//--> //--> //--> //-->
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:"Applied financial economics"
~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~source:"econis"
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:"European option"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Option trading
67
Optionsgeschäft
67
Option pricing theory
44
Optionspreistheorie
44
Volatility
25
Volatilität
25
Derivat
14
Derivative
14
Theorie
12
Theory
12
Stochastic process
10
Stochastischer Prozess
10
Capital income
8
Kapitaleinkommen
8
Risikoprämie
8
Risk premium
8
Black-Scholes model
7
Black-Scholes-Modell
7
Estimation
7
Schätzung
7
Börsenkurs
5
Share price
5
options
5
ARCH model
4
ARCH-Modell
4
Forecasting model
4
Handelsvolumen der Börse
4
Hedging
4
Incomplete market
4
Index futures
4
Index-Futures
4
Prognoseverfahren
4
Trading volume
4
USA
4
United States
4
Unvollkommener Markt
4
Australia
3
Australien
3
CAPM
3
Credit risk
3
more ...
less ...
Online availability
All
Undetermined
25
Free
1
Type of publication
All
Article
67
Type of publication (narrower categories)
All
Article in journal
67
Aufsatz in Zeitschrift
67
Language
All
English
67
Author
All
Du, Du
2
Hishida, Yuji
2
Li, Steven
2
Liao, Szu-Lang
2
Muravyev, Dmitriy
2
Ahn, Hyungsok
1
Ai, Hengjie
1
Alfay, Elia
1
Allen, David E.
1
Amaya, Diego
1
Anand, Amber
1
Aramonte, Sirio
1
Augustin, Patrick
1
Bandi, Federico M.
1
Battauz, Anna
1
Becchere, Giovanni
1
Bedrossian, Robert
1
Berg, Egil
1
Bhattacharya, Shantanu
1
Brenner, Menachem
1
Brevik, Trond
1
Brorsen, B. Wade
1
Bégin, Jean-François
1
Cai, Ning
1
Calado, João Paulo Tomé
1
Chordia, Tarun
1
Choy, Siu Kai
1
Christoffersen, Peter F.
1
Corredor, Pilar
1
Cremers, Martijn
1
Curran, Michael
1
Dai, Min
1
De Donno, Marzia
1
Duan, Jin-Chuan
1
Elkamhi, Redouane
1
Fodor, Andrew
1
Fu, Michael
1
Fujii, Masaaki
1
Fujita, Takahiko
1
Fukuta, Yuichi
1
more ...
less ...
Published in...
All
Applied financial economics
Asia-Pacific financial markets
Management science : journal of the Institute for Operations Research and the Management Sciences
The journal of futures markets
189
International journal of theoretical and applied finance
112
Journal of banking & finance
95
The journal of derivatives : the official publication of the International Association of Financial Engineers
86
Review of derivatives research
74
The journal of computational finance
60
Quantitative finance
57
Applied mathematical finance
55
Finance research letters
55
Mathematical finance : an international journal of mathematics, statistics and financial theory
49
Journal of economic dynamics & control
47
Finance and stochastics
44
Journal of financial economics
41
The North American journal of economics and finance : a journal of financial economics studies
41
International review of economics & finance : IREF
35
Journal of financial markets
34
Computational economics
32
International journal of financial engineering
31
Journal of financial and quantitative analysis : JFQA
31
The review of financial studies
30
Working paper / National Bureau of Economic Research, Inc.
30
European journal of operational research : EJOR
29
Journal of mathematical finance
29
Research paper series / Swiss Finance Institute
27
Review of quantitative finance and accounting
27
NBER working paper series
26
International review of financial analysis
24
The European journal of finance
24
The journal of finance : the journal of the American Finance Association
24
Wiley trading series
23
Applied economics
20
NBER Working Paper
19
Risks : open access journal
19
Swiss Finance Institute Research Paper
19
Journal of risk and financial management : JRFM
18
Annals of finance
17
The journal of derivatives : JOD
17
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
67
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The informational content of high-frequency option prices
Amaya, Diego
;
Bégin, Jean-François
;
Gauthier, Geneviève
- In:
Management science : journal of the Institute for …
68
(
2022
)
3
,
pp. 2166-2201
Persistent link: https://www.econbiz.de/10013267926
Saved in:
2
On the nature of (jump) skewness risk premia
Orłowski, Piotr
;
Schneider, Paul
;
Trojani, Fabio
- In:
Management science : journal of the Institute for …
70
(
2024
)
2
,
pp. 1154-1174
Persistent link: https://www.econbiz.de/10014513916
Saved in:
3
The information in hedge fund option holdings
Anand, Amber
;
Hua, Jian
;
Puckett, Andy
- In:
Management science : journal of the Institute for …
70
(
2024
)
3
,
pp. 1832-1854
Persistent link: https://www.econbiz.de/10014515151
Saved in:
4
Recovering implied volatility
Kadan, Ohad
;
Liu, Fang
;
Tang, Xiaoxiao
- In:
Management science : journal of the Institute for …
70
(
2024
)
1
,
pp. 255-282
Persistent link: https://www.econbiz.de/10014469958
Saved in:
5
Default risk and option returns
Vasquez, Aurelio
;
Xiao, Xiao
- In:
Management science : journal of the Institute for …
70
(
2024
)
4
,
pp. 2144-2167
Persistent link: https://www.econbiz.de/10014519915
Saved in:
6
Option trading activity, news releases, and stock return predictability
Weinbaum, David
;
Fodor, Andrew
;
Muravyev, Dmitriy
; …
- In:
Management science : journal of the Institute for …
69
(
2023
)
8
,
pp. 4810-4827
Persistent link: https://www.econbiz.de/10014339460
Saved in:
7
Investor attention and option returns
Choy, Siu Kai
;
Wei, Jason
- In:
Management science : journal of the Institute for …
69
(
2023
)
8
,
pp. 4845-4863
Persistent link: https://www.econbiz.de/10014339468
Saved in:
8
Firm-specific risk-neutral distributions with options and CDS
Aramonte, Sirio
;
Jahan-Parvar, Mohammad R.
;
Rosen, Samuel
; …
- In:
Management science : journal of the Institute for …
68
(
2022
)
9
,
pp. 7018-7033
Persistent link: https://www.econbiz.de/10013373168
Saved in:
9
Time-varying skew in vix derivatives pricing
Yuan, Peixuan
- In:
Management science : journal of the Institute for …
68
(
2022
)
10
,
pp. 7761-7791
Persistent link: https://www.econbiz.de/10013546174
Saved in:
10
The optimality of call provision terms
Powers, Eric
- In:
Management science : journal of the Institute for …
67
(
2021
)
10
,
pp. 6581-6601
Persistent link: https://www.econbiz.de/10012666730
Saved in:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->