//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"International review of financial analysis"
~isPartOf:"The journal of asset management"
~subject:"Kapitaleinkommen"
~subject:"Option pricing theory"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Call option"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Kapitaleinkommen
Option pricing theory
Option trading
35
Optionsgeschäft
35
Volatility
18
Volatilität
18
Optionspreistheorie
17
Derivat
10
Derivative
10
Implied volatility
8
Börsenkurs
7
Share price
7
Index futures
6
Index-Futures
6
USA
6
United States
6
Aktienindex
5
Aktienmarkt
5
Capital income
5
Stock index
5
Stock market
5
Black-Scholes model
4
Black-Scholes-Modell
4
VIX
4
ARCH model
3
ARCH-Modell
3
Credit risk
3
Estimation
3
Forecasting model
3
Index
3
Index number
3
India
3
Indien
3
Kreditrisiko
3
Prognoseverfahren
3
Risiko
3
Risk
3
Schätzung
3
Anlageverhalten
2
Asymmetric information
2
more ...
less ...
Online availability
All
Undetermined
17
Type of publication
All
Article
20
Type of publication (narrower categories)
All
Article in journal
20
Aufsatz in Zeitschrift
20
Language
All
English
20
Author
All
Shi, Yukun
2
Xu, Yaofei
2
Yan, Cheng
2
Agarwalla, Sobhesh Kumar
1
Badshah, Ihsan Ullah
1
Bougias, Alexandros
1
Bugge, Sebastian A.
1
Chen, Ding
1
Clark, Steven P.
1
Dickson, Mike
1
Episcopos, Athanasios
1
François-Heude, Alain
1
Frijns, Bart
1
Gregoriou, Andros
1
Guo, Biao
1
Guttormsen, Haakon J.
1
He, Xin-Jiang
1
Healy, J. V.
1
Hilliard, Jitka
1
Hudson, Robert
1
Jacob, Joshy
1
Jiang, I-Ming
1
Jin, Xing
1
Jobst, Andreas A.
1
Karathanasopoulos, Andreas
1
Knif, Johan
1
Le, Van
1
Leledakis, George N.
1
Liu, Qing
1
Lo, Chia Chun
1
McKeon, Ryan
1
Molnár, Peter
1
Orosi, Greg
1
Pandey, Ajay
1
Pasricha, Puneet
1
Racicot, François-Éric
1
Ringdal, Martin
1
Rostan, Alexandra
1
Rostan, Pierre
1
Singh, Vipul Kumar
1
more ...
less ...
Published in...
All
International review of financial analysis
The journal of asset management
The journal of futures markets
87
International journal of theoretical and applied finance
84
Review of derivatives research
58
The journal of computational finance
57
Applied mathematical finance
51
Journal of banking & finance
51
Quantitative finance
49
The journal of derivatives : the official publication of the International Association of Financial Engineers
49
Finance research letters
40
Mathematical finance : an international journal of mathematics, statistics and financial theory
39
Journal of economic dynamics & control
38
The North American journal of economics and finance : a journal of financial economics studies
36
International journal of financial engineering
31
Finance and stochastics
28
Journal of mathematical finance
28
Computational economics
27
European journal of operational research : EJOR
27
Journal of financial economics
24
Research paper series / Swiss Finance Institute
22
International review of economics & finance : IREF
21
Management science : journal of the Institute for Operations Research and the Management Sciences
20
The European journal of finance
20
Risks : open access journal
19
Asia-Pacific financial markets
18
Review of quantitative finance and accounting
18
The journal of derivatives : JOD
16
Applied economics
15
Economic modelling
15
Insurance / Mathematics & economics
15
Journal of financial markets
14
Swiss Finance Institute Research Paper
14
Journal of risk and financial management : JRFM
13
Annals of finance
12
Decisions in economics and finance : DEF ; a journal of applied mathematics
12
NBER working paper series
11
Theoretical economics letters
11
Energy economics
10
Journal of derivatives & hedge funds
10
Journal of risk
10
more ...
less ...
Source
All
ECONIS (ZBW)
20
Showing
1
-
10
of
20
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Risk appetite and option prices : evidence from the Chinese SSE50 options market
Liu, Qing
;
Wang, Shouyang
;
Sui, Cong
- In:
International review of financial analysis
86
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014248927
Saved in:
2
Skew-Brownian motion and pricing European exchange options
Pasricha, Puneet
;
He, Xin-Jiang
- In:
International review of financial analysis
82
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10013426145
Saved in:
3
Market co-movement between credit default swap curves and option volatility surfaces
Shi, Yukun
;
Stasinakis, Charalampos
;
Xu, Yaofei
;
Yan, Cheng
- In:
International review of financial analysis
82
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013426474
Saved in:
4
The information content of CDS implied volatility and associated trading strategies
Shi, Yukun
;
Chen, Ding
;
Guo, Biao
;
Xu, Yaofei
;
Yan, Cheng
- In:
International review of financial analysis
83
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013460868
Saved in:
5
The role of asset payouts in the estimation of default barriers
Bougias, Alexandros
;
Episcopos, Athanasios
;
Leledakis, …
- In:
International review of financial analysis
81
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013396237
Saved in:
6
Performance expectations of basic options strategies may be different than you think
Clark, Steven P.
;
Dickson, Mike
- In:
The journal of asset management
20
(
2019
)
2
,
pp. 91-102
Persistent link: https://www.econbiz.de/10012059761
Saved in:
7
Test of recent advances in extracting information from option prices
Healy, J. V.
;
Gregoriou, Andros
;
Hudson, Robert
- In:
International review of financial analysis
56
(
2018
),
pp. 292-302
Persistent link: https://www.econbiz.de/10012006295
Saved in:
8
A risk control tool for foreign financial activities : a new derivatives pricing model
Jiang, I-Ming
;
Lo, Chia Chun
;
Karathanasopoulos, Andreas
; …
- In:
The journal of asset management
18
(
2017
)
4
,
pp. 269-294
Persistent link: https://www.econbiz.de/10011741589
Saved in:
9
Efficient estimation of lower and upper bounds for pricing higher-dimensional American arithmetic average options by approximating their payoff functions
Jin, Xing
;
Yang, Cheng-Yu
- In:
International review of financial analysis
44
(
2016
),
pp. 65-77
Persistent link: https://www.econbiz.de/10011623807
Saved in:
10
Implied volatility index for the Norwegian equity market
Bugge, Sebastian A.
;
Guttormsen, Haakon J.
;
Molnár, Peter
- In:
International review of financial analysis
47
(
2016
),
pp. 133-141
Persistent link: https://www.econbiz.de/10011624091
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->