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~isPartOf:"Finance research letters"
~isPartOf:"Review of derivatives research"
~isPartOf:"The journal of computational finance"
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Search: subject_exact:"Option trading"
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Optionsgeschäft
194
Option trading
193
Option pricing theory
159
Optionspreistheorie
159
Volatility
56
Volatilität
56
Derivat
38
Derivative
38
Theorie
38
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Wang, Xingchun
8
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Drimus, Gabriel
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Lee, Hangsuck
4
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3
Escobar, Marcos
3
Farkas, Walter
3
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Cui, Zhenyu
2
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2
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2
AitSahlia, Farid
1
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1
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Always learning
Finance research letters
Review of derivatives research
The journal of computational finance
The journal of futures markets
189
International journal of theoretical and applied finance
111
Journal of banking & finance
94
The journal of derivatives : the official publication of the International Association of Financial Engineers
86
Applied mathematical finance
54
Quantitative finance
54
Mathematical finance : an international journal of mathematics, statistics and financial theory
49
Journal of economic dynamics & control
47
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43
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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
Working paper / National Bureau of Economic Research, Inc.
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European journal of operational research : EJOR
29
Research paper series / Swiss Finance Institute
28
Journal of mathematical finance
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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
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Wiley trading series
23
Asia-Pacific financial markets
22
Applied economics
20
Applied financial economics
20
Swiss Finance Institute Research Paper
20
NBER Working Paper
19
Risks : open access journal
19
Journal of risk and financial management : JRFM
18
Annals of finance
17
The journal of derivatives : JOD
17
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ECONIS (ZBW)
194
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71
Pricing exotic options in a regime switching economy : a Fourier transform method
Hieber, Peter
- In:
Review of derivatives research
21
(
2018
)
2
,
pp. 231-252
Persistent link: https://www.econbiz.de/10012055739
Saved in:
72
The forward smile in local-stochastic volatility models
Mazzon, Andrea
;
Pascucci, Andrea
- In:
The journal of computational finance
20
(
2016/2017
)
3
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011689675
Saved in:
73
Error analysis in Fourier methods for option pricing
Crocce, Fabián
;
Häppölä, Juho
;
Kiessling, Jonas
; …
- In:
The journal of computational finance
21
(
2017
)
1
,
pp. 53-82
Persistent link: https://www.econbiz.de/10011691613
Saved in:
74
Efficient estimation of sensitivities for counterparty credit risk with the finite difference Monte Carlo method
Graaf, Cornelis S. L. de
;
Kandhai, Drona
;
Sloot, Peter M. A.
- In:
The journal of computational finance
21
(
2017
)
1
,
pp. 83-113
Persistent link: https://www.econbiz.de/10011691615
Saved in:
75
An efficient convergant lattice method for Asian option pricing with superlinear complexity
Lu, Ling
;
Xu, Wei
;
Qian, Zhehui
- In:
The journal of computational finance
20
(
2016/2017
)
4
,
pp. 1-38
Persistent link: https://www.econbiz.de/10011691626
Saved in:
76
Valuation of barrier options using sequential Monte Carlo
Shevchenko, Pavel V.
;
Del Moral, Pierre
- In:
The journal of computational finance
20
(
2016/2017
)
4
,
pp. 107-135
Persistent link: https://www.econbiz.de/10011691638
Saved in:
77
Examining the flight-to-safety with the implied volatilities
Sarwar, Ghulam
- In:
Finance research letters
20
(
2017
),
pp. 118-124
Persistent link: https://www.econbiz.de/10011806824
Saved in:
78
Discontinuous payoff option pricing by Mellin transform : a probabilistic approach
Gzyl, Henryk
;
Milev, M.
;
Tagliani, Aldo
- In:
Finance research letters
20
(
2017
),
pp. 281-288
Persistent link: https://www.econbiz.de/10011806950
Saved in:
79
How fundamental is the one-period trinomial model to European option pricing bounds : a new methodological approach
Braouezec, Yann
- In:
Finance research letters
21
(
2017
),
pp. 92-99
Persistent link: https://www.econbiz.de/10011807511
Saved in:
80
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:
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