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isPartOf:"Applied mathematical finance"
~isPartOf:"Operations research"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~subject:"Stochastic process"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Optionsgeschäft"
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Stochastic process
Option trading
150
Optionsgeschäft
150
Option pricing theory
107
Optionspreistheorie
107
Volatility
46
Volatilität
46
Theorie
41
Theory
41
Stochastischer Prozess
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Cai, Ning
2
Alòs, Elisa
1
Aoudia, Djilali Ait
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Atiya, Amir F.
1
Beliaeva, Natalia A.
1
Chen, Nan
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Duck, Peter W.
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Applied mathematical finance
Operations research
The journal of derivatives : the official publication of the International Association of Financial Engineers
International journal of theoretical and applied finance
28
Quantitative finance
23
The journal of computational finance
17
The journal of futures markets
14
Journal of economic dynamics & control
11
Finance and stochastics
10
Review of derivatives research
10
Computational economics
9
European journal of operational research : EJOR
9
Finance research letters
9
International journal of financial engineering
9
The North American journal of economics and finance : a journal of financial economics studies
9
Journal of banking & finance
8
Journal of econometrics
8
Journal of mathematical finance
8
Annals of finance
7
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Mathematical finance : an international journal of mathematics, statistics and financial theory
5
Operations research letters
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Asia-Pacific financial markets
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Risks : open access journal
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The journal of derivatives : JOD
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Applied economics
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Applied financial economics
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Decisions in economics and finance : DEF ; a journal of applied mathematics
3
International review of economics & finance : IREF
3
Journal of financial economics
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Journal of risk and financial management : JRFM
3
Management science : journal of the Institute for Operations Research and the Management Sciences
3
Mathematical methods of operations research
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The European journal of finance
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Annals of financial economics
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Applied economics letters
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Astin bulletin : the journal of the International Actuarial Association
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International journal of theoretical and applied finance : IJTAF
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International review of finance
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ECONIS (ZBW)
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1
On the implied volatility of Asian options under stochastic volatility models
Alòs, Elisa
;
Nualart, Eulalia
;
Pravosud, Makar
- In:
Applied mathematical finance
30
(
2023
)
5
,
pp. 249-274
Persistent link: https://www.econbiz.de/10015051248
Saved in:
2
Exchange option pricing under variance gamma-like models
Gardini, Matteo
;
Sabino, Piergiacomo
- In:
Applied mathematical finance
29
(
2022
)
6
,
pp. 494-521
Persistent link: https://www.econbiz.de/10014390283
Saved in:
3
Risk arbitrage opportunities for stock index options
Post, Thierry
;
Rodríguez Longarela, Iñaki
- In:
Operations research
69
(
2021
)
1
,
pp. 100-113
Persistent link: https://www.econbiz.de/10012523428
Saved in:
4
Regime classification and stock loan valuation
Cai, Ning
;
Zhang, Wei
- In:
Operations research
68
(
2020
)
4
,
pp. 965-983
Persistent link: https://www.econbiz.de/10012288340
Saved in:
5
Options portfolio selection
Guasoni, Paolo
;
Mayerhofer, Eberhard
- In:
Operations research
68
(
2020
)
3
,
pp. 733-740
Persistent link: https://www.econbiz.de/10012234441
Saved in:
6
Robust barrier option pricing by frame projection under exponential Lévy dynamics
Kirkby, J. Lars
- In:
Applied mathematical finance
24
(
2017
)
3/4
,
pp. 337-386
Persistent link: https://www.econbiz.de/10011815237
Saved in:
7
Third-order short-time expansions for close-to-the-money option prices under the CGMY model
Figueroa-López, José E.
;
Gong, Ruoting
;
Houdré, Christian
- In:
Applied mathematical finance
24
(
2017
)
5/6
,
pp. 547-574
Persistent link: https://www.econbiz.de/10011815299
Saved in:
8
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:
9
Pricing occupation-time options in a mixed-exponential jump-diffusion model
Aoudia, Djilali Ait
;
Renaud, Jean-François
- In:
Applied mathematical finance
23
(
2016
)
1/2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011546980
Saved in:
10
Analysis of VIX Markets with a time-spread portfolio
Papanicolaou, A.
- In:
Applied mathematical finance
23
(
2016
)
5/6
,
pp. 374-408
Persistent link: https://www.econbiz.de/10011704261
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