//--> //--> //--> //-->
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:"Always learning"
~isPartOf:"Review of derivatives research"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~subject:"Black-Scholes-Modell"
~subject:"Portfolio-Management"
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:"Option trading"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Black-Scholes-Modell
Portfolio-Management
Optionsgeschäft
105
Option trading
104
Option pricing theory
66
Optionspreistheorie
66
Volatility
31
Volatilität
31
Theorie
27
Theory
27
Derivat
26
Derivative
26
Hedging
18
USA
15
United States
15
Black-Scholes model
12
Stochastic process
11
Stochastischer Prozess
11
Portfolio selection
9
Börsenkurs
8
CAPM
8
Share price
8
Anlageverhalten
7
Behavioural finance
7
Capital income
7
Kapitaleinkommen
7
Aktienoption
6
American options
6
Risikoprämie
6
Risk
6
Risk premium
6
Stock option
6
Credit risk
5
Kreditrisiko
5
Option pricing
5
Risiko
5
Statistical distribution
5
Statistische Verteilung
5
Bubbles
4
Estimation
4
more ...
less ...
Online availability
All
Undetermined
9
Free
3
Type of publication
All
Article
21
Type of publication (narrower categories)
All
Article in journal
21
Aufsatz in Zeitschrift
21
Language
All
English
21
Author
All
Andersen, Leif B. G.
1
Andreasen, Jesper Fredborg
1
Bossy, Mireille
1
Brinkmann, Felix
1
Carr, Peter
1
Chance, Don M.
1
Drimus, Gabriel
1
Ellis, Katrina
1
Engelmann, Bernd
1
Eraker, Bjørn
1
Farkas, Walter
1
Fengler, Matthias R.
1
Gao, Bin
1
Gibson, Rajna
1
Gupta, Vishal
1
Hanson, Thomas A.
1
Heston, Steven L.
1
Hung, Mao-Wei
1
Jones, Christopher S.
1
Juh, Steve
1
Jun, Doobae
1
Khorram, Mehdi
1
Kim, Geonwoo
1
Ko, Yi-Chen
1
Korn, Olaf
1
Ku, Hyejin
1
Lee, Sungchul
1
Lhabitant, François-Serge
1
Li, Shuaiqi
1
Li, Weiping
1
Lim, Hyuncheul
1
Merbecks, Constantin
1
Mo, Haitao
1
Moore, Lyndon
1
Muck, Matthias
1
Muthuswamy, Jayaram
1
Nalholm, Morten
1
Nandi, Saikat
1
Necula, Ciprian
1
Nunes, Joaõ Pedro Vidal
1
more ...
less ...
Published in...
All
Always learning
Review of derivatives research
The journal of finance : the journal of the American Finance Association
International journal of theoretical and applied finance
26
The journal of derivatives : the official publication of the International Association of Financial Engineers
14
International journal of financial engineering
13
Mathematical finance : an international journal of mathematics, statistics and financial theory
13
Applied mathematical finance
12
The journal of computational finance
12
Computational economics
11
Finance and stochastics
11
Journal of economic dynamics & control
11
Journal of mathematical finance
11
Quantitative finance
11
The North American journal of economics and finance : a journal of financial economics studies
11
The journal of futures markets
11
Journal of banking & finance
10
Insurance / Mathematics & economics
7
The review of financial studies
7
European journal of operational research : EJOR
6
Applied economics
5
Cogent economics & finance
5
Finanzmarkt und Portfolio-Management
5
Journal of derivatives & hedge funds
5
Journal of financial economics
5
Managerial finance
5
Research paper series / Swiss Finance Institute
5
SpringerLink / Bücher
5
The European journal of finance
5
Working paper / National Bureau of Economic Research, Inc.
5
Asia-Pacific financial markets
4
Decisions in economics and finance : DEF ; a journal of applied mathematics
4
Economic modelling
4
Finance research letters
4
International journal of theoretical and applied finance : IJTAF
4
International review of economics & finance : IREF
4
Journal of risk and financial management : JRFM
4
The journal of asset management
4
The journal of derivatives : JOD
4
Wiley finance series
4
Annals of finance
3
Finance India : the quarterly journal of Indian Institute of Finance
3
more ...
less ...
Source
All
ECONIS (ZBW)
21
Showing
1
-
10
of
21
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Implied volatility surfaces : a comprehensive analysis using half a billion option prices
Ulrich, Maxim
;
Zimmer, Lukas
;
Merbecks, Constantin
- In:
Review of derivatives research
26
(
2023
)
2/3
,
pp. 135-169
Persistent link: https://www.econbiz.de/10014423871
Saved in:
2
Arbitrage-free smile construction on FX option markets using Garman-Kohlhagen deltas and implied volatilities
Muck, Matthias
- In:
Review of derivatives research
25
(
2022
)
3
,
pp. 293-314
Persistent link: https://www.econbiz.de/10013457626
Saved in:
3
The impact of the leverage effect on the implied volatility smile : evidence for the German option market
Rathgeber, A. W.
;
Stadler, Johannes
;
Stöckl, S.
- In:
Review of derivatives research
24
(
2021
)
2
,
pp. 95-133
Persistent link: https://www.econbiz.de/10012549093
Saved in:
4
Option momentum
Heston, Steven L.
;
Jones, Christopher S.
;
Khorram, Mehdi
; …
- In:
The journal of finance : the journal of the American …
78
(
2023
)
6
,
pp. 3141-3192
Persistent link: https://www.econbiz.de/10014437686
Saved in:
5
Diversification with options and structured products
Yuan, Shuonan
;
Rieger, Marc Oliver
- In:
Review of derivatives research
24
(
2021
)
1
,
pp. 55-77
Persistent link: https://www.econbiz.de/10012498474
Saved in:
6
A general closed form option pricing formula
Necula, Ciprian
;
Drimus, Gabriel
;
Farkas, Walter
- In:
Review of derivatives research
22
(
2019
)
1
,
pp. 1-40
Persistent link: https://www.econbiz.de/10012311636
Saved in:
7
Risk-adjusted option-implied moments
Brinkmann, Felix
;
Korn, Olaf
- In:
Review of derivatives research
21
(
2018
)
2
,
pp. 149-173
Persistent link: https://www.econbiz.de/10012055736
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
Rainbow trend options : valuation and applications
Wang, Jr-Yan
;
Wang, Hsiao-Chuan
;
Ko, Yi-Chen
;
Hung, Mao-Wei
- In:
Review of derivatives research
20
(
2017
)
2
,
pp. 91-133
Persistent link: https://www.econbiz.de/10011935970
Saved in:
10
Is the information obtained from European options on equally weighted baskets enough to determine the prices of exotic derivatives such as worst-of options?
Romo, Jacinto Marabel
- In:
Review of derivatives research
19
(
2016
)
1
,
pp. 65-83
Persistent link: https://www.econbiz.de/10011742281
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->