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Option pricing theory
7
Optionspreistheorie
7
Black-Scholes model
6
Black-Scholes-Modell
6
Option trading
5
Optionsgeschäft
5
Stochastic process
4
Stochastischer Prozess
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Volatility
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Volatilität
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Derivat
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Derivative
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Estimation
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Index futures
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Index-Futures
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Option pricing
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Schätzung
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Aktienindex
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Aktienoption
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Behavioural finance
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Bitcoin
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Black–Scholes model
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CAPM
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Derman and Kani
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EU countries
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Elektronisches Geld
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Estimation theory
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European options
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Geometric Brownian motion
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Gehricke, Sebastian A.
2
Zhang, Jin E.
2
Aziz, Saqib
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Elyasiani, Elyas
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Guo, Wei
1
Jalan, Akanksha
1
Kung, James J.
1
Lassance, Nathan
1
Lin, Chien-chih
1
Matkovskyy, Roman
1
Muzzioli, Silvia
1
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Applied economics
International journal of theoretical and applied finance
79
Mathematical finance : an international journal of mathematics, statistics and financial theory
40
Applied mathematical finance
37
The journal of futures markets
33
The journal of computational finance
32
Computational economics
29
Finance and stochastics
29
The journal of derivatives : the official publication of the International Association of Financial Engineers
28
Review of derivatives research
25
International journal of financial engineering
22
Journal of mathematical finance
22
Quantitative finance
22
Journal of banking & finance
19
Asia-Pacific financial markets
18
The North American journal of economics and finance : a journal of financial economics studies
14
Journal of economic dynamics & control
13
Finance research letters
12
Journal of econometrics
12
Options : classic approaches to pricing and modelling
11
The European journal of finance
11
Decisions in economics and finance : DEF ; a journal of applied mathematics
10
CoFE discussion papers
9
Research paper series / Swiss Finance Institute
9
Review of quantitative finance and accounting
9
Risks : open access journal
9
The review of financial studies
9
European journal of operational research : EJOR
8
International review of financial analysis
8
The journal of risk and insurance : the journal of the American Risk and Insurance Association
8
Advances in futures and options research : a research annual
7
Annals of financial economics
7
Journal of derivatives & hedge funds
7
Journal of risk and financial management : JRFM
7
The journal of finance : the journal of the American Finance Association
7
Applied financial economics
6
Discussion paper / B
6
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
6
Finanzmarkt und Portfolio-Management
6
International Journal of Theoretical and Applied Finance (IJTAF)
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1
The power of deterministic option-implied trees in pricing European options
Elyasiani, Elyas
;
Muzzioli, Silvia
- In:
Applied economics
54
(
2022
)
22
,
pp. 2596-2609
Persistent link: https://www.econbiz.de/10013171107
Saved in:
2
The Bitcoin options market : a first look at pricing and risk
Jalan, Akanksha
;
Matkovskyy, Roman
;
Aziz, Saqib
- In:
Applied economics
53
(
2021
)
17
,
pp. 2026-2041
Persistent link: https://www.econbiz.de/10012500934
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
The implied volatility smirk in the VXX options market
Gehricke, Sebastian A.
;
Zhang, Jin E.
- In:
Applied economics
52
(
2020
)
8
,
pp. 769-788
Persistent link: https://www.econbiz.de/10012197465
Saved in:
5
A comparison of pricing and hedging performances of equity derivatives models
Lassance, Nathan
;
Vrins, Frédéric
- In:
Applied economics
50
(
2018
)
10
,
pp. 1122-1137
Persistent link: https://www.econbiz.de/10011848262
Saved in:
6
A nonparametric kernel regression approach for pricing options on stock market index
Kung, James J.
- In:
Applied economics
48
(
2016
)
10/12
,
pp. 902-913
Persistent link: https://www.econbiz.de/10011432797
Saved in:
7
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
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