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Optionsgeschäft
Börsenkurs
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Hull, John
36
Cui, Zhenyu
21
Ryu, Doojin
21
Wang, Xingchun
21
Madan, Dilip B.
18
Carr, Peter
17
Joshi, Mark S.
17
Lee, Hangsuck
17
Stentoft, Lars
17
Perrakis, Stylianos
16
Zhang, Jin E.
15
Kelly, Bryan T.
14
Fabozzi, Frank J.
13
Fodor, Andy
13
Fusai, Gianluca
13
Guirguis, Michel
13
Poteshman, Allen M.
13
Jackwerth, Jens Carsten
12
Jacobs, Kris
12
Orosi, Greg
12
Czerwonko, Michal
11
Kräussl, Roman
11
Lee, Cheng F.
11
Schoutens, Wim
11
Alghalith, Moawia
10
Bernales, Alejandro
10
Constantinides, George M.
10
Ewald, Christian-Oliver
10
Kang, Jangkoo
10
Kōnstantinidēs, Giōrgos
10
Levendorskii, Sergei
10
Stork, Philip
10
Takahashi, Akihiko
10
Zanette, Antonino
10
Bayraktar, Erhan
9
Benth, Fred Espen
9
Chen, An
9
Giglio, Stefano
9
Hobson, David G.
9
Kwok, Yue-Kuen
9
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National Bureau of Economic Research
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Center for Economic Research <Tilburg>
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Centre for Analytical Finance <Århus>
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Christian-Albrechts-Universität zu Kiel
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Institut for Finansiering <Frederiksberg>
3
International Centre for Trade and Sustainable Development
2
Karlsruher Institut für Technologie
2
New York Institute of Finance
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Pearson Studium
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Weltwirtschaftsforum
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Österreichische Termin- und Optionenbörse <Wien>
2
Australian National University / Faculty of Economics and Commerce
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Bank für Internationalen Zahlungsausgleich
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Berliner Wissenschafts-Verlag
1
Birkbeck College / Department of Economics
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Center for International Food and Agricultural Policy
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Centre for Actuarial Studies
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Chambre de commerce et d'industrie de Paris
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Chicago, Ill. / Board of Trade
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City University
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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
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
Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
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Federal Reserve Bank of Chicago
1
FernUniversität in Hagen
1
Hebrew University FinTech Center / International Conference <2019, Jerusalem>
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Institute for Fiscal Studies
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Institute of Finance and Accounting <London>
1
International Shariʿah Research Academy for Islamic Finance
1
Investors Intelligence
1
Iowa State University / Center for Agricultural and Rural Development
1
Islamic Texts Society
1
Johannes Gutenberg-Universität Mainz
1
Judge Institute of Management Studies
1
OECD
1
Oxford Institute for Energy Studies
1
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The journal of futures markets
126
International journal of theoretical and applied finance
91
Review of derivatives research
65
Journal of banking & finance
59
The journal of computational finance
59
The journal of derivatives : the official publication of the International Association of Financial Engineers
59
Quantitative finance
55
Applied mathematical finance
52
Finance research letters
50
Mathematical finance : an international journal of mathematics, statistics and financial theory
43
The North American journal of economics and finance : a journal of financial economics studies
39
Journal of economic dynamics & control
38
Finance and stochastics
35
International journal of financial engineering
32
Journal of financial economics
32
International review of economics & finance : IREF
30
Computational economics
29
European journal of operational research : EJOR
27
Journal of mathematical finance
27
Research paper series / Swiss Finance Institute
24
Management science : journal of the Institute for Operations Research and the Management Sciences
22
Review of quantitative finance and accounting
21
International review of financial analysis
20
The European journal of finance
20
Asia-Pacific financial markets
19
Journal of financial markets
19
Risks : open access journal
19
The journal of derivatives : JOD
17
Economic modelling
16
Swiss Finance Institute Research Paper
16
Applied economics
15
Insurance / Mathematics & economics
15
Journal of risk and financial management : JRFM
15
Decisions in economics and finance : DEF ; a journal of applied mathematics
14
Annals of finance
13
NBER working paper series
13
The journal of finance : the journal of the American Finance Association
13
Journal of derivatives & hedge funds
12
Journal of econometrics
12
Journal of empirical finance
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ECONIS (ZBW)
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USB Cologne (EcoSocSci)
28
EconStor
8
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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
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:
3
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:
4
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:
5
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
Saved in:
6
Option pricing : valuing derived claims in incomplete security markets
Chang, Shih-Kang
-
1982
Persistent link: https://www.econbiz.de/10001987526
Saved in:
7
The complete Gaussian kernel in the multi-factor Heston model : option pricing and implied volatility applications
Recchioni, Maria Cristina
;
Iori, Giulia
;
Tedeschi, Gabriele
- In:
European journal of operational research : EJOR
293
(
2021
)
1
,
pp. 336-360
Persistent link: https://www.econbiz.de/10012502484
Saved in:
8
How fundamental is the one-period trinomial model to European option pricing bounds : a new methodological approach
Braouezec, Yann
- In:
Finance research letters
21
(
2017
),
pp. 92-99
Persistent link: https://www.econbiz.de/10011807511
Saved in:
9
The end of the month option and other embedded options in futures contracts
Lindensjö, Kristoffer
- In:
Asia-Pacific financial markets
23
(
2016
)
1
,
pp. 69-83
Persistent link: https://www.econbiz.de/10011619869
Saved in:
10
Option spanning beyond Lp-models
Gao, N.
;
Xanthos, F.
- In:
Mathematics and financial economics
11
(
2017
)
3
,
pp. 383-391
Persistent link: https://www.econbiz.de/10011900573
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