//--> //--> //-->
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:"The European journal of finance"
~subject:"Estimation"
~subject:"European options"
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
| 4 applied filters
Year of publication
From:
To:
Subject
All
Estimation
European options
Option trading
78
Optionsgeschäft
78
Option pricing theory
68
Optionspreistheorie
68
Volatility
31
Volatilität
31
Derivat
24
Derivative
24
Stochastic process
17
Stochastischer Prozess
17
Black-Scholes model
14
Black-Scholes-Modell
14
Theorie
14
Theory
14
Experiment
10
Hedging
8
Schätzung
7
implied volatility
7
Risiko
5
Risk
5
options
5
stochastic volatility
5
Bid-ask spread
4
Geld-Brief-Spanne
4
Aktienoption
3
American options
3
Capital income
3
EU countries
3
EU-Staaten
3
Großbritannien
3
Kapitaleinkommen
3
Liquidity
3
Liquidität
3
Lévy processes
3
Portfolio selection
3
Portfolio-Management
3
Stock option
3
United Kingdom
3
more ...
less ...
Online availability
All
Undetermined
6
Free
1
Type of publication
All
Article
10
Type of publication (narrower categories)
All
Article in journal
10
Aufsatz in Zeitschrift
10
Language
All
English
10
Author
All
Cohen, Samuel N.
2
Reisinger, Christoph
2
Wang, Sheng
2
Ap Gwilym, Owain
1
Chen, XiaoHua
1
Corrado, Charles Joseph
1
García-Machado, Juan J.
1
Goutte, Stéphane
1
Ismail, Amine
1
Leung, Tim
1
Marabel Romo, Jacinto
1
Pham, Huyên
1
Rybczyński, Jarosław
1
Selby, Michael J. P.
1
Sircar, Kaushik Ronnie
1
Song, Shiyu
1
Su, Tie
1
Varson, Paula L.
1
Verousis, Thanos
1
Wang, Guanying
1
Wang, Yongjin
1
more ...
less ...
Published in...
All
Applied mathematical finance
The European journal of finance
The journal of futures markets
17
Journal of banking & finance
9
Journal of financial economics
9
International review of economics & finance : IREF
7
Applied economics
6
Journal of financial markets
5
Quantitative finance
5
Review of derivatives research
5
The journal of derivatives : the official publication of the International Association of Financial Engineers
5
Finance research letters
4
Journal of econometrics
4
Journal of international financial markets, institutions & money
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
CFS working paper series
3
International review of financial analysis
3
Journal of empirical finance
3
Risks : open access journal
3
The journal of computational finance
3
The journal of finance : the journal of the American Finance Association
3
Working paper
3
Annals of finance
2
Applied economics letters
2
Asia-Pacific financial markets
2
Discussion paper / Tinbergen Institute
2
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
2
Financial innovation : FIN
2
International journal of theoretical and applied finance
2
Journal of derivatives & hedge funds
2
Journal of economic dynamics & control
2
Journal of financial and quantitative analysis : JFQA
2
Research paper series / Swiss Finance Institute
2
Review of quantitative finance and accounting
2
School working papers / Accounting finance series / Faculty of Business and Law, School of Accounting, Economics and Finance, Deakin University
2
The journal of business : B
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Working paper / Centre for Financial Research
2
Working paper / National Bureau of Economic Research, Inc.
2
more ...
less ...
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
Relevance
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
Pricing European options under a diffusion model with psychological barriers and leverage effect
Song, Shiyu
;
Wang, Guanying
;
Wang, Yongjin
- In:
The European journal of finance
26
(
2020
)
12
,
pp. 1184-1206
Persistent link: https://www.econbiz.de/10012264954
Saved in:
4
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:
5
How Spanish options market smiles in summer : an empirical analysis for options on IBEX-35
García-Machado, Juan J.
;
Rybczyński, Jarosław
- In:
The European journal of finance
23
(
2017
)
1/3
,
pp. 153-169
Persistent link: https://www.econbiz.de/10011736237
Saved in:
6
Pricing volatility options under stochastic skew with application to the VIX index
Marabel Romo, Jacinto
- In:
The European journal of finance
23
(
2017
)
4/6
,
pp. 353-374
Persistent link: https://www.econbiz.de/10011736265
Saved in:
7
The intraday determination of liquidity in the NYSE LIFFE equity option markets
Verousis, Thanos
;
Ap Gwilym, Owain
;
Chen, XiaoHua
- In:
The European journal of finance
22
(
2016
)
10/12
,
pp. 1164-1188
Persistent link: https://www.econbiz.de/10011715335
Saved in:
8
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:
9
Implied volatility skews and stock return skewness and kurtosis implied by stock option prices
Corrado, Charles Joseph
- In:
The European journal of finance
3
(
1997
)
1
,
pp. 73-85
Persistent link: https://www.econbiz.de/10001219143
Saved in:
10
Option prices aas predictors of stock prices : intraday adjustments to information releases
Varson, Paula L.
- In:
The European journal of finance
3
(
1997
)
1
,
pp. 49-72
Persistent link: https://www.econbiz.de/10001219144
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->