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~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Journal of financial markets"
~isPartOf:"Review of derivatives research"
~subject:"Behavioural finance"
~subject:"Black-Scholes model"
~subject:"Index futures"
~subject:"Risk premium"
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Search: subject_exact:"Option trading"
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Behavioural finance
Black-Scholes model
Index futures
Risk premium
Option trading
155
Optionsgeschäft
155
Option pricing theory
106
Optionspreistheorie
106
Volatility
50
Volatilität
50
Theorie
35
Theory
35
Derivat
33
Derivative
33
Stochastic process
22
Stochastischer Prozess
22
Hedging
19
Black-Scholes-Modell
17
Capital income
13
Kapitaleinkommen
13
Portfolio selection
13
Portfolio-Management
13
Risikoprämie
11
Statistical distribution
11
Statistische Verteilung
11
Aktienoption
9
Options
9
Stock option
9
American options
8
Börsenkurs
8
Option pricing
8
Share price
8
Anlageverhalten
7
Estimation
7
Risk
7
Schätzung
7
Asymmetric information
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English
39
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Wang, Xingchun
2
Ackert, Lucy F.
1
Alexander, Carol
1
Alexandridis, Antonios K.
1
Andersen, Leif B. G.
1
Andreasen, Jesper Fredborg
1
Apergis, Iraklis
1
Ballestra, Luca Vincenzo
1
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1
Bernales, Alejandro
1
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1
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1
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Deng, Jun
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Deuskar, Prachi
1
Dong, Ziming
1
Drimus, Gabriel
1
Eraker, Bjørn
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Journal of economic dynamics & control
Journal of financial markets
Review of derivatives research
The journal of futures markets
35
Journal of banking & finance
29
International journal of theoretical and applied finance
25
Wiley trading series
18
The journal of derivatives : the official publication of the International Association of Financial Engineers
15
International review of economics & finance : IREF
14
Applied mathematical finance
13
Quantitative finance
12
Computational economics
11
International journal of financial engineering
11
Mathematical finance : an international journal of mathematics, statistics and financial theory
11
The North American journal of economics and finance : a journal of financial economics studies
11
Finance research letters
10
Journal of financial economics
10
Management science : journal of the Institute for Operations Research and the Management Sciences
10
Research paper series / Swiss Finance Institute
10
The journal of computational finance
10
Journal of mathematical finance
9
The review of financial studies
9
Applied economics
8
NBER working paper series
8
Bloomberg financial series
7
Finance and stochastics
7
International review of financial analysis
7
Journal of empirical finance
7
Journal of financial and quantitative analysis : JFQA
7
Swiss Finance Institute Research Paper
7
Working paper / National Bureau of Economic Research, Inc.
7
Asia-Pacific financial markets
6
Journal of derivatives & hedge funds
6
NBER Working Paper
6
Review of quantitative finance and accounting
6
Asia-Pacific journal of financial studies
5
CREATES research paper
5
European journal of operational research : EJOR
5
Journal of econometrics
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Journal of international financial markets, institutions & money
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ECONIS (ZBW)
39
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1
Implied volatility surfaces : a comprehensive analysis using half a billion option prices
Ulrich, Maxim
;
Zimmer, Lukas
;
Merbecks, Constantin
- In:
Review of derivatives research
26
(
2023
)
2/3
,
pp. 135-169
Persistent link: https://www.econbiz.de/10014423871
Saved in:
2
Arbitrage-free smile construction on FX option markets using Garman-Kohlhagen deltas and implied volatilities
Muck, Matthias
- In:
Review of derivatives research
25
(
2022
)
3
,
pp. 293-314
Persistent link: https://www.econbiz.de/10013457626
Saved in:
3
Asymptotic extrapolation of model-free implied variance : exploring structural underestimation in the VIX Index
Stahl, Philip
- In:
Review of derivatives research
25
(
2022
)
3
,
pp. 315-339
Persistent link: https://www.econbiz.de/10013457627
Saved in:
4
The impact of the leverage effect on the implied volatility smile : evidence for the German option market
Rathgeber, A. W.
;
Stadler, Johannes
;
Stöckl, S.
- In:
Review of derivatives research
24
(
2021
)
2
,
pp. 95-133
Persistent link: https://www.econbiz.de/10012549093
Saved in:
5
A Bayesian analysis of time-varying jump risk in S&P 500 returns and options
Carverhill, Andrew
;
Luo, Dan
- In:
Journal of financial markets
64
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014466112
Saved in:
6
Equity premium prediction : the role of information from the options market
Alexandridis, Antonios K.
;
Apergis, Iraklis
;
Panopulu, …
- In:
Journal of financial markets
64
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014466117
Saved in:
7
Pricing vulnerable basket spread options with liquidity risk
Dong, Ziming
;
Tang, Dan
;
Wang, Xingchun
- In:
Review of derivatives research
26
(
2023
)
1
,
pp. 23-50
Persistent link: https://www.econbiz.de/10014266355
Saved in:
8
Net buying pressure and the information in bitcoin option trades
Alexander, Carol
;
Deng, Jun
;
Feng, Jianfen
;
Wan, Huning
- In:
Journal of financial markets
63
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014278620
Saved in:
9
The stock implied volatility and the implied dividend volatility
Quaye, Enoch Nii Boi
;
Tunaru, Radu
- In:
Journal of economic dynamics & control
134
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013383766
Saved in:
10
Jump and volatility risk in the cross-section of corporate bond returns
Chen, Xi
;
Wang, Junbo
;
Wu, Chunchi
- In:
Journal of financial markets
60
(
2022
),
pp. 1-29
Persistent link: https://www.econbiz.de/10013397876
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