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~isPartOf:"The journal of futures markets"
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Search: subject:"Option"
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Option pricing theory
329
Optionspreistheorie
329
Option trading
211
Optionsgeschäft
211
USA
179
United States
173
Theorie
153
Theory
153
Volatility
148
Volatilität
148
Interest rate derivative
139
Zinsderivat
139
Hedging
78
Derivat
74
Derivative
74
Stochastic process
64
Stochastischer Prozess
64
Estimation
56
Public bond
56
Schätzung
56
Öffentliche Anleihe
56
Black-Scholes model
51
Black-Scholes-Modell
51
Yield curve
42
Zinsstruktur
42
Börsenkurs
40
Share price
40
Index futures
37
Index-Futures
37
Credit risk
35
Kreditrisiko
35
CAPM
29
Credit derivative
28
Kreditderivat
28
Forecasting model
27
Prognoseverfahren
27
Aktienoption
24
Stock option
24
Capital market returns
23
Kapitalmarktrendite
23
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631
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637
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Takahashi, Akihiko
13
Kang, Jangkoo
10
Ryu, Doojin
10
Chung, San-lin
8
Kwok, Yue-Kuen
8
Wang, Yaw-huei
8
Câmara, António
7
Gay, Gerald D.
7
Hung, Mao-Wei
6
Zhang, Jin E.
6
Chance, Don M.
5
Corrado, Charles Joseph
5
Daigler, Robert T.
5
Gauthier, Geneviève
5
Kim, Hwa-sung
5
Liao, Szu-Lang
5
Elliott, Robert J.
4
Fujita, Takahiko
4
Fung, Joseph K. W.
4
Guo, Biao
4
Guo, Jia-hau
4
Hegde, Shantaram P.
4
Huang, Zhuo
4
Hui, Cho H.
4
Koch, Timothy W.
4
Kolb, Robert W.
4
Liu, Qiang
4
Luo, Xingguo
4
Lyuu, Yuh-dauh
4
Shackleton, Mark B.
4
Simon, David P.
4
Su, Tie
4
Vipul
4
Wang, Xingchun
4
Wong, Hoi Ying
4
Alcock, Jamie
3
Arak, Marcelle V.
3
Bhattacharya, Anand K.
3
Byun, Suk Joon
3
Chen, Ren-Raw
3
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Asia-Pacific financial markets
The journal of futures markets
International journal of theoretical and applied finance
553
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
Journal of financial economics
183
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
Applied financial economics
82
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)
637
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1
Estimation of rare disaster concerns from
option
prices : an arbitrage-free RND-based smile construction approach
Albert, Pascal
;
Herold, Michael
;
Muck, Matthias
- In:
The journal of futures markets
43
(
2023
)
12
,
pp. 1807-1835
Persistent link: https://www.econbiz.de/10014433013
Saved in:
2
Hedging options in a hidden Markov-switching local-volatility model via stochastic flows and a Monte-Carlo method
Elliott, Robert J.
;
Siu, Tak Kuen
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 925-950
Persistent link: https://www.econbiz.de/10014293270
Saved in:
3
Term spreads of implied volatility smirk and variance risk premium
Guo, Wei
;
Ruan, Xinfeng
;
Gehricke, Sebastian A.
;
Zhang, …
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 829-857
Persistent link: https://www.econbiz.de/10014293246
Saved in:
4
The role of
option
-based information on StockTwits, options trading volume, and stock returns
Heng, Zin Yau
;
Leung, Henry
- In:
The journal of futures markets
43
(
2023
)
8
,
pp. 1091-1125
Persistent link: https://www.econbiz.de/10014339375
Saved in:
5
Pricing multiasset time-varying double-barrier options with time-dependent parameters
Lyuu, Yuh-dauh
;
Zhang, Yu-Quan
- In:
The journal of futures markets
43
(
2023
)
3
,
pp. 404-434
Persistent link: https://www.econbiz.de/10014293107
Saved in:
6
Effects of the Covid-19 pandemic on derivatives markets : evidence from global futures and options exchanges
Emm, Ekaterina E.
;
Gay, Gerald D.
;
Ma, Han
;
Ren, Honglin
- In:
The journal of futures markets
42
(
2022
)
5
,
pp. 823-851
Persistent link: https://www.econbiz.de/10013187605
Saved in:
7
VIX
option
-implied volatility slope and VIX futures returns
Yoon, Jungah
;
Ruan, Xinfeng
;
Zhang, Jin E.
- In:
The journal of futures markets
42
(
2022
)
6
,
pp. 1002-1038
Persistent link: https://www.econbiz.de/10013287910
Saved in:
8
Belief distortion near 52W high and low : evidence from Indian equity options market
Saurav, Sumit
;
Agarwalla, Sobhesh Kumar
;
Varma, Jayanth Rama
- In:
The journal of futures markets
43
(
2023
)
11
,
pp. 1531-1558
Persistent link: https://www.econbiz.de/10014432915
Saved in:
9
Harvesting the volatility smile in a large emerging market : a Dynamic Nelson-Siegel approach
Kumar, Sudarshan
;
Agarwalla, Sobhesh Kumar
;
Varma, …
- In:
The journal of futures markets
43
(
2023
)
11
,
pp. 1615-1644
Persistent link: https://www.econbiz.de/10014432920
Saved in:
10
Pricing arithmetic Asian and Amerasian options : a diffusion operator integral expansion approach
Ding, Kailin
;
Cui, Zhenyu
;
Yang, Xiaoguang
- In:
The journal of futures markets
43
(
2023
)
2
,
pp. 217-241
Persistent link: https://www.econbiz.de/10014293009
Saved in:
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