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~isPartOf:"International journal of financial engineering"
~source:"econis"
~subject:"Behavioural finance"
~subject:"Börsenkurs"
~subject:"Derivative"
~subject:"Portfolio selection"
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Behavioural finance
Börsenkurs
Derivative
Portfolio selection
Option pricing theory
31
Option trading
31
Optionsgeschäft
31
Optionspreistheorie
31
Derivat
13
Volatility
13
Volatilität
13
Black-Scholes model
10
Black-Scholes-Modell
10
Stochastic process
9
Stochastischer Prozess
9
Experiment
5
Option pricing
4
Portfolio-Management
4
option pricing
3
options
3
Dividend
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Dividende
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Hedging
2
Implied volatility
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Implied volatility surface
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Markov chain
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Markov-Kette
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Martingal
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Martingale
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Risikomanagement
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Risk management
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dynamic hedging
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stochastic volatility model
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ATM options
1
ATM-forward options
1
Advanced lattice technique
1
Aktienoption
1
Alternative stochastic trees
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American barrier options
1
American option
1
American options
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American put option
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Arai, Takuji
1
Burro, Giacomo
1
Engelmann, Bernd
1
Funahashi, Hideharu
1
Giribone, Pier Giuseppe
1
Guo, Shimin
1
Inoue, Hiroshi
1
Kale, Jivendra K.
1
Ligato, Simone
1
Lim, Tee
1
Liu, Jianguo
1
Liu, Xunzhi
1
Lo, C. F.
1
Lu, Peili
1
Mulas, Martina
1
Muroi, Yoshifumi
1
Qin, Haoyang
1
Querci, Francesca
1
Radoičić, Radoš
1
Saeki, Ryota
1
Seta, Hiroki
1
Shen, Jiaqi
1
Stefanica, Dan
1
Suda, Shintaro
1
Sun, Youfa
1
Suzuki, Ryoichi
1
Tian, Yisong Sam
1
Wirjanto, Tony S.
1
Yang, Ying
1
Ye, Zhongxing
1
Yuan, George
1
Yuan, Steven
1
Zhao, Liheng
1
Zheng, X. F.
1
Zhu, Anyi
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International journal of financial engineering
The journal of futures markets
57
Journal of banking & finance
35
International journal of theoretical and applied finance
28
Review of derivatives research
27
Journal of financial economics
20
International review of economics & finance : IREF
19
Finance research letters
18
Applied mathematical finance
17
Quantitative finance
17
Wiley trading series
17
The North American journal of economics and finance : a journal of financial economics studies
14
The journal of derivatives : the official publication of the International Association of Financial Engineers
14
Journal of economic dynamics & control
13
Journal of financial markets
13
Research paper series / Swiss Finance Institute
13
The review of financial studies
13
European journal of operational research : EJOR
12
International review of financial analysis
12
Journal of mathematical finance
12
The European journal of finance
12
The journal of derivatives : JOD
12
Finance and stochastics
11
Swiss Finance Institute Research Paper
11
The journal of finance : the journal of the American Finance Association
11
Management science : journal of the Institute for Operations Research and the Management Sciences
10
NBER working paper series
10
Working paper / National Bureau of Economic Research, Inc.
10
Journal of financial and quantitative analysis : JFQA
9
Mathematical finance : an international journal of mathematics, statistics and financial theory
9
Review of quantitative finance and accounting
9
Applied economics letters
8
Finanzmarkt und Portfolio-Management
8
NBER Working Paper
8
Bloomberg financial series
7
Global finance journal
7
Insurance / Mathematics & economics
7
Journal of empirical finance
7
Journal of international financial markets, institutions & money
7
Pacific-Basin finance journal
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ECONIS (ZBW)
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1
Managing the risk of embedded options in non-traded credit using portfolio modeling
Engelmann, Bernd
- In:
International journal of financial engineering
10
(
2023
)
3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014444472
Saved in:
2
The binomial option pricing model : the trouble with dividends
Tian, Yisong Sam
- In:
International journal of financial engineering
10
(
2023
)
4
,
pp. 1-31
Persistent link: https://www.econbiz.de/10014444726
Saved in:
3
Binomial tree method for option pricing : discrete Carr and Madan formula approach
Muroi, Yoshifumi
;
Saeki, Ryota
;
Suda, Shintaro
- In:
International journal of financial engineering
8
(
2021
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012662360
Saved in:
4
Price risk management by using dynamic hedging based on advanced Black-Scholes model
Lu, Peili
;
Shen, Jiaqi
;
Zhao, Liheng
;
Qin, Haoyang
; …
- In:
International journal of financial engineering
7
(
2020
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10012602709
Saved in:
5
A simple closed-form approximation for constant elasticity of variance spread options
Lo, C. F.
;
Zheng, X. F.
- In:
International journal of financial engineering
7
(
2020
)
4
,
pp. 1-13
Persistent link: https://www.econbiz.de/10012603776
Saved in:
6
Reversing the negative skewness of value portfolios with power-log optimization and options, produces smaller drawdowns and higher risk-adjusted returns
Kale, Jivendra K.
;
Lim, Tee
- In:
International journal of financial engineering
6
(
2019
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012028870
Saved in:
7
On bank's risk incentives under deposit insurance system
Seta, Hiroki
;
Inoue, Hiroshi
- In:
International journal of financial engineering
6
(
2019
)
4
,
pp. 1-40
Persistent link: https://www.econbiz.de/10012314542
Saved in:
8
Implied volatility surfaces during the period of global financial crisis
Wirjanto, Tony S.
;
Zhu, Anyi
- In:
International journal of financial engineering
5
(
2018
)
1
,
pp. 1-50
Persistent link: https://www.econbiz.de/10011922944
Saved in:
9
Negative interest rates effects on option pricing : back to basics?
Burro, Giacomo
;
Giribone, Pier Giuseppe
;
Ligato, Simone
; …
- In:
International journal of financial engineering
4
(
2017
)
2/3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011778279
Saved in:
10
Analytical approximation for spread option pricing in local volatility model
Yang, Ying
- In:
International journal of financial engineering
4
(
2017
)
4
,
pp. 1-17
Persistent link: https://www.econbiz.de/10011807086
Saved in:
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