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~isPartOf:"Asia-Pacific financial markets"
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Search: subject:"Option"
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| 4 applied filters
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Option pricing theory
195
Optionspreistheorie
195
Theorie
100
Theory
100
Option trading
83
Optionsgeschäft
83
Volatility
81
Volatilität
81
Aktienoption
58
Stock option
58
USA
55
United States
55
Stochastic process
52
Stochastischer Prozess
52
Derivat
45
Derivative
45
Credit derivative
43
Kreditderivat
43
Credit risk
41
Kreditrisiko
41
Yield curve
40
Zinsstruktur
40
Estimation
39
Schätzung
39
Risikoprämie
35
Risk premium
35
Capital income
32
Führungskräfte
32
Kapitaleinkommen
32
Managers
32
Black-Scholes model
30
Black-Scholes-Modell
30
Interest rate derivative
29
Zinsderivat
29
CAPM
26
Leistungsentgelt
22
Performance pay
22
Financial crisis
17
Finanzkrise
17
Börsenkurs
16
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360
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360
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English
362
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Takahashi, Akihiko
10
Bakshi, Gurdip S.
6
Jacobs, Kris
6
Carr, Peter
5
Christoffersen, Peter F.
5
Fujita, Takahiko
4
Madan, Dilip B.
4
Ornthanalai, Chayawat
4
Sorwar, Ghulam
4
Subrahmanyam, Avanidhar
4
Subrahmanyam, Marti G.
4
Wu, Liuren
4
Armstrong, Christopher
3
Fujii, Masaaki
3
Kariya, Takeaki
3
Kim, Yong-jin
3
Lemmon, Michael L.
3
Muroi, Yoshifumi
3
Newton, David P.
3
Pearson, Neil D.
3
Schwartz, Eduardo S.
3
Shirakawa, Hiroshi
3
Takaoka, Koichiro
3
Yamada, Yuji
3
Yermack, David L.
3
Zhong, Zhaodong
3
Andricopoulos, Ari D.
2
Aragon, George O.
2
Augustin, Patrick
2
Brockman, Paul
2
Carpenter, Jennifer N.
2
Chernov, Mikhail
2
Chiarella, Carl
2
Du, Du
2
Duck, Peter W.
2
Fabozzi, Frank J.
2
Feldhütter, Peter
2
Filipović, Damir
2
Fusari, Nicola
2
Gandhi, Priyank
2
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Applied financial economics
Asia-Pacific financial markets
Journal of financial economics
International journal of theoretical and applied finance
553
The journal of futures markets
540
Journal of banking & finance
384
Mathematical finance : an international journal of mathematics, statistics and financial theory
297
The journal of derivatives : the official publication of the International Association of Financial Engineers
290
Applied mathematical finance
268
The journal of computational finance
263
Finance and stochastics
251
Review of derivatives research
212
Quantitative finance
208
Finance research letters
176
Journal of economic dynamics & control
166
European journal of operational research : EJOR
155
The review of financial studies
155
Insurance / Mathematics & economics
151
The journal of finance : the journal of the American Finance Association
132
Journal of financial and quantitative analysis : JFQA
125
The North American journal of economics and finance : a journal of financial economics studies
122
International journal of financial engineering
121
International review of financial analysis
117
Journal of mathematical finance
117
Computational economics
116
The European journal of finance
116
Review of quantitative finance and accounting
111
International review of economics & finance : IREF
108
Risks : open access journal
108
The journal of fixed income
108
Management science : journal of the Institute for Operations Research and the Management Sciences
86
Journal of empirical finance
85
Applied economics
84
Journal of econometrics
83
Energy economics
80
International Journal of Theoretical and Applied Finance (IJTAF)
80
Economic modelling
79
The journal of corporate finance : contracting, governance and organization
73
Journal of international financial markets, institutions & money
72
Journal of risk and financial management : JRFM
70
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ECONIS (ZBW)
362
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1
Treasury
option
returns and models with unspanned risks
Bakshi, Gurdip S.
;
Crosby, John
;
Gao, Xiaohui
;
Hansen, …
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014462650
Saved in:
2
The jump leverage risk premium
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462640
Saved in:
3
Volatility and the cross-section of returns on FX options
Fullwood, Jonathan
;
James, Jessica
;
Marsh, Ian
- In:
Journal of financial economics
141
(
2021
)
3
,
pp. 1262-1284
Persistent link: https://www.econbiz.de/10012873205
Saved in:
4
Treasury yield implied volatility and real activity
Cremers, Martijn
;
Fleckenstein, Matthias
;
Gandhi, Priyank
- In:
Journal of financial economics
140
(
2021
)
2
,
pp. 412-435
Persistent link: https://www.econbiz.de/10012650450
Saved in:
5
Hedging macroeconomic and financial uncertainty and volatility
Dew-Becker, Ian
;
Giglio, Stefano
;
Kelly, Bryan T.
- In:
Journal of financial economics
142
(
2021
)
1
,
pp. 23-45
Persistent link: https://www.econbiz.de/10012650655
Saved in:
6
The leverage effect and the basket-index put spread
Bai, Jennie
;
Goldstein, Robert S.
;
Yang, Fan
- In:
Journal of financial economics
131
(
2019
)
1
,
pp. 186-205
Persistent link: https://www.econbiz.de/10012130889
Saved in:
7
Option
prices and costly short-selling
Atmaz, Adem
;
Basak, Suleyman
- In:
Journal of financial economics
134
(
2019
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012166805
Saved in:
8
A numerical scheme for expectations with first hitting time to smooth boundary
Hishida, Yuji
;
Ishigaki, Yuta
;
Okumura, Toshiki
- In:
Asia-Pacific financial markets
26
(
2019
)
4
,
pp. 553-565
Persistent link: https://www.econbiz.de/10012309819
Saved in:
9
Pricing perpetual put options by the Black-Scholes equation with a nonlinear volatility function
Grossinho, Maria do Rosário
;
Kord, Yaser
;
Ševčovič, …
- In:
Asia-Pacific financial markets
24
(
2017
)
4
,
pp. 291-308
Persistent link: https://www.econbiz.de/10011797690
Saved in:
10
The end of the month
option
and other embedded options in futures contracts
Lindensjö, Kristoffer
- In:
Asia-Pacific financial markets
23
(
2016
)
1
,
pp. 69-83
Persistent link: https://www.econbiz.de/10011619869
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