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~isPartOf:"International review of economics & finance : IREF"
~subject:"Hedging"
~subject:"Option trading"
~subject:"Risiko"
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Hedging
Option trading
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Option pricing theory
47
Optionspreistheorie
47
Volatility
22
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22
Optionsgeschäft
21
Derivat
12
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International review of economics & finance : IREF
International journal of theoretical and applied finance
145
The journal of futures markets
99
Applied mathematical finance
78
Mathematical finance : an international journal of mathematics, statistics and financial theory
77
Review of derivatives research
70
Quantitative finance
68
The journal of computational finance
67
Journal of banking & finance
65
The journal of derivatives : the official publication of the International Association of Financial Engineers
62
Finance and stochastics
56
Journal of economic dynamics & control
53
Finance research letters
47
Insurance / Mathematics & economics
43
Research paper series / Swiss Finance Institute
41
European journal of operational research : EJOR
39
The North American journal of economics and finance : a journal of financial economics studies
39
International journal of financial engineering
38
Journal of mathematical finance
33
Risks : open access journal
33
Computational economics
32
The European journal of finance
25
Swiss Finance Institute Research Paper
24
Journal of financial economics
23
Review of quantitative finance and accounting
22
Journal of risk and financial management : JRFM
21
Applied economics
20
Asia-Pacific financial markets
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Management science : journal of the Institute for Operations Research and the Management Sciences
20
Annals of finance
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Economic modelling
19
Energy economics
17
NBER working paper series
17
The journal of derivatives : JOD
17
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
16
Decisions in economics and finance : DEF ; a journal of applied mathematics
15
International review of financial analysis
15
Mathematics and financial economics
15
Journal of econometrics
13
Journal of risk
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ECONIS (ZBW)
24
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1
An analytical GARCH valuation model for spread options with default risk
Song, Shiyu
;
Tang, Dan
;
Xu, Guangli
;
Yin, Xunbai
- In:
International review of economics & finance : IREF
83
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014239894
Saved in:
2
Informed trading in the CDS and OTM put option markets
Hu, May
;
Narayan, Paresh Kumar
;
Park, Jason
;
Verhoeven, …
- In:
International review of economics & finance : IREF
79
(
2022
),
pp. 353-367
Persistent link: https://www.econbiz.de/10013343419
Saved in:
3
Theoretical and empirical analysis of options in open market share repurchases of Taiwan companies
Tsai, Pei-ling
;
Hsu, Yuan-Lin
;
Chih, Hsiang-Hsuan
;
Lin, …
- In:
International review of economics & finance : IREF
81
(
2022
),
pp. 205-226
Persistent link: https://www.econbiz.de/10013343505
Saved in:
4
Implied volatility information of Chinese SSE 50 ETF options
Wu, Lingke
;
Liu, Dehong
;
Yuan, Jianglei
;
Huang, Zhenhuan
- In:
International review of economics & finance : IREF
82
(
2022
),
pp. 609-624
Persistent link: https://www.econbiz.de/10013545670
Saved in:
5
Implied volatility forecast and option trading strategy
Liu, Dehong
;
Liang, Yucong
;
Zhang, Lili
;
Lung, Peter P.
; …
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 943-954
Persistent link: https://www.econbiz.de/10012630807
Saved in:
6
Valuation of Asian options with default risk under GARCH models
Wang, Xingchun
- In:
International review of economics & finance : IREF
70
(
2020
),
pp. 27-40
Persistent link: https://www.econbiz.de/10012486762
Saved in:
7
CBOE VIX and Jump-GARCH option pricing models
Yoo, Eun Gyu
;
Yoon, Sun-Joong
- In:
International review of economics & finance : IREF
69
(
2020
),
pp. 839-859
Persistent link: https://www.econbiz.de/10012487455
Saved in:
8
Pricing discrete barrier options under jump-diffusion model with liquidity risk
Li, Zhe
;
Zhang, Wei-guo
;
Liu, Yong-Jun
;
Zhang, Yue
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 347-368
Persistent link: https://www.econbiz.de/10012202898
Saved in:
9
Forward-looking information on growth and uncertainty implied by derivative securities : evidence from an emerging market
Yen, Yu-min
- In:
International review of economics & finance : IREF
62
(
2019
),
pp. 240-266
Persistent link: https://www.econbiz.de/10012205548
Saved in:
10
On profitability of volatility trading on S&P 500 equity index options : the role of trading frictions
Hong, Hui
;
Sung, Hao-Chang
;
Yang, Jingjing
- In:
International review of economics & finance : IREF
55
(
2018
),
pp. 295-307
Persistent link: https://www.econbiz.de/10012033481
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