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~isPartOf:"Annals of finance"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~language:"eng"
~subject:"Behavioural finance"
~subject:"Black-Scholes-Modell"
~subject:"Derivative"
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Behavioural finance
Black-Scholes-Modell
Derivative
Option trading
66
Optionsgeschäft
66
Option pricing theory
50
Optionspreistheorie
50
Theorie
35
Theory
35
Black-Scholes model
13
Volatility
13
Volatilität
13
Hedging
12
Stochastic process
12
Stochastischer Prozess
12
Derivat
8
Markov chain
6
Markov-Kette
6
Yield curve
6
Zinsstruktur
6
Aktienoption
4
Portfolio selection
4
Portfolio-Management
4
Search theory
4
Stock option
4
Suchtheorie
4
American options
3
Asian options
3
Börsenkurs
3
Estimation
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Risiko
3
Risk
3
Schätzung
3
Share price
3
Transaction costs
3
Transaktionskosten
3
Experiment
2
Implied volatility
2
Martingal
2
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19
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19
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English
Author
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Chan, Leunglung
2
Alòs, Elisa
1
Buchen, Peter W.
1
Carmona, René
1
Chen, Zhanyu
1
D'Addona, Stefano
1
D'Amico, Guglielmo
1
Dolinsky, Yan
1
Elliott, Robert J.
1
Emmerling, Thomas J.
1
Frey, Rüdiger
1
Fukasawa, Masaaki
1
Guillaume, Florence
1
Guéant, Olivier
1
Göttsche, Ove E.
1
Junike, Gero
1
Konstandatos, Otto
1
Kyprianou, Andreas E.
1
Kühn, Christoph
1
Leoni, Peter
1
Marinelli, Carlo
1
Polyrakis, Ioannis A.
1
Pu, Jiang
1
Rheinländer, Thorsten
1
Schoutens, Wim
1
Siu, Tak Kuen
1
Stremme, Alexander
1
Touzi, Nizar
1
Vellekoop, Michel
1
Večeř, Jan
1
Villani, Giovanni
1
Xanthos, Foivos
1
Yam, Sheung Chi Phillip
1
Yong, Jiongmin
1
Yung, S. P.
1
Zhang, Mengzhe
1
Zhou, Wei
1
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Annals of finance
Mathematical finance : an international journal of mathematics, statistics and financial theory
The journal of futures markets
41
International journal of theoretical and applied finance
40
Review of derivatives research
26
Journal of banking & finance
25
Applied mathematical finance
23
The North American journal of economics and finance : a journal of financial economics studies
21
Quantitative finance
18
International journal of financial engineering
17
Wiley trading series
17
International review of economics & finance : IREF
16
Finance research letters
15
Journal of financial economics
15
The journal of derivatives : the official publication of the International Association of Financial Engineers
15
Journal of economic dynamics & control
14
Journal of mathematical finance
14
Computational economics
13
European journal of operational research : EJOR
13
The journal of computational finance
13
The journal of derivatives : JOD
12
The European journal of finance
11
Journal of financial markets
10
Management science : journal of the Institute for Operations Research and the Management Sciences
10
Finance and stochastics
9
Review of quantitative finance and accounting
9
Risks : open access journal
9
International review of financial analysis
8
Journal of derivatives & hedge funds
8
Bloomberg financial series
7
Cogent economics & finance
7
Journal of risk and financial management : JRFM
7
Applied economics
6
Applied financial economics
6
Asia-Pacific financial markets
6
Economic modelling
6
Global finance journal
6
Journal of econometrics
6
Pacific-Basin finance journal
6
Research paper series / Swiss Finance Institute
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ECONIS (ZBW)
19
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1
Nonparametric estimates of option prices via Hermite basis functions
Marinelli, Carlo
;
D'Addona, Stefano
- In:
Annals of finance
19
(
2023
)
4
,
pp. 477-522
Persistent link: https://www.econbiz.de/10014448291
Saved in:
2
Valuation of R&D compound option using Markov chain approach
D'Amico, Guglielmo
;
Villani, Giovanni
- In:
Annals of finance
17
(
2021
)
3
,
pp. 379-404
Persistent link: https://www.econbiz.de/10012622325
Saved in:
3
Implied liquidity risk premia in option markets
Guillaume, Florence
;
Junike, Gero
;
Leoni, Peter
; …
- In:
Annals of finance
15
(
2019
)
2
,
pp. 233-246
Persistent link: https://www.econbiz.de/10012058223
Saved in:
4
Option pricing and hedging with execution costs and market impact
Guéant, Olivier
;
Pu, Jiang
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 803-831
Persistent link: https://www.econbiz.de/10011764978
Saved in:
5
Valuation of barrier options via a general self-duality
Alòs, Elisa
;
Chen, Zhanyu
;
Rheinländer, Thorsten
- In:
Mathematical finance : an international journal of …
26
(
2016
)
3
,
pp. 492-515
Persistent link: https://www.econbiz.de/10011583542
Saved in:
6
Saddlepoint approximations to option price in a regime-switching model
Zhang, Mengzhe
;
Chan, Leunglung
- In:
Annals of finance
12
(
2016
)
1
,
pp. 55-69
Persistent link: https://www.econbiz.de/10011555421
Saved in:
7
Black-scholes representation for Asian options
Večeř, Jan
- In:
Mathematical finance : an international journal of …
24
(
2014
)
3
,
pp. 598-626
Persistent link: https://www.econbiz.de/10010485999
Saved in:
8
Limit theorems for partial hedging under transaction costs
Dolinsky, Yan
- In:
Mathematical finance : an international journal of …
24
(
2014
)
3
,
pp. 567-597
Persistent link: https://www.econbiz.de/10010486001
Saved in:
9
Game call options revisited
Yam, Sheung Chi Phillip
;
Yung, S. P.
;
Zhou, Wei
- In:
Mathematical finance : an international journal of …
24
(
2014
)
1
,
pp. 173-206
Persistent link: https://www.econbiz.de/10010256173
Saved in:
10
The normalizing transformation of the implied volatility smile
Fukasawa, Masaaki
- In:
Mathematical finance : an international journal of …
22
(
2012
)
4
,
pp. 753-762
Persistent link: https://www.econbiz.de/10009614936
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