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Optionspreistheorie
Volatility
45
Volatilität
45
China
37
Option pricing theory
35
Theorie
32
Theory
32
Capital income
27
Kapitaleinkommen
27
Option trading
22
Optionsgeschäft
22
Risikoprämie
18
Risk premium
18
Forecasting model
16
Prognoseverfahren
16
Risiko
16
USA
16
United States
16
Börsenkurs
15
Risk
15
Share price
15
Estimation
13
Schätzung
13
CAPM
12
Derivat
11
Derivative
11
Hedging
10
Stochastic process
10
Stochastischer Prozess
10
Welt
10
World
10
Game theory
9
Innovation
9
Spieltheorie
9
Anlageverhalten
8
Behavioural finance
8
Capital market returns
8
Consumer behaviour
8
Index futures
8
Index-Futures
8
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14
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10
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Article
28
Book / Working Paper
7
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28
Aufsatz in Zeitschrift
28
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
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English
35
Author
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Zhang, Jin E.
30
Ruan, Xinfeng
13
Cheng, Jun
5
Gehricke, Sebastian A.
5
Ibraimi, Meriton
4
Leippold, Markus
4
Chang, Chien-hung
3
Li, Jianhui
3
Lin, Wei
3
Lin, Yueh-neng
3
Aschakulporn, Pakorn
2
Guo, Wei
2
Li, Tiecheng
2
Zhu, Wenli
2
Cao, Jiling
1
Chang, Eric C.
1
Chang, Eric Chieh
1
Chern, Shane
1
Dai, Min
1
Hao, Jinji
1
Huang, Jiexiang
1
Huang, Shoujun
1
Jia, Xiaolan
1
Jitsawatpaiboon, Kanokrak
1
Li, Peifan
1
Li, Shenghong
1
Pan, Zheyao
1
Shi, Lei
1
Su, Shu
1
Wu, Xueping
1
Yue, Tian
1
Zhang, WenJun
1
Zhao, Huimin
1
Zhen, Fang
1
zhang, wenjun
1
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Review of derivatives research
4
The journal of futures markets
4
Journal of economic dynamics & control
3
Applied economics
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Computational economics
1
Economic modelling
1
Economics letters
1
Energy economics
1
Finance research letters
1
International journal of theoretical and applied finance
1
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
Journal of commodity markets
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of financial markets
1
Journal of risk and financial management : JRFM
1
Pacific-Basin finance journal
1
Research paper series / Swiss Finance Institute
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Swiss Finance Institute Research Paper
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ECONIS (ZBW)
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1
The COVID-19 risk in the Chinese option market
Li, Jianhui
;
Ruan, Xinfeng
;
Gehricke, Sebastian A.
; …
- In:
International review of finance : the official journal …
22
(
2022
)
2
,
pp. 346-355
Persistent link: https://www.econbiz.de/10013275599
Saved in:
2
The price of COVID-19-induced uncertainty in the options market
Li, Jianhui
;
Ruan, Xinfeng
;
Zhang, Jin E.
- In:
Economics letters
211
(
2022
),
pp. 1-7
Persistent link: https://www.econbiz.de/10013172691
Saved in:
3
The implied volatility smirk in SPY options
Guo, Wei
;
Gehricke, Sebastian A.
;
Ruan, Xinfeng
;
Zhang, …
- In:
Applied economics
53
(
2021
)
23
,
pp. 2671-2692
Persistent link: https://www.econbiz.de/10012501393
Saved in:
4
Equilibrium asset pricing under the Lévy process with stochastic volatility and moment risk premiums
Ruan, Xinfeng
;
Zhu, Wenli
;
Huang, Jiexiang
;
Zhang, Jin E.
- In:
Economic modelling
54
(
2016
),
pp. 326-338
Persistent link: https://www.econbiz.de/10011642179
Saved in:
5
Risk-neutral moments in the crude oil market
Ruan, Xinfeng
;
Zhang, Jin E.
- In:
Energy economics
72
(
2018
),
pp. 583-600
Persistent link: https://www.econbiz.de/10011972460
Saved in:
6
Term spreads of implied volatility smirk and variance risk premium
Guo, Wei
;
Ruan, Xinfeng
;
Gehricke, Sebastian A.
;
Zhang, …
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 829-857
Persistent link: https://www.econbiz.de/10014293246
Saved in:
7
Carr and Wu's (2020) framework in the oil ETF option market
Jia, Xiaolan
;
Ruan, Xinfeng
;
Zhang, Jin E.
- In:
Journal of commodity markets
31
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014477744
Saved in:
8
Volatility-of-volatility and the cross-section of option returns
Ruan, Xinfeng
- In:
Journal of financial markets
48
(
2020
),
pp. 1-26
Persistent link: https://www.econbiz.de/10012631805
Saved in:
9
Pricing swaps on discrete realized higher moments under the lévy process
Zhu, Wenli
;
Ruan, Xinfeng
- In:
Computational economics
53
(
2019
)
2
,
pp. 507-532
Persistent link: https://www.econbiz.de/10012134734
Saved in:
10
The COVID-19 risk in the cross-section of equity options
Jitsawatpaiboon, Kanokrak
;
Ruan, Xinfeng
- In:
Finance research letters
53
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014472524
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