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~isPartOf:"International journal of financial engineering"
~subject:"Behavioural finance"
~subject:"Black-Scholes model"
~subject:"Index futures"
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Behavioural finance
Black-Scholes model
Index futures
Option pricing theory
31
Option trading
31
Optionsgeschäft
31
Optionspreistheorie
31
Derivat
13
Derivative
13
Volatility
13
Volatilität
13
Black-Scholes-Modell
10
Stochastic process
9
Stochastischer Prozess
9
Experiment
5
Option pricing
4
Portfolio selection
4
Portfolio-Management
4
option pricing
3
options
3
Dividend
2
Dividende
2
Hedging
2
Implied volatility
2
Implied volatility surface
2
Markov chain
2
Markov-Kette
2
Martingal
2
Martingale
2
Risikomanagement
2
Risk management
2
dynamic hedging
2
stochastic volatility model
2
ATM options
1
ATM-forward options
1
Advanced lattice technique
1
Aktienoption
1
Alternative stochastic trees
1
American barrier options
1
American option
1
American options
1
American put option
1
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English
10
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Burro, Giacomo
1
Dash, Mihir
1
Fan, Yulian
1
Gardi, Bayar
1
Giribone, Pier Giuseppe
1
Kanwal, Samra
1
Ligato, Simone
1
Liu, Xunzhi
1
Lu, Peili
1
Muhammad, Atif Sattar
1
Mulas, Martina
1
Muroi, Yoshifumi
1
Qin, Haoyang
1
Querci, Francesca
1
Radoičić, Radoš
1
Saeki, Ryota
1
Sahar, Saoud
1
Shen, Jiaqi
1
Stefanica, Dan
1
Suda, Shintaro
1
Wirjanto, Tony S.
1
Yang, Ying
1
Ye, Zhongxing
1
Zaineb, El Kharrazi
1
Zhang, Hailiang
1
Zhang, Huadong
1
Zhao, Liheng
1
Zhu, Anyi
1
Zouhir, Mahani
1
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International journal of financial engineering
The journal of futures markets
26
International journal of theoretical and applied finance
25
Journal of banking & finance
20
Wiley trading series
18
Review of derivatives research
16
The journal of derivatives : the official publication of the International Association of Financial Engineers
13
Applied mathematical finance
12
Computational economics
11
International review of economics & finance : IREF
11
Mathematical finance : an international journal of mathematics, statistics and financial theory
10
The journal of computational finance
10
Quantitative finance
9
The North American journal of economics and finance : a journal of financial economics studies
9
Finance research letters
8
Journal of economic dynamics & control
8
Journal of mathematical finance
8
Applied economics
7
Bloomberg financial series
7
Research paper series / Swiss Finance Institute
7
Finance and stochastics
6
International review of financial analysis
6
Journal of derivatives & hedge funds
6
Management science : journal of the Institute for Operations Research and the Management Sciences
6
Review of quantitative finance and accounting
6
Swiss Finance Institute Research Paper
6
Journal of empirical finance
5
Journal of financial and quantitative analysis : JFQA
5
Journal of financial economics
5
Pacific-Basin finance journal
5
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
5
The review of financial studies
5
Theoretical economics letters
5
Asia-Pacific financial markets
4
Asia-Pacific journal of financial studies
4
Cogent economics & finance
4
Finanzmarkt und Portfolio-Management
4
International journal of theoretical and applied finance : IJTAF
4
Journal of econometrics
4
Journal of financial markets
4
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1
Improvized implied volatility function and nonparametric approach to unbiased estimation
Muhammad, Atif Sattar
;
Zhang, Hailiang
;
Kanwal, Samra
; …
- In:
International journal of financial engineering
10
(
2023
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014251229
Saved in:
2
Double barrier American put option pricing under uncertain volatility model
Zaineb, El Kharrazi
;
Sahar, Saoud
;
Zouhir, Mahani
- In:
International journal of financial engineering
8
(
2021
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012662317
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
Modeling of implied volatility surfaces of nifty index options
Dash, Mihir
- In:
International journal of financial engineering
6
(
2019
)
3
,
pp. 1-11
Persistent link: https://www.econbiz.de/10012314517
Saved in:
6
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:
7
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:
8
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:
9
The pricing of average options with jump diffusion processes in the uncertain volatility model
Fan, Yulian
;
Zhang, Huadong
- In:
International journal of financial engineering
4
(
2017
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011673109
Saved in:
10
A sharp approximation for ATM-forward option prices and implied volatilites
Stefanica, Dan
;
Radoičić, Radoš
- In:
International journal of financial engineering
3
(
2016
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10011532749
Saved in:
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