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~isPartOf:"Applied mathematical finance"
~language:"eng"
~subject:"Behavioural finance"
~subject:"Black-Scholes-Modell"
~subject:"Derivative"
~subject:"Stochastischer Prozess"
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Behavioural finance
Black-Scholes-Modell
Derivative
Stochastischer Prozess
Option trading
54
Optionsgeschäft
54
Option pricing theory
51
Optionspreistheorie
51
Volatility
24
Volatilität
24
Derivat
16
Stochastic process
14
Black-Scholes model
11
Theorie
10
Theory
10
Experiment
8
Hedging
5
implied volatility
5
stochastic volatility
5
Risiko
3
Risk
3
Estimation
2
European options
2
Großbritannien
2
Lévy processes
2
Market models
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Neural networks
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Neuronale Netze
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Option pricing
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Schätzung
2
Simulation
2
Swap
2
United Kingdom
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VIX
2
VIX options
2
barrier options
2
hedging
2
jump-diffusion
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no-arbitrage
2
optimal stopping
2
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English
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Cohen, Samuel N.
2
Mayer, Philipp
2
Reisinger, Christoph
2
Wang, Sheng
2
Zheng, Wendong
2
Albrecher, H.
1
Aly, Sidi Mohamed Ould
1
Aoudia, Djilali Ait
1
Avellaneda, Marco
1
Benth, Fred Espen
1
Borovykh, Anastasia
1
Bossu, Sébastien
1
Buff, Robert
1
Chang, Ming-Chi
1
Cont, Rama
1
Di Nunno, Giulia
1
Duck, Peter W.
1
Eberlein, Ernst
1
Escobar, Marcos
1
Evatt, Geoffrey W.
1
Ewald, Christian-Oliver
1
Figueroa-López, José E.
1
Forde, Martin
1
Funahashi, Hideharu
1
Gardini, Matteo
1
Gerstner, Thomas Stefan
1
Gong, Ruoting
1
Goutte, Stéphane
1
Götz, Barbara
1
Hofer, Markus
1
Holtz, Markus
1
Houdré, Christian
1
Ismail, Amine
1
Jacquier, Antoine
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Johnson, Paul V.
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Khedher, Asma
1
Kijima, Masaaki
1
Kirkby, J. Lars
1
Kwok, Yue-Kuen
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Applied mathematical finance
International journal of theoretical and applied finance
58
The journal of futures markets
51
Quantitative finance
32
Review of derivatives research
30
Journal of banking & finance
29
The North American journal of economics and finance : a journal of financial economics studies
27
Journal of economic dynamics & control
22
The journal of computational finance
22
Finance research letters
20
International journal of financial engineering
20
The journal of derivatives : the official publication of the International Association of Financial Engineers
20
Computational economics
19
European journal of operational research : EJOR
17
Finance and stochastics
17
International review of economics & finance : IREF
17
Wiley trading series
17
Journal of financial economics
16
Journal of mathematical finance
16
Mathematical finance : an international journal of mathematics, statistics and financial theory
16
The journal of derivatives : JOD
13
The European journal of finance
12
Annals of finance
11
Journal of financial markets
11
Review of quantitative finance and accounting
11
Risks : open access journal
11
Management science : journal of the Institute for Operations Research and the Management Sciences
10
Research paper series / Swiss Finance Institute
10
Asia-Pacific financial markets
9
Economic modelling
9
Journal of econometrics
9
Applied financial economics
8
Insurance / Mathematics & economics
8
International review of financial analysis
8
Journal of derivatives & hedge funds
8
Journal of risk and financial management : JRFM
8
Swiss Finance Institute Research Paper
8
Bloomberg financial series
7
Cogent economics & finance
7
The journal of finance : the journal of the American Finance Association
7
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ECONIS (ZBW)
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1
On a neural network to extract implied information from american options
Liu, Shuaiqiang
;
Leitao, Álvaro
;
Borovykh, Anastasia
; …
- In:
Applied mathematical finance
28
(
2021
)
5
,
pp. 449-475
Persistent link: https://www.econbiz.de/10013411712
Saved in:
2
Simulation of arbitrage-free implied volatility surfaces
Cont, Rama
;
Vuletić, Milena
- In:
Applied mathematical finance
30
(
2023
)
2
,
pp. 94-121
Persistent link: https://www.econbiz.de/10014443387
Saved in:
3
Exchange option pricing under variance gamma-like models
Gardini, Matteo
;
Sabino, Piergiacomo
- In:
Applied mathematical finance
29
(
2022
)
6
,
pp. 494-521
Persistent link: https://www.econbiz.de/10014390283
Saved in:
4
Hedging option books using neural-sde market models
Cohen, Samuel N.
;
Reisinger, Christoph
;
Wang, Sheng
- In:
Applied mathematical finance
29
(
2022
)
5
,
pp. 366-401
Persistent link: https://www.econbiz.de/10014323483
Saved in:
5
Static replication of European multi-asset options with homogeneous payoff
Bossu, Sébastien
- In:
Applied mathematical finance
28
(
2021
)
5
,
pp. 381-394
Persistent link: https://www.econbiz.de/10013411710
Saved in:
6
American strangle options
Qiu, Shi
- In:
Applied mathematical finance
27
(
2020
)
3
,
pp. 228-263
Persistent link: https://www.econbiz.de/10012315168
Saved in:
7
Detecting and repairing arbitrage in traded option prices
Cohen, Samuel N.
;
Reisinger, Christoph
;
Wang, Sheng
- In:
Applied mathematical finance
27
(
2020
)
5
,
pp. 345-373
Persistent link: https://www.econbiz.de/10012501620
Saved in:
8
Short maturity forward start Asian options in local volatility models
Pirjol, Dan
;
Wang, Jing
;
Zhu, Lingjiong
- In:
Applied mathematical finance
26
(
2019
)
3
,
pp. 187-221
Persistent link: https://www.econbiz.de/10012210271
Saved in:
9
Regime-switching stochastic volatility model : estimation and calibration to VIX options
Goutte, Stéphane
;
Ismail, Amine
;
Pham, Huyên
- In:
Applied mathematical finance
24
(
2017
)
1/2
,
pp. 38-75
Persistent link: https://www.econbiz.de/10011746993
Saved in:
10
Robust barrier option pricing by frame projection under exponential Lévy dynamics
Kirkby, J. Lars
- In:
Applied mathematical finance
24
(
2017
)
3/4
,
pp. 337-386
Persistent link: https://www.econbiz.de/10011815237
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