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~isPartOf:"Applied economics"
~isPartOf:"Finance and stochastics"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
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Search: subject:"Option"
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Option pricing theory
464
Optionspreistheorie
464
Theorie
262
Theory
262
Option trading
149
Optionsgeschäft
149
Volatility
124
Volatilität
124
Stochastic process
122
Stochastischer Prozess
122
Hedging
67
Black-Scholes model
63
Black-Scholes-Modell
63
Derivat
62
Derivative
62
USA
55
United States
55
Yield curve
54
Zinsstruktur
54
Interest rate derivative
47
Zinsderivat
47
Credit derivative
43
Kreditderivat
43
Portfolio selection
38
Portfolio-Management
38
CAPM
37
Martingal
36
Martingale
36
Swap
35
Credit risk
33
Kreditrisiko
33
Estimation
32
Schätzung
31
Aktienoption
30
Monte Carlo simulation
30
Monte-Carlo-Simulation
30
Stock option
30
Börsenkurs
23
Share price
23
Statistical distribution
19
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Undetermined
120
Free
11
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626
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626
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626
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2
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2
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English
626
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Carr, Peter
8
Chen, Son-nan
7
Hobson, David G.
7
Wu, Ting-pin
7
Hull, John
6
Kabanov, Jurij M.
6
White, Alan
6
Fabozzi, Frank J.
5
Filipović, Damir
5
Glasserman, Paul
5
Wu, Liuren
5
Alòs, Elisa
4
Belomestny, Denis
4
Benth, Fred Espen
4
Björk, Tomas
4
Brigo, Damiano
4
Cox, Alexander M. G.
4
Ederington, Louis H.
4
Lee, Roger
4
Linetsky, Vadim
4
Obłój, Jan
4
Ritchken, Peter H.
4
Tian, Yisong Sam
4
Broadie, Mark
3
Chaput, J. Scott
3
Cuchiero, Christa
3
Eberlein, Ernst
3
Hammoudeh, Shawkat
3
Jeanblanc, Monique
3
Kallsen, Jan
3
Keller-Ressel, Martin
3
Klein, Peter
3
Leblanc, Boris
3
Li, Lingfei
3
Lyuu, Yuh-dauh
3
Mijatovi´c, Aleksandar
3
Muhle-Karbe, Johannes
3
Newton, David P.
3
Nutz, Marcel
3
Orosi, Greg
3
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Applied economics
Finance and stochastics
The journal of derivatives : the official publication of the International Association of Financial Engineers
International journal of theoretical and applied finance
554
The journal of futures markets
553
Journal of banking & finance
386
Mathematical finance : an international journal of mathematics, statistics and financial theory
298
Applied mathematical finance
272
The journal of computational finance
271
Quantitative finance
218
Review of derivatives research
213
Finance research letters
201
Journal of financial economics
183
Journal of economic dynamics & control
172
European journal of operational research : EJOR
157
The review of financial studies
155
Insurance / Mathematics & economics
151
NBER working paper series
146
Working paper / National Bureau of Economic Research, Inc.
143
The journal of finance : the journal of the American Finance Association
135
Journal of financial and quantitative analysis : JFQA
127
Research paper series / Swiss Finance Institute
126
International review of financial analysis
125
Computational economics
123
International journal of financial engineering
122
The North American journal of economics and finance : a journal of financial economics studies
122
The European journal of finance
120
Journal of mathematical finance
117
Review of quantitative finance and accounting
112
Risks : open access journal
112
International review of economics & finance : IREF
111
The journal of fixed income
108
NBER Working Paper
105
MPRA Paper
104
Asia-Pacific financial markets
97
Journal of empirical finance
89
Management science : journal of the Institute for Operations Research and the Management Sciences
89
Energy economics
86
Journal of econometrics
84
Applied financial economics
82
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ECONIS (ZBW)
626
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1
Optional projection under equivalent local martingale measures
Biagini, Francesca
;
Mazzon, Andrea
;
Perkkiö, Ari-Pekka
- In:
Finance and stochastics
27
(
2023
)
2
,
pp. 435-465
Persistent link: https://www.econbiz.de/10014253651
Saved in:
2
Heterogeneous trading of
option
implied volatility
Li, Xiaoping
;
Zhou, Chunyang
;
Huang, Wei
- In:
Applied economics
55
(
2023
)
9
,
pp. 990-998
Persistent link: https://www.econbiz.de/10013498968
Saved in:
3
The power of deterministic
option
-implied trees in pricing European options
Elyasiani, Elyas
;
Muzzioli, Silvia
- In:
Applied economics
54
(
2022
)
22
,
pp. 2596-2609
Persistent link: https://www.econbiz.de/10013171107
Saved in:
4
The Bitcoin options market : a first look at pricing and risk
Jalan, Akanksha
;
Matkovskyy, Roman
;
Aziz, Saqib
- In:
Applied economics
53
(
2021
)
17
,
pp. 2026-2041
Persistent link: https://www.econbiz.de/10012500934
Saved in:
5
Insurer acquisition in a narrow-synergy structure and policyholder protection under capital regulation
Lin, Jyh-horng
;
Chen, Shi
;
Huang, Fu-Wei
- In:
Applied economics
53
(
2021
)
32
,
pp. 3679-3693
Persistent link: https://www.econbiz.de/10012589532
Saved in:
6
Contract size changes in the options market : effects on market efficiency and investor behaviour
Park, Seongkyu
;
Ryu, Doojin
- In:
Applied economics
53
(
2021
)
57
,
pp. 6670-6682
Persistent link: https://www.econbiz.de/10012697955
Saved in:
7
The implied volatility smirk in SPY options
Guo, Wei
;
Gehricke, Sebastian A.
;
Ruan, Xinfeng
;
Zhang, …
- In:
Applied economics
53
(
2021
)
23
,
pp. 2671-2692
Persistent link: https://www.econbiz.de/10012501393
Saved in:
8
A quasi-sure optional decomposition and super-hedging result on the Skorokhod space
Bouchard, Bruno
;
Tan, Xiaolu
- In:
Finance and stochastics
25
(
2021
)
3
,
pp. 505-528
Persistent link: https://www.econbiz.de/10012585984
Saved in:
9
Analytic formula for
option
margin with liquidity costs under dynamic delta hedging
Lee, Kyungsub
;
Seo, Byoung Ki
- In:
Applied economics
53
(
2021
)
29
,
pp. 3391-3407
Persistent link: https://www.econbiz.de/10012589463
Saved in:
10
Arbitrage problems with reflected geometric Brownian motion
Buckner, Dean
;
Dowd, Kevin
;
Hulley, Hardy
- In:
Finance and stochastics
28
(
2024
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014447570
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