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~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"The European journal of finance"
~source:"econis"
~subject:"Behavioural finance"
~subject:"Black-Scholes model"
~subject:"Index futures"
~subject:"Share price"
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Search: subject_exact:"Option trading"
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Behavioural finance
Black-Scholes model
Index futures
Share price
Option trading
71
Optionsgeschäft
71
Option pricing theory
54
Optionspreistheorie
54
Volatility
18
Volatilität
18
Derivat
16
Derivative
16
Theorie
15
Theory
15
Stochastic process
14
Stochastischer Prozess
14
Black-Scholes-Modell
9
Portfolio selection
8
Portfolio-Management
8
Estimation
6
Hedging
6
Schätzung
6
Statistical distribution
6
Statistische Verteilung
6
Capital income
5
EU countries
5
EU-Staaten
5
Kapitaleinkommen
5
American options
4
Bid-ask spread
4
Geld-Brief-Spanne
4
Numerical analysis
4
Numerisches Verfahren
4
options
4
Aktienoption
3
Credit risk
3
Kreditrisiko
3
Liquidity
3
Liquidität
3
Markov chain
3
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3
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3
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English
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Ballestra, Luca Vincenzo
1
Barletta, Andrea
1
Chen, Wen-ting
1
Coakley, Jerry
1
Corrado, Charles Joseph
1
Cui, Zhenyu
1
Dotsis, George
1
Frijns, Bart
1
Fusai, Gianluca
1
García-Machado, Juan J.
1
Kim, Bara
1
Kim, Jeongsim
1
Kim, Jerim
1
Lehnert, Thorsten
1
Liu, Xiaoquan
1
Ma, Jingtang
1
Marabel Romo, Jacinto
1
Pacelli, Graziella
1
Quaye, Enoch Nii Boi
1
Recchioni, Maria Cristina
1
Rybczyński, Jarosław
1
Santucci de Magistris, Paolo
1
Selby, Michael J. P.
1
Sloth, David
1
Song, Shiyu
1
Su, Tie
1
Tunaru, Radu
1
Varson, Paula L.
1
Wang, Guanying
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Wang, Yongjin
1
Yang, Wensheng
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Yoo, Hyun Joo
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Zhai, Jia
1
Zhu, Song-ping
1
Zwinkels, Remco C. J.
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Journal of economic dynamics & control
The European journal of finance
The journal of futures markets
45
Journal of banking & finance
29
International journal of theoretical and applied finance
26
The journal of derivatives : the official publication of the International Association of Financial Engineers
18
Wiley trading series
18
International review of economics & finance : IREF
16
Review of derivatives research
16
Finance research letters
14
Applied mathematical finance
13
Quantitative finance
12
Computational economics
11
Mathematical finance : an international journal of mathematics, statistics and financial theory
11
Research paper series / Swiss Finance Institute
11
The North American journal of economics and finance : a journal of financial economics studies
11
The journal of computational finance
11
The review of financial studies
11
International journal of financial engineering
10
International review of financial analysis
10
Journal of financial and quantitative analysis : JFQA
10
Journal of financial economics
10
Management science : journal of the Institute for Operations Research and the Management Sciences
10
Applied economics
9
Journal of empirical finance
9
Journal of financial markets
9
Journal of mathematical finance
9
Swiss Finance Institute Research Paper
9
The journal of finance : the journal of the American Finance Association
9
Journal of derivatives & hedge funds
8
Review of quantitative finance and accounting
8
Bloomberg financial series
7
Finance and stochastics
7
Journal of international financial markets, institutions & money
7
Pacific-Basin finance journal
7
Theoretical economics letters
7
Working paper / National Bureau of Economic Research, Inc.
7
NBER working paper series
6
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
6
Finanzmarkt und Portfolio-Management
5
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ECONIS (ZBW)
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1
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:
2
CTMC integral equation method for American options under stochastic local volatility models
Ma, Jingtang
;
Yang, Wensheng
;
Cui, Zhenyu
- In:
Journal of economic dynamics & control
128
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012628259
Saved in:
3
Pricing European options under a diffusion model with psychological barriers and leverage effect
Song, Shiyu
;
Wang, Guanying
;
Wang, Yongjin
- In:
The European journal of finance
26
(
2020
)
12
,
pp. 1184-1206
Persistent link: https://www.econbiz.de/10012264954
Saved in:
4
It only takes a few moments to hedge options
Barletta, Andrea
;
Santucci de Magistris, Paolo
;
Sloth, David
- In:
Journal of economic dynamics & control
100
(
2019
),
pp. 251-269
Persistent link: https://www.econbiz.de/10012130971
Saved in:
5
How Spanish options market smiles in summer : an empirical analysis for options on IBEX-35
García-Machado, Juan J.
;
Rybczyński, Jarosław
- In:
The European journal of finance
23
(
2017
)
1/3
,
pp. 153-169
Persistent link: https://www.econbiz.de/10011736237
Saved in:
6
Pricing volatility options under stochastic skew with application to the VIX index
Marabel Romo, Jacinto
- In:
The European journal of finance
23
(
2017
)
4/6
,
pp. 353-374
Persistent link: https://www.econbiz.de/10011736265
Saved in:
7
Pricing external barrier options in a regime-switching model
Kim, Jerim
;
Kim, Jeongsim
;
Yoo, Hyun Joo
;
Kim, Bara
- In:
Journal of economic dynamics & control
53
(
2015
),
pp. 123-143
Persistent link: https://www.econbiz.de/10011526900
Saved in:
8
Investor sentiment and value and growth stock index options
Coakley, Jerry
;
Dotsis, George
;
Liu, Xiaoquan
;
Zhai, Jia
- In:
The European journal of finance
20
(
2014
)
10/12
,
pp. 1211-1229
Persistent link: https://www.econbiz.de/10010465894
Saved in:
9
An inverse finite element method for pricing American options
Zhu, Song-ping
;
Chen, Wen-ting
- In:
Journal of economic dynamics & control
37
(
2013
)
1
,
pp. 231-250
Persistent link: https://www.econbiz.de/10009703598
Saved in:
10
Pricing European and American options with two stochastic factors : a highly efficient radial basis function approach
Ballestra, Luca Vincenzo
;
Pacelli, Graziella
- In:
Journal of economic dynamics & control
37
(
2013
)
6
,
pp. 1142-1167
Persistent link: https://www.econbiz.de/10009740447
Saved in:
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