//--> //--> //--> //-->
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:"Applied mathematical finance"
~isPartOf:"Applied economics"
~subject:"Estimation"
~subject:"European options"
~subject:"Theorie"
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
Search: subject_exact:"Optionsgeschäft"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Estimation
European options
Theorie
Option trading
74
Optionsgeschäft
74
Option pricing theory
65
Optionspreistheorie
65
Volatility
36
Volatilität
36
Derivat
18
Derivative
18
Stochastic process
17
Stochastischer Prozess
17
Black-Scholes model
16
Black-Scholes-Modell
16
Theory
11
Experiment
8
Schätzung
7
Hedging
6
implied volatility
6
Risiko
5
Risk
5
stochastic volatility
5
Index futures
4
Index-Futures
4
Aktienoption
3
CAPM
3
Forecasting model
3
Großbritannien
3
Option pricing
3
Prognoseverfahren
3
Stock option
3
United Kingdom
3
VIX
3
option pricing
3
Aktienmarkt
2
Anlageverhalten
2
Behavioural finance
2
Börsenkurs
2
Capital income
2
more ...
less ...
Online availability
All
Undetermined
6
Free
1
Type of publication
All
Article
21
Type of publication (narrower categories)
All
Article in journal
21
Aufsatz in Zeitschrift
21
Language
All
English
21
Author
All
Cohen, Samuel N.
2
Reisinger, Christoph
2
Wang, Sheng
2
Ahn, Hyungsok
1
Armstrong, Grant F.
1
Avellaneda, Marco
1
Aziz, Saqib
1
Barai, Parama
1
Buff, Robert
1
Chen, Dar-hsin
1
Clark, Steven P.
1
D'Halluin, Y.
1
Dempsey, Michael
1
Ferruz Agudo, Luis
1
Giovanni, Domenico de
1
Goutte, Stéphane
1
Ismail, Amine
1
Jalan, Akanksha
1
Kwok, Yue-Kuen
1
Leung, Tim
1
Lin, Chien-chih
1
Lin, Chuang Yuang
1
Løchte Jørgensen, Peter
1
Matkovskyy, Roman
1
Muroi, Yoshifumi
1
Muñoz, Fernando
1
Park, Min
1
Park, Seongkyu
1
Pati, Pratap Chandra
1
Penaud, Antony
1
Pham, Huyên
1
Pooley, D. M.
1
Rajib, Prabina
1
Ryu, Doojin
1
Sircar, Kaushik Ronnie
1
Smith, Adam T.
1
Tanha, Hassan
1
Tsai, Chin Yu
1
Vargas, María
1
Wilmott, Paul
1
more ...
less ...
Published in...
All
Applied mathematical finance
Applied economics
The journal of futures markets
45
Mathematical finance : an international journal of mathematics, statistics and financial theory
34
The journal of derivatives : the official publication of the International Association of Financial Engineers
33
Journal of banking & finance
31
Finance and stochastics
27
International journal of theoretical and applied finance
25
Review of derivatives research
21
Journal of financial economics
18
The journal of computational finance
18
The review of financial studies
16
International review of economics & finance : IREF
12
Journal of economic dynamics & control
12
Journal of financial markets
12
Working paper / National Bureau of Economic Research, Inc.
11
Finance : revue de l'Association Française de Finance
10
Asia-Pacific financial markets
9
The journal of finance : the journal of the American Finance Association
9
Finance research letters
8
Finanzmarkt und Portfolio-Management
8
Journal of econometrics
8
NBER working paper series
8
The European journal of finance
8
Decisions in economics and finance : DEF ; a journal of applied mathematics
7
Journal of international financial markets, institutions & money
7
NBER Working Paper
7
Discussion paper / Centre for Economic Policy Research
6
Journal of financial and quantitative analysis : JFQA
6
Management science : journal of the Institute for Operations Research and the Management Sciences
6
Quantitative finance
6
Report / Erasmus Center for Financial Research, Erasmus University
6
Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
6
Working paper
6
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
6
Discussion paper / Tinbergen Institute
5
International review of financial analysis
5
Research paper series / Swiss Finance Institute
5
Série des documents de travail / Centre de Recherche en Économie et Statistique
5
wi - Wirtschaft
5
more ...
less ...
Source
All
ECONIS (ZBW)
21
Showing
1
-
10
of
21
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Arbitrage-free neural-SDE market models
Cohen, Samuel N.
;
Reisinger, Christoph
;
Wang, Sheng
- In:
Applied mathematical finance
30
(
2023
)
1
,
pp. 1-46
Persistent link: https://www.econbiz.de/10014390284
Saved in:
2
Hedging option books using neural-sde market models
Cohen, Samuel N.
;
Reisinger, Christoph
;
Wang, Sheng
- In:
Applied mathematical finance
29
(
2022
)
5
,
pp. 366-401
Persistent link: https://www.econbiz.de/10014323483
Saved in:
3
Contract size changes in the options market : effects on market efficiency and investor behaviour
Park, Seongkyu
;
Ryu, Doojin
- In:
Applied economics
53
(
2021
)
57
,
pp. 6670-6682
Persistent link: https://www.econbiz.de/10012697955
Saved in:
4
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:
5
Forecasting stock market volatility and information content of implied volatility index
Pati, Pratap Chandra
;
Barai, Parama
;
Rajib, Prabina
- In:
Applied economics
50
(
2018
)
23
,
pp. 2552-2568
Persistent link: https://www.econbiz.de/10011850295
Saved in:
6
Regime-switching stochastic volatility model : estimation and calibration to VIX options
Goutte, Stéphane
;
Ismail, Amine
;
Pham, Huyên
- In:
Applied mathematical finance
24
(
2017
)
1/2
,
pp. 38-75
Persistent link: https://www.econbiz.de/10011746993
Saved in:
7
Implied volatility of leveraged ETF options
Leung, Tim
;
Sircar, Kaushik Ronnie
- In:
Applied mathematical finance
22
(
2015
)
1/2
,
pp. 162-188
Persistent link: https://www.econbiz.de/10010505139
Saved in:
8
A reduced-form model for valuing bonds with make-whole call provisions
Park, Min
;
Clark, Steven P.
- In:
Applied mathematical finance
22
(
2015
)
5/6
,
pp. 499-521
Persistent link: https://www.econbiz.de/10011490621
Saved in:
9
Do Aussie markets smile? : implied volatility functions and determinants
Tanha, Hassan
;
Dempsey, Michael
- In:
Applied economics
47
(
2015
)
28/30
,
pp. 3143-3163
Persistent link: https://www.econbiz.de/10011289355
Saved in:
10
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
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->