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~isPartOf:"International journal of theoretical and applied finance"
~subject:"Behavioural finance"
~subject:"Black-Scholes model"
~subject:"Volatilität"
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Behavioural finance
Black-Scholes model
Volatilität
Option trading
111
Optionsgeschäft
111
Option pricing theory
83
Optionspreistheorie
83
Volatility
34
Stochastic process
28
Stochastischer Prozess
28
Theorie
23
Theory
23
Black-Scholes-Modell
22
Derivat
22
Derivative
22
Hedging
20
Experiment
10
barrier options
7
American options
6
Asia
6
Asien
6
Monte Carlo simulation
6
Monte-Carlo-Simulation
6
Credit risk
5
Kreditrisiko
5
Mathematical programming
5
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5
Search theory
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Suchtheorie
5
CAPM
4
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Korrelation
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Markov chain
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Markov-Kette
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Martingal
4
Martingale
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Portfolio selection
4
Portfolio-Management
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Statistical distribution
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4
Wiener-Hopf factorization
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46
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Antonelli, Fabio
2
Boyarchenko, Mitya
2
Cui, Zhenyu
2
Ramponi, A.
2
Scarlatti, S.
2
Zanette, Antonino
2
Ahlip, Rehez
1
Alòs, Elisa
1
An, Yunbi
1
Arai, Takuji
1
Assaf, Ata
1
Barbachan, José Santiago Fajardo
1
Barrera, Patricia Saavedra
1
Benth, Fred Espen
1
Bernard, Carole
1
Bojarčenko, Svetlana I.
1
Branger, Nicole
1
Briani, Maya
1
Brody, Dorje C.
1
Buryak, Alexander
1
Caramellino, Lucia
1
Carr, Peter
1
Chen, Su
1
Chen, Wen-ting
1
Constantinou, Irene C.
1
Dai, Min
1
Deng, Pingjin
1
Dewynne, Jeff N.
1
Di Graziano, Giuseppe
1
Eriksson, Jonatan
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Ern, Alexandre
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Filipović, Damir
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Fouque, Jean-Pierre
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Fukasawa, Masaaki
1
Gapeev, Pavel V.
1
Gatheral, Jim
1
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International journal of theoretical and applied finance
The journal of futures markets
72
Journal of banking & finance
51
Applied mathematical finance
29
Review of derivatives research
29
Quantitative finance
26
The journal of derivatives : the official publication of the International Association of Financial Engineers
25
Finance research letters
23
Computational economics
18
The journal of computational finance
18
Wiley trading series
18
The North American journal of economics and finance : a journal of financial economics studies
17
Journal of economic dynamics & control
16
Applied economics
15
International journal of financial engineering
15
International review of economics & finance : IREF
15
International review of financial analysis
15
Journal of financial economics
15
Journal of financial markets
15
Management science : journal of the Institute for Operations Research and the Management Sciences
15
Mathematical finance : an international journal of mathematics, statistics and financial theory
15
Journal of econometrics
11
Journal of financial and quantitative analysis : JFQA
11
Journal of mathematical finance
11
Research paper series / Swiss Finance Institute
11
Review of quantitative finance and accounting
11
Applied financial economics
10
Bloomberg financial series
10
European journal of operational research : EJOR
10
Finance and stochastics
10
Swiss Finance Institute Research Paper
9
Working paper / National Bureau of Economic Research, Inc.
9
Annals of finance
8
Decisions in economics and finance : DEF ; a journal of applied mathematics
8
Journal of risk and financial management : JRFM
8
The journal of finance : the journal of the American Finance Association
8
Applied economics letters
7
Asia-Pacific journal of financial studies
7
Discussion paper / Tinbergen Institute
7
Journal of empirical finance
7
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ECONIS (ZBW)
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1
CVA and vulnerable options in Stochastic volatility models
Alòs, Elisa
;
Antonelli, Fabio
;
Ramponi, A.
;
Scarlatti, S.
- In:
International journal of theoretical and applied finance
24
(
2021
)
2
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012650293
Saved in:
2
Pricing American options with the Runge-Kutta-Legendre finite difference scheme
Le Floc'h, Fabien
- In:
International journal of theoretical and applied finance
24
(
2021
)
3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012652624
Saved in:
3
Collocating volatility : a competitive alternative to stochastic local volatility models
Stoep, Anthonie W. van der
;
Grzelak, Lech A.
; …
- In:
International journal of theoretical and applied finance
23
(
2020
)
6
,
pp. 1-42
Persistent link: https://www.econbiz.de/10012496758
Saved in:
4
An approximation method for pricing continuous barrier options under multi-asset local stochastic volatility models
Shiraya, Kenichiro
- In:
International journal of theoretical and applied finance
23
(
2020
)
8
,
pp. 1-20
Persistent link: https://www.econbiz.de/10012496929
Saved in:
5
Pricing and hedging of VIX options for Barndorff-Nielsen and Shephard models
Arai, Takuji
- In:
International journal of theoretical and applied finance
22
(
2019
)
8
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012183209
Saved in:
6
Numerical stability of a hybrid method for pricing options
Briani, Maya
;
Caramellino, Lucia
;
Terenzi, Giulia
; …
- In:
International journal of theoretical and applied finance
22
(
2019
)
7
,
pp. 1-46
Persistent link: https://www.econbiz.de/10012153319
Saved in:
7
Skewed Lévy models and implied volatility skew
Olivera, Federico de
;
Barbachan, José Santiago Fajardo
; …
- In:
International journal of theoretical and applied finance
21
(
2018
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011854458
Saved in:
8
Index options and volatility derivatives in a Gaussian random field risk-neutral density model
Han, Xixuan
;
Wei, Boyu
;
Yang, Hailiang
- In:
International journal of theoretical and applied finance
21
(
2018
)
4
,
pp. 1-41
Persistent link: https://www.econbiz.de/10011891885
Saved in:
9
The early exercise premium in American options by using nonparametric regressions
Li, Weiping
;
Chen, Su
- In:
International journal of theoretical and applied finance
21
(
2018
)
7
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011956935
Saved in:
10
Sensitivities of Asian options in the black-scholes model
Pirjol, Dan
;
Zhu, Lingjiong
- In:
International journal of theoretical and applied finance
21
(
2018
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10011846502
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