//--> //--> //--> //-->
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:"Derivat"
~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
Derivat
Portfolio-Management
Optionsgeschäft
105
Option trading
104
Option pricing theory
66
Optionspreistheorie
66
Volatility
31
Volatilität
31
Theorie
27
Theory
27
Derivative
26
Hedging
18
USA
15
United States
15
Black-Scholes model
12
Black-Scholes-Modell
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
15
Free
3
Type of publication
All
Article
29
Book / Working Paper
4
Type of publication (narrower categories)
All
Article in journal
28
Aufsatz in Zeitschrift
28
Lehrbuch
3
Textbook
3
Glossar enthalten
2
Glossary included
2
Accompanied by computer file
1
Elektronischer Datenträger als Beilage
1
Rezension
1
more ...
less ...
Language
All
English
31
German
2
Author
All
Hull, John
5
Mader, Wolfgang
2
Nunes, Joaõ Pedro Vidal
2
Wagner, Marc
2
Wang, Xingchun
2
Battauz, Anna
1
Bossy, Mireille
1
Boyd, Naomi E.
1
Brinkmann, Felix
1
Broadie, Mark
1
Carr, Peter
1
Chernov, Mikhail
1
Cruz, Aricson
1
Czerwonko, Michal
1
De Donno, Marzia
1
Dias, José Carlos
1
Dong, Ziming
1
Drimus, Gabriel
1
Eghbalzadeh, Ramin
1
Ellis, Katrina
1
Engelmann, Bernd
1
Eraker, Bjørn
1
Escobar, Marcos
1
Farkas, Walter
1
Fengler, Matthias R.
1
Gaillardetz, Patrice
1
Gajda, Janusz
1
Gao, Bin
1
Gay, Gerald D.
1
Gibson, Rajna
1
Godin, Frédéric
1
Gupta, Vishal
1
Heston, Steven L.
1
Hieber, Peter
1
Hung, Mao-Wei
1
Jackwerth, Jens Carsten
1
Johannes, Michael
1
Jones, Christopher S.
1
Kao, Lie-Jane
1
Khorram, Mehdi
1
more ...
less ...
Published in...
All
Always learning
Review of derivatives research
The journal of finance : the journal of the American Finance Association
The journal of futures markets
29
International journal of theoretical and applied finance
25
Journal of banking & finance
18
Applied mathematical finance
17
International journal of financial engineering
15
International review of economics & finance : IREF
14
Journal of financial economics
14
Quantitative finance
14
The North American journal of economics and finance : a journal of financial economics studies
14
European journal of operational research : EJOR
12
Finance research letters
12
Journal of economic dynamics & control
12
The journal of derivatives : JOD
12
Journal of mathematical finance
11
Finance and stochastics
10
The European journal of finance
9
Journal of financial markets
8
Management science : journal of the Institute for Operations Research and the Management Sciences
8
The journal of derivatives : the official publication of the International Association of Financial Engineers
8
Applied economics letters
7
Finanzmarkt und Portfolio-Management
7
Insurance / Mathematics & economics
7
Mathematical finance : an international journal of mathematics, statistics and financial theory
7
Risks : open access journal
7
Cogent economics & finance
6
Economic modelling
6
International review of financial analysis
6
Investment management and financial innovations
6
NBER working paper series
6
The journal of asset management
6
The journal of computational finance
6
Wiley trading series
6
Working paper / National Bureau of Economic Research, Inc.
6
Computational economics
5
Energy economics
5
Global finance journal
5
Journal of econometrics
5
Managerial finance
5
more ...
less ...
Source
All
ECONIS (ZBW)
33
Showing
1
-
10
of
33
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
Optimal exercise of American put options near maturity : a new economic perspective
Battauz, Anna
;
De Donno, Marzia
;
Gajda, Janusz
;
Sbuelz, …
- In:
Review of derivatives research
25
(
2022
)
1
,
pp. 23-46
Persistent link: https://www.econbiz.de/10013191376
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
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:
6
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:
7
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:
8
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:
9
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:
10
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:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->