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~isPartOf:"Always learning"
~isPartOf:"Review of derivatives research"
~isPartOf:"The European journal of finance"
~subject:"Volatilität"
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Volatilität
Option trading
42
Optionsgeschäft
42
Option pricing theory
36
Optionspreistheorie
36
Derivat
16
Derivative
16
Volatility
15
Stochastic process
8
Stochastischer Prozess
8
Black-Scholes model
7
Black-Scholes-Modell
7
Credit risk
6
Kreditrisiko
6
Risk
6
Option pricing
5
Risiko
5
Aktienoption
4
Bid-ask spread
4
Geld-Brief-Spanne
4
Hedging
4
Liquidity
4
Liquidität
4
Options
4
Statistical distribution
4
Statistische Verteilung
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Stock option
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American options
3
Anlageverhalten
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Behavioural finance
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Bubbles
3
EU countries
3
EU-Staaten
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Estimation
3
European options
3
Handelsvolumen der Börse
3
Portfolio selection
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Portfolio-Management
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15
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Song, Shiyu
2
Wang, Xingchun
2
Wang, Yongjin
2
Ap Gwilym, Owain
1
Chance, Don M.
1
Chen, XiaoHua
1
Cruz, Aricson
1
Dias, José Carlos
1
Eghbalzadeh, Ramin
1
Feunou, Bruno
1
Fontaine, Jean-Sébastien
1
Gaillardetz, Patrice
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Galeeva, Roza
1
Gao, Bin
1
García-Machado, Juan J.
1
Godin, Frédéric
1
Hanson, Thomas A.
1
Li, Weiping
1
Liang, Gechun
1
Marabel Romo, Jacinto
1
Muthuswamy, Jayaram
1
Nunes, Joaõ Pedro Vidal
1
Romo, Jacinto Marabel
1
Ronn, Ehud I.
1
Rybczyński, Jarosław
1
Tédongap, Roméo
1
Ulrich, Maxim
1
Verousis, Thanos
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Walther, Simon
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Wang, Guanying
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Review of derivatives research
The European journal of finance
The journal of futures markets
22
Journal of banking & finance
18
Quantitative finance
16
Finance research letters
15
Journal of financial markets
13
International journal of theoretical and applied finance
12
International journal of financial engineering
11
The North American journal of economics and finance : a journal of financial economics studies
11
The journal of computational finance
10
International review of economics & finance : IREF
9
International review of financial analysis
9
Journal of economic dynamics & control
9
Journal of financial economics
9
Management science : journal of the Institute for Operations Research and the Management Sciences
9
Applied economics
8
Computational economics
8
Applied mathematical finance
7
European journal of operational research : EJOR
7
Journal of econometrics
7
Applied economics letters
6
Annals of finance
5
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
5
The journal of derivatives : JOD
5
Decisions in economics and finance : DEF ; a journal of applied mathematics
4
Economics letters
4
Energy economics
4
Journal of international financial markets, institutions & money
4
Research paper series / Swiss Finance Institute
4
The journal of asset management
4
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Annals of financial economics
3
Finance and stochastics
3
International journal of economics and finance
3
Journal of empirical finance
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Journal of financial econometrics
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Operations research letters
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ECONIS (ZBW)
15
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1
Pricing swaptions and zero-coupon futures options under the discrete-time arbitrage-free Nelson-Siegel model
Godin, Frédéric
;
Eghbalzadeh, Ramin
;
Gaillardetz, Patrice
- In:
Review of derivatives research
26
(
2023
)
2/3
,
pp. 171-206
Persistent link: https://www.econbiz.de/10014423872
Saved in:
2
Oil futures volatility smiles in 2020 : why the Bachelier smile is flatter
Galeeva, Roza
;
Ronn, Ehud I.
- In:
Review of derivatives research
25
(
2022
)
2
,
pp. 173-187
Persistent link: https://www.econbiz.de/10013457610
Saved in:
3
Pricing vulnerable options with jump risk and liquidity risk
Wang, Xingchun
- In:
Review of derivatives research
24
(
2021
)
3
,
pp. 243-260
Persistent link: https://www.econbiz.de/10012659671
Saved in:
4
Pricing vulnerable options in a hybrid credit risk model driven by Heston-Nandi GARCH processes
Liang, Gechun
;
Wang, Xingchun
- In:
Review of derivatives research
24
(
2021
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012498465
Saved in:
5
A note on options and bubbles under the CEV model : implications for pricing and hedging
Dias, José Carlos
;
Nunes, Joaõ Pedro Vidal
;
Cruz, Aricson
- In:
Review of derivatives research
23
(
2020
)
3
,
pp. 249-272
Persistent link: https://www.econbiz.de/10012303226
Saved in:
6
Option-implied information : what’s the vol surface got to do with it?
Ulrich, Maxim
;
Walther, Simon
- In:
Review of derivatives research
23
(
2020
)
3
,
pp. 323-355
Persistent link: https://www.econbiz.de/10012303253
Saved in:
7
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:
8
A bias in the volatility smile
Chance, Don M.
;
Hanson, Thomas A.
;
Li, Weiping
; …
- In:
Review of derivatives research
20
(
2017
)
1
,
pp. 47-90
Persistent link: https://www.econbiz.de/10011930559
Saved in:
9
Implied volatility and skewness surface
Feunou, Bruno
;
Fontaine, Jean-Sébastien
;
Tédongap, Roméo
- In:
Review of derivatives research
20
(
2017
)
2
,
pp. 167-202
Persistent link: https://www.econbiz.de/10011935979
Saved in:
10
Pricing double barrier options under a volatility regime-switching model with psychological barriers
Song, Shiyu
;
Wang, Yongjin
- In:
Review of derivatives research
20
(
2017
)
3
,
pp. 255-280
Persistent link: https://www.econbiz.de/10011936003
Saved in:
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