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~isPartOf:"Always learning"
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Review of derivatives research"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~subject:"Kreditrisiko"
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Search: subject_exact:"Option trading"
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Kreditrisiko
Optionsgeschäft
216
Option trading
215
Option pricing theory
149
Optionspreistheorie
149
Volatility
65
Volatilität
65
Theorie
50
Theory
50
Derivat
48
Derivative
48
Stochastic process
39
Stochastischer Prozess
39
Hedging
38
Black-Scholes model
34
Black-Scholes-Modell
34
USA
16
United States
16
Experiment
14
Portfolio selection
13
Portfolio-Management
13
American options
12
CAPM
12
Credit risk
10
Aktienoption
9
Anlageverhalten
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Behavioural finance
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Statistical distribution
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Kapitaleinkommen
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Martingal
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Martingale
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Option pricing
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Wang, Xingchun
3
Alfonsi, Aurélien
1
Anderluh, J. H. M.
1
Buffet, Emmanuel
1
Carr, Peter
1
Chang, Lung-fu
1
Dong, Ziming
1
Hung, Mao-Wei
1
Javaheri, Alireza
1
Kao, Lie-Jane
1
Lelong, Jérôme
1
Liang, Gechun
1
Ohsaki, Shuichi
1
Shen, Yanbin
1
Tang, Dan
1
Weide, Hans van der
1
Yamazaki, Akira
1
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Always learning
International journal of theoretical and applied finance
Review of derivatives research
The journal of finance : the journal of the American Finance Association
The North American journal of economics and finance : a journal of financial economics studies
6
Finance research letters
4
Management science : journal of the Institute for Operations Research and the Management Sciences
3
Review of quantitative finance and accounting
3
Risks : open access journal
3
Applied economics letters
2
Economic modelling
2
International review of economics & finance : IREF
2
International review of financial analysis
2
Journal of banking & finance
2
Journal of empirical finance
2
The European journal of finance
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
The journal of futures markets
2
Annals of financial economics
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
European journal of operational research : EJOR
1
Financial innovation : FIN
1
IES working paper
1
Insurance / Mathematics & economics
1
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
1
International journal of financial engineering
1
International journal of financial research
1
Journal of economic dynamics & control
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial economics
1
Journal of multinational financial management
1
Kyoto University economic review : memoirs of the Graduate School of Economics, Kyoto University
1
Lecture Notes in Economics and Mathematical Systems
1
Malaysian journal of economic studies
1
Management 10-2012
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
1
Quantitative finance
1
Research paper series / Swiss Finance Institute
1
Review of finance : journal of the European Finance Association
1
Risikomanagement an internationalen Finanzmärkten : Systemrisiken, Crashpotential, Anlagemanagement, Risikosteuerung
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1
Pricing vulnerable basket spread options with liquidity risk
Dong, Ziming
;
Tang, Dan
;
Wang, Xingchun
- In:
Review of derivatives research
26
(
2023
)
1
,
pp. 23-50
Persistent link: https://www.econbiz.de/10014266355
Saved in:
2
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:
3
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:
4
Credit valuation adjustment of cap and floor with counterparty risk : a structural pricing model for vulnerable European options
Kao, Lie-Jane
- In:
Review of derivatives research
19
(
2016
)
1
,
pp. 41-64
Persistent link: https://www.econbiz.de/10011742280
Saved in:
5
Algorithmic counterparty credit exposure for multi-asset Bermudan options
Shen, Yanbin
;
Anderluh, J. H. M.
;
Weide, Hans van der
- In:
International journal of theoretical and applied finance
18
(
2015
)
1
,
pp. 1-35
Persistent link: https://www.econbiz.de/10011403163
Saved in:
6
A closed-form extension to the Black-Cox model
Alfonsi, Aurélien
;
Lelong, Jérôme
- In:
International journal of theoretical and applied finance
15
(
2012
)
8
,
pp. 1-30
Persistent link: https://www.econbiz.de/10009706338
Saved in:
7
Static hedging of defaultable contingent claims : a simple hedging scheme across equity and credit markets
Ohsaki, Shuichi
;
Yamazaki, Akira
- In:
International journal of theoretical and applied finance
14
(
2011
)
2
,
pp. 239-264
Persistent link: https://www.econbiz.de/10008992168
Saved in:
8
Valuation of vulnerable American options with correlated credit risk
Chang, Lung-fu
;
Hung, Mao-Wei
- In:
Review of derivatives research
9
(
2006
)
2
,
pp. 137-165
Persistent link: https://www.econbiz.de/10003608132
Saved in:
9
The forward PDE for European options on stocks with fixed fractional jumps
Carr, Peter
;
Javaheri, Alireza
- In:
International journal of theoretical and applied finance
8
(
2005
)
2
,
pp. 239-253
Persistent link: https://www.econbiz.de/10002679581
Saved in:
10
Defaultable bonds as Asian options
Buffet, Emmanuel
- In:
International journal of theoretical and applied finance
3
(
2000
)
3
,
pp. 571
Persistent link: https://www.econbiz.de/10001524455
Saved in:
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