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~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Volatilität"
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Search: subject_exact:"Option trading"
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Volatilität
Option trading
83
Optionsgeschäft
83
Option pricing theory
59
Optionspreistheorie
59
Theorie
40
Theory
40
Hedging
19
Volatility
19
Derivat
17
Derivative
17
Black-Scholes model
12
Black-Scholes-Modell
12
Estimation
8
Index futures
8
Index-Futures
8
Schätzung
8
Stochastic process
8
Stochastischer Prozess
8
Börsenkurs
7
Share price
7
Asymmetric information
6
Asymmetrische Information
6
Informed trading
6
Portfolio selection
6
Portfolio-Management
6
Yield curve
5
Zinsstruktur
5
American options
4
Efficient market hypothesis
4
Effizienzmarkthypothese
4
Implied volatility
4
Options
4
Risikoprämie
4
Risk premium
4
Search theory
4
Suchtheorie
4
Taiwan
4
Transaction costs
4
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English
19
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Lin, Yueh-neng
2
Liu, Dehong
2
Lung, Peter P.
2
Alvarez, Luis H. R.
1
Alòs, Elisa
1
Carr, Peter
1
Chang, Chien-Hung
1
Chen, Cathy Yi-Hsuan
1
Chen, Yin-jung
1
Chen, Zhanyu
1
Fukasawa, Masaaki
1
Goard, Joanna
1
Han, Chuan-Hsiang
1
Hong, Hui
1
Huang, Zhenhuan
1
Hung, Chih-hsing
1
Kuo, Chii-Shyan
1
Kuo, I.-doun
1
Kutan, Ali Mustafa
1
Lee, Roger
1
Li, Haitao
1
Liang, Yucong
1
Lin, Anchor Y.
1
Lin, Bing-huei
1
Mazur, Mathew
1
Rheinländer, Thorsten
1
Romano, Marc
1
Ryu, Doojin
1
Shyu, David So-de
1
Sui, Cong
1
Sung, Hao-Chang
1
Szu, Wen-ming
1
Touzi, Nizar
1
Tzang, Shyh-weir
1
Ullah, Rizwan
1
Wang, Chou-wen
1
Wang, Ming-chun
1
Wells, Martin T.
1
Wu, Lingke
1
Yang, Heejin
1
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International review of economics & finance : IREF
Mathematical finance : an international journal of mathematics, statistics and financial theory
The journal of futures markets
61
Journal of banking & finance
42
International journal of theoretical and applied finance
34
Applied mathematical finance
24
Review of derivatives research
24
Quantitative finance
21
Finance research letters
19
The journal of derivatives : the official publication of the International Association of Financial Engineers
19
Journal of financial markets
15
International review of financial analysis
14
International journal of financial engineering
13
The journal of computational finance
13
Applied economics
12
Journal of financial economics
12
Management science : journal of the Institute for Operations Research and the Management Sciences
12
Journal of economic dynamics & control
11
The North American journal of economics and finance : a journal of financial economics studies
11
Journal of econometrics
10
Applied financial economics
9
Computational economics
9
European journal of operational research : EJOR
9
Review of quantitative finance and accounting
9
Research paper series / Swiss Finance Institute
8
Applied economics letters
7
Discussion paper / Tinbergen Institute
7
Journal of financial and quantitative analysis : JFQA
7
The European journal of finance
7
The journal of finance : the journal of the American Finance Association
7
Working paper / National Bureau of Economic Research, Inc.
7
Annals of finance
6
Asia-Pacific journal of financial studies
6
Decisions in economics and finance : DEF ; a journal of applied mathematics
6
Finance and stochastics
6
Journal of international financial markets, institutions & money
6
Swiss Finance Institute Research Paper
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Energy economics
5
Finanzmarkt und Portfolio-Management
5
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ECONIS (ZBW)
19
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1
Implied volatility information of Chinese SSE 50 ETF options
Wu, Lingke
;
Liu, Dehong
;
Yuan, Jianglei
;
Huang, Zhenhuan
- In:
International review of economics & finance : IREF
82
(
2022
),
pp. 609-624
Persistent link: https://www.econbiz.de/10013545670
Saved in:
2
Implied volatility forecast and option trading strategy
Liu, Dehong
;
Liang, Yucong
;
Zhang, Lili
;
Lung, Peter P.
; …
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 943-954
Persistent link: https://www.econbiz.de/10012630807
Saved in:
3
Index option trading and equity volatility : evidence from the SSE 50 and CSI 500 stocks
Sui, Cong
;
Lung, Peter P.
;
Yang, Mo
- In:
International review of economics & finance : IREF
73
(
2021
),
pp. 60-75
Persistent link: https://www.econbiz.de/10012672300
Saved in:
4
CBOE VIX and Jump-GARCH option pricing models
Yoo, Eun Gyu
;
Yoon, Sun-Joong
- In:
International review of economics & finance : IREF
69
(
2020
),
pp. 839-859
Persistent link: https://www.econbiz.de/10012487455
Saved in:
5
Volatility information trading in the index options market : an intraday analysis
Yang, Heejin
;
Kutan, Ali Mustafa
;
Ryu, Doojin
- In:
International review of economics & finance : IREF
64
(
2019
),
pp. 412-426
Persistent link: https://www.econbiz.de/10012372813
Saved in:
6
On profitability of volatility trading on S&P 500 equity index options : the role of trading frictions
Hong, Hui
;
Sung, Hao-Chang
;
Yang, Jingjing
- In:
International review of economics & finance : IREF
55
(
2018
),
pp. 295-307
Persistent link: https://www.econbiz.de/10012033481
Saved in:
7
Using VIX futures to hedge forward implied volatility risk
Lin, Yueh-neng
;
Lin, Anchor Y.
- In:
International review of economics & finance : IREF
43
(
2016
),
pp. 88-106
Persistent link: https://www.econbiz.de/10011625539
Saved in:
8
Valuation of barrier options via a general self-duality
Alòs, Elisa
;
Chen, Zhanyu
;
Rheinländer, Thorsten
- In:
Mathematical finance : an international journal of …
26
(
2016
)
3
,
pp. 492-515
Persistent link: https://www.econbiz.de/10011583542
Saved in:
9
Survey sentiment and interest rate option smile
Chen, Cathy Yi-Hsuan
;
Kuo, I.-doun
- In:
International review of economics & finance : IREF
37
(
2015
),
pp. 125-137
Persistent link: https://www.econbiz.de/10011538263
Saved in:
10
Robust hedging performance and volatility risk in option markets : application to Standard and Poor's 500 and Taiwan index options
Han, Chuan-Hsiang
;
Chang, Chien-Hung
;
Kuo, Chii-Shyan
; …
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 160-173
Persistent link: https://www.econbiz.de/10011573571
Saved in:
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