//--> //--> //--> //-->
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 computational finance"
~source:"econis"
~subject:"Behavioural finance"
~subject:"Derivative"
~subject:"Hedging"
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:"Option trading"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Behavioural finance
Derivative
Hedging
Option trading
83
Optionsgeschäft
83
Option pricing theory
67
Optionspreistheorie
67
Volatility
27
Volatilität
27
Stochastic process
17
Stochastischer Prozess
17
Theorie
17
Theory
17
Black-Scholes model
12
Black-Scholes-Modell
12
Derivat
11
Monte Carlo simulation
9
Monte-Carlo-Simulation
9
Implied volatility
8
Börsenkurs
6
Share price
6
USA
6
United States
6
Aktienmarkt
5
Stock market
5
barrier options
5
stochastic volatility
5
Aktienindex
4
Estimation
4
Index futures
4
Index-Futures
4
Numerical analysis
4
Numerisches Verfahren
4
Schätzung
4
Stock index
4
ARCH model
3
ARCH-Modell
3
American options
3
Asian options
3
Capital income
3
Credit risk
3
EU countries
3
more ...
less ...
Online availability
All
Undetermined
10
Type of publication
All
Article
14
Type of publication (narrower categories)
All
Article in journal
14
Aufsatz in Zeitschrift
14
Language
All
English
14
Author
All
Shi, Yukun
2
Xu, Yaofei
2
Yan, Cheng
2
Andersen, Leif B. G.
1
Andreasen, Jesper Fredborg
1
Chen, Ding
1
Davis, Jesse
1
Devos, Laurens
1
Eliezer, David
1
Escobar, Marcos
1
Graaf, Cornelis S. L. de
1
Guo, Biao
1
Hainaut, Donatien
1
He, Xin-Jiang
1
Hilliard, Jitka
1
Kandhai, Drona
1
Klabjan, Diego
1
Liu, Qing
1
Moraux, Franck
1
O'Sullivan, Conall
1
O'Sullivan, Stephen
1
Panz, Sven
1
Pasricha, Puneet
1
Reyners, Sofie
1
Schoutens, Wim
1
Shang, Danjue
1
Sloot, Peter M. A.
1
Spyrou, Spyros I.
1
Stasinakis, Charalampos
1
Sui, Cong
1
Wang, Shouyang
1
Zagst, Rudi
1
Zeng, Yaxiong
1
more ...
less ...
Published in...
All
International review of financial analysis
The journal of computational finance
The journal of futures markets
55
International journal of theoretical and applied finance
39
Journal of banking & finance
32
Review of derivatives research
29
Quantitative finance
20
Applied mathematical finance
17
Journal of financial economics
17
The North American journal of economics and finance : a journal of financial economics studies
17
Wiley trading series
17
International review of economics & finance : IREF
16
The journal of derivatives : the official publication of the International Association of Financial Engineers
16
Finance research letters
15
Finance and stochastics
14
International journal of financial engineering
13
Journal of financial markets
13
Mathematical finance : an international journal of mathematics, statistics and financial theory
13
European journal of operational research : EJOR
12
The journal of derivatives : JOD
12
Journal of economic dynamics & control
10
Management science : journal of the Institute for Operations Research and the Management Sciences
10
The European journal of finance
10
Journal of mathematical finance
9
Bloomberg financial series
8
NBER working paper series
8
Research paper series / Swiss Finance Institute
8
Review of quantitative finance and accounting
8
Risks : open access journal
8
Working paper / National Bureau of Economic Research, Inc.
8
Computational economics
7
Global finance journal
7
Swiss Finance Institute Research Paper
7
The journal of finance : the journal of the American Finance Association
7
Always learning
6
Applied economics letters
6
Energy economics
6
Journal of risk
6
Pacific-Basin finance journal
6
Annals of finance
5
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
14
Sort
Relevance
Date (newest first)
Date (oldest first)
1
COVID lockdown, Robinhood traders, and liquidity in stock and option markets
Shang, Danjue
- In:
International review of financial analysis
90
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014469185
Saved in:
2
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:
3
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:
4
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:
5
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:
6
Gradient boosting for quantitative finance
Davis, Jesse
;
Devos, Laurens
;
Reyners, Sofie
;
Schoutens, Wim
- In:
The journal of computational finance
24
(
2021
)
4
,
pp. 1-40
Persistent link: https://www.econbiz.de/10012544161
Saved in:
7
Pricing multiple barrier derivatives under stochastic volatility
Escobar, Marcos
;
Panz, Sven
;
Zagst, Rudi
- In:
The journal of computational finance
24
(
2020
)
2
,
pp. 77-101
Persistent link: https://www.econbiz.de/10012543622
Saved in:
8
Hedging of options in the presence of jump clustering
Hainaut, Donatien
;
Moraux, Franck
- In:
The journal of computational finance
22
(
2018
)
3
,
pp. 1-35
Persistent link: https://www.econbiz.de/10011988188
Saved in:
9
Portfolio optimization for American options
Zeng, Yaxiong
;
Klabjan, Diego
- In:
The journal of computational finance
22
(
2018
)
3
,
pp. 37-64
Persistent link: https://www.econbiz.de/10011988191
Saved in:
10
Efficient estimation of sensitivities for counterparty credit risk with the finite difference Monte Carlo method
Graaf, Cornelis S. L. de
;
Kandhai, Drona
;
Sloot, Peter M. A.
- In:
The journal of computational finance
21
(
2017
)
1
,
pp. 83-113
Persistent link: https://www.econbiz.de/10011691615
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->