//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~source:"econis"
~subject:"Option trading"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Construction and interpretatio...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Option trading
Option pricing theory
203
Optionspreistheorie
203
Theorie
134
Theory
134
Optionsgeschäft
86
Volatility
80
Volatilität
80
Derivat
66
Derivative
66
USA
64
United States
64
Estimation
32
Schätzung
32
Hedging
30
Black-Scholes model
28
Black-Scholes-Modell
28
Yield curve
25
Zinsstruktur
25
Stochastic process
22
Stochastischer Prozess
22
Statistical distribution
20
Statistische Verteilung
20
Swap
17
Börsenkurs
16
Share price
16
Index futures
15
Index-Futures
15
Aktienoption
14
Interest rate derivative
14
Stock option
14
Zinsderivat
14
Portfolio selection
13
Portfolio-Management
13
Credit risk
12
Kreditrisiko
12
Deutschland
11
Financial analysis
11
Finanzanalyse
11
Germany
11
more ...
less ...
Type of publication
All
Article
86
Type of publication (narrower categories)
All
Article in journal
86
Aufsatz in Zeitschrift
86
Language
All
English
86
Author
All
Ederington, Louis H.
4
Chaput, J. Scott
3
Chen, Son-nan
3
Wu, Liuren
3
Wu, Ting-pin
3
Carr, Peter
2
Chang, Jui-jane
2
Nunes, Joaõ Pedro Vidal
2
Orosi, Greg
2
Tian, Yisong Sam
2
Weide, Hans van der
2
Abken, Peter A.
1
Ahn, Dong-Hyun
1
Albrecher, Hansjörg
1
Atiya, Amir F.
1
Bansal, Vipul K.
1
Barone, Gaia
1
Barone-Adesi, Giovanni
1
Beliaeva, Natalia A.
1
Berkovich, Efraim
1
Bernard, Carole
1
Borovkova, S. A.
1
Borovkova, Svetlana
1
Boyle, Phelim P.
1
Braga, Bruno Saturnino
1
Brown, Gregory
1
Cassano, Mark A.
1
Chang, Chuang-chang
1
Chen, Chun-Da
1
Chen, Jit Seng
1
Cherian, Joseph A.
1
Cheuk, Terry Hon Fu
1
Chin, Faith
1
Christoffersen, Peter F.
1
Chuang, Chienmin
1
Das, Sanjiv R.
1
Deng, Shi-jie
1
Detlefsen, K.
1
Dhaene, Jan
1
Diao, Xundi
1
more ...
less ...
Published in...
All
The journal of derivatives : the official publication of the International Association of Financial Engineers
The journal of futures markets
189
International journal of theoretical and applied finance
111
Journal of banking & finance
94
Review of derivatives research
74
The journal of computational finance
59
Applied mathematical finance
54
Finance research letters
54
Quantitative finance
54
Mathematical finance : an international journal of mathematics, statistics and financial theory
49
Journal of economic dynamics & control
47
Finance and stochastics
43
Journal of financial economics
41
The North American journal of economics and finance : a journal of financial economics studies
41
International review of economics & finance : IREF
34
Journal of financial markets
34
International journal of financial engineering
31
Journal of financial and quantitative analysis : JFQA
31
The review of financial studies
30
Computational economics
29
European journal of operational research : EJOR
29
Working paper / National Bureau of Economic Research, Inc.
29
Journal of mathematical finance
27
Research paper series / Swiss Finance Institute
27
Review of quantitative finance and accounting
27
NBER working paper series
26
Management science : journal of the Institute for Operations Research and the Management Sciences
25
International review of financial analysis
24
The European journal of finance
24
The journal of finance : the journal of the American Finance Association
24
Wiley trading series
23
Asia-Pacific financial markets
22
Applied economics
20
Applied financial economics
20
NBER Working Paper
19
Risks : open access journal
19
Swiss Finance Institute Research Paper
19
Journal of risk and financial management : JRFM
18
Annals of finance
17
The journal of derivatives : JOD
17
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
86
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Curve-fitting method for implied
volatility
Wu, Desheng Dash
;
Liu, Tianxiang
- In:
The journal of derivatives : the official publication …
26
(
2018
)
2
,
pp. 19-37
Persistent link: https://www.econbiz.de/10011968684
Saved in:
2
Volatility
surface calibration to illiquid options
Nagy, László
;
Ormos, Mihály
- In:
The journal of derivatives : the official publication …
26
(
2019
)
3
,
pp. 87-96
Persistent link: https://www.econbiz.de/10012306175
Saved in:
3
European compound options written on perpetual American options
Barone, Gaia
- In:
The journal of derivatives : the official publication …
20
(
2012
)
3
,
pp. 61-74
Persistent link: https://www.econbiz.de/10009725348
Saved in:
4
Impact of net buying pressure on changes in implied
volatility
: before and after the onset of the subprime crisis
Shiu, Yung-ming
;
Pan, Ging-ginq
;
Lin, Shu-hui
;
Wu, Tu-cheng
- In:
The journal of derivatives : the official publication …
17
(
2009/10
)
4
,
pp. 54-66
Persistent link: https://www.econbiz.de/10003985513
Saved in:
5
Valuation of perpetual strangles : a quasi-analytical approach
Chuang, Chienmin
- In:
The journal of derivatives : the official publication …
21
(
2013
)
1
,
pp. 64-72
Persistent link: https://www.econbiz.de/10010191934
Saved in:
6
Counterparty credit risk and American options
Klein, Peter
;
Yang, Jun
- In:
The journal of derivatives : the official publication …
20
(
2013
)
4
,
pp. 7-21
Persistent link: https://www.econbiz.de/10009760552
Saved in:
7
On pricing Asian options under stochastic
volatility
Russo, Emilio
;
Staino, Alessandro
- In:
The journal of derivatives : the official publication …
23
(
2016
)
4
,
pp. 7-19
Persistent link: https://www.econbiz.de/10011687238
Saved in:
8
Implied
volatility
functions : a reprise
Rosenberg, Joshua V.
- In:
The journal of derivatives : the official publication …
7
(
2000
)
3
,
pp. 51-64
Persistent link: https://www.econbiz.de/10001497758
Saved in:
9
A simple approach to pricing American options under the Heston stochastic
volatility
model
Beliaeva, Natalia A.
;
Nawalkha, Sanjay K.
- In:
The journal of derivatives : the official publication …
17
(
2009/10
)
4
,
pp. 25-43
Persistent link: https://www.econbiz.de/10003985507
Saved in:
10
Improved implementation of local
volatility
and its application to S&P 500 Index options
Orosi, Greg
- In:
The journal of derivatives : the official publication …
17
(
2009/10
)
3
,
pp. 53-64
Persistent link: https://www.econbiz.de/10003961021
Saved in:
1
2
3
4
5
6
7
8
9
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->