.econbiz.de/10009719740
Saved in:
10
Perpetual options on multiple underlyings
Duck, Peter W.
;
Evatt, Geoffrey W.
;
Johnson, Paul V.
- In:
Applied mathematical finance
21
(
2014
)
1/2
,
pp. 174-200
Persistent link: https://www.econbiz.de/10010352003
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