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~isPartOf:"Always learning"
~isPartOf:"The journal of computational finance"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~subject:"Volatilität"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Option trading"
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Volatilität
Option trading
81
Optionsgeschäft
81
Option pricing theory
59
Optionspreistheorie
59
Theorie
23
Theory
23
Volatility
19
Stochastic process
17
Stochastischer Prozess
17
USA
14
United States
14
Black-Scholes model
11
Black-Scholes-Modell
11
Derivat
9
Derivative
9
Monte Carlo simulation
9
Monte-Carlo-Simulation
9
Börsenkurs
6
Share price
6
Hedging
5
barrier options
5
stochastic volatility
5
Capital income
4
Estimation
4
Kapitaleinkommen
4
Numerical analysis
4
Numerisches Verfahren
4
Portfolio selection
4
Portfolio-Management
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Schätzung
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American options
3
Asian options
3
Experiment
3
Finanzmathematik
3
Führungskräfte
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Heston model
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Managers
3
Mathematical finance
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Aufsatz in Zeitschrift
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19
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English
19
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Kirkby, J. Lars
2
Poteshman, Allen M.
2
Bain, Alan
1
Barraclough, Kathryn
1
Bourgey, Florian
1
Brunner, Bernhard
1
Carpenter, Jennifer N.
1
De Marco, Stefano
1
Drimus, Gabriel
1
Eraker, Bjørn
1
Escobar, Marcos
1
Farkas, Walter
1
Figlewski, Stephen
1
Gourier, Elise
1
Green, Tracy Clifton
1
Grossinho, Maria do Rosário
1
Gulisashvili, Archil
1
Hafner, Reinhold
1
Heston, Steven L.
1
Jones, Christopher S.
1
Khorram, Mehdi
1
Kord, Yaser
1
Lagunas-Merino, Marc
1
Leitao, Álvaro
1
Li, Shuaiqi
1
Mariapragassam, Matthieu
1
Mazzon, Andrea
1
Merino, Raúl
1
Mo, Haitao
1
Nakatsu, Tomonori
1
Ni, Sophie X.
1
O'Sullivan, Conall
1
O'Sullivan, Stephen
1
Ortiz-Garcia, Luis
1
Pan, Jun
1
Panz, Sven
1
Pascucci, Andrea
1
Reisinger, Christoph
1
Vives, Josep
1
Whaley, Robert E.
1
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Always learning
The journal of computational finance
The journal of finance : the journal of the American Finance Association
The journal of futures markets
61
Journal of banking & finance
42
International journal of theoretical and applied finance
34
Applied mathematical finance
24
Review of derivatives research
24
Quantitative finance
21
Finance research letters
19
The journal of derivatives : the official publication of the International Association of Financial Engineers
19
Journal of financial markets
15
International review of financial analysis
14
International journal of financial engineering
13
Applied economics
12
International review of economics & finance : IREF
12
Journal of financial economics
12
Management science : journal of the Institute for Operations Research and the Management Sciences
12
Journal of economic dynamics & control
11
The North American journal of economics and finance : a journal of financial economics studies
11
Journal of econometrics
10
Applied financial economics
9
Computational economics
9
European journal of operational research : EJOR
9
Review of quantitative finance and accounting
9
Applied economics letters
7
Journal of financial and quantitative analysis : JFQA
7
Mathematical finance : an international journal of mathematics, statistics and financial theory
7
The European journal of finance
7
Annals of finance
6
Asia-Pacific journal of financial studies
6
Decisions in economics and finance : DEF ; a journal of applied mathematics
6
Finance and stochastics
6
Journal of international financial markets, institutions & money
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Energy economics
5
Finanzmarkt und Portfolio-Management
5
International journal of economics and finance
5
Journal of empirical finance
5
Journal of mathematical finance
5
Journal of risk and financial management : JRFM
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ECONIS (ZBW)
19
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1
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:
2
Multilevel Monte Carlo simulation for VIX options in the rough Bergomi model
Bourgey, Florian
;
De Marco, Stefano
- In:
The journal of computational finance
26
(
2022
)
2
,
pp. 53-82
Persistent link: https://www.econbiz.de/10013549658
Saved in:
3
The CTMC–Heston model : calibration and exotic option pricing with SWIFT
Leitao, Álvaro
;
Kirkby, J. Lars
;
Ortiz-Garcia, Luis
- In:
The journal of computational finance
24
(
2021
)
4
,
pp. 71-114
Persistent link: https://www.econbiz.de/10012544164
Saved in:
4
Calibration of local-stochastic and path-dependent volatility models to vanilla and no-touch options
Bain, Alan
;
Mariapragassam, Matthieu
;
Reisinger, Christoph
- In:
The journal of computational finance
24
(
2021
)
4
,
pp. 115-161
Persistent link: https://www.econbiz.de/10012544167
Saved in:
5
High-order approximations to call option prices in the Heston model
Gulisashvili, Archil
;
Lagunas-Merino, Marc
;
Merino, Raúl
; …
- In:
The journal of computational finance
24
(
2020
)
1
,
pp. 83-102
Persistent link: https://www.econbiz.de/10012421960
Saved in:
6
Pricing American call options using the Black-Scholes equation with a nonlinear volatility function
Grossinho, Maria do Rosário
;
Kord, Yaser
;
Ševčovič, …
- In:
The journal of computational finance
23
(
2020
)
4
,
pp. 93-113
Persistent link: https://www.econbiz.de/10012212488
Saved in:
7
Pricing multiple barrier derivatives under stochastic volatility
Escobar, Marcos
;
Panz, Sven
;
Zagst, Rudi
- In:
The journal of computational finance
24
(
2020
)
2
,
pp. 77-101
Persistent link: https://www.econbiz.de/10012543622
Saved in:
8
American and exotic option pricing with jump diffusions and other Lévy processes
Kirkby, J. Lars
- In:
The journal of computational finance
22
(
2018
)
3
,
pp. 89-148
Persistent link: https://www.econbiz.de/10011988194
Saved in:
9
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:
10
Volatility risk structure for options depending on extrema
Nakatsu, Tomonori
- In:
The journal of computational finance
21
(
2017/2018
)
3
,
pp. 105-122
Persistent link: https://www.econbiz.de/10011848359
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