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~isPartOf:"Journal of financial economics"
~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
90
Optionsgeschäft
90
Option pricing theory
59
Optionspreistheorie
59
Theorie
45
Theory
45
Volatility
19
Derivat
16
Derivative
16
Hedging
16
Black-Scholes model
13
Black-Scholes-Modell
13
Estimation
10
Schätzung
10
Capital income
9
Kapitaleinkommen
9
Yield curve
9
Zinsstruktur
9
Stochastic process
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Stochastischer Prozess
8
Börsenkurs
7
Portfolio selection
7
Portfolio-Management
7
Share price
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USA
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United States
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Options
6
Risikoprämie
6
Risk premium
6
Aktienoption
4
Forecasting model
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Handelsvolumen der Börse
4
Prognoseverfahren
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Risiko
4
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Search theory
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19
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Carr, Peter
2
Alvarez, Luis H. R.
1
Alòs, Elisa
1
Bai, Jennie
1
Barras, Laurent
1
Bollerslev, Tim
1
Broussard, John Paul
1
Chen, Zhanyu
1
Corsi, Fulvio
1
Cremers, Martijn
1
Dew-Becker, Ian
1
Fleckenstein, Matthias
1
Fukasawa, Masaaki
1
Fullwood, Jonathan
1
Fusari, Nicola
1
Gandhi, Priyank
1
Geske, Robert Leonard
1
Giglio, Stefano
1
Goard, Joanna
1
Goldstein, Robert S.
1
James, Jessica
1
Kelly, Bryan T.
1
La Vecchia, Davide
1
Lee, Roger
1
Li, Haitao
1
Malkhozov, Aytek
1
Manela, Asaf
1
Marsh, Ian
1
Mazur, Mathew
1
Mixon, Scott
1
Moreira, Alan
1
Muravyev, Dmitriy
1
Pearson, Neil D.
1
Rheinländer, Thorsten
1
Romano, Marc
1
Subrahmanyam, Avanidhar
1
Todorov, Viktor
1
Touzi, Nizar
1
Wells, Martin T.
1
Wu, Liuren
1
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Journal of financial economics
Mathematical finance : an international journal of mathematics, statistics and financial theory
The journal of futures markets
66
Journal of banking & finance
42
International journal of theoretical and applied finance
34
Applied mathematical finance
25
Review of derivatives research
24
Quantitative finance
23
Finance research letters
22
The journal of derivatives : the official publication of the International Association of Financial Engineers
19
International review of financial analysis
15
Journal of financial markets
15
Management science : journal of the Institute for Operations Research and the Management Sciences
14
International journal of financial engineering
13
The journal of computational finance
13
Applied economics
12
International review of economics & finance : IREF
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
Financial innovation : FIN
5
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ECONIS (ZBW)
19
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1
The jump leverage risk premium
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462640
Saved in:
2
Volatility and the cross-section of returns on FX options
Fullwood, Jonathan
;
James, Jessica
;
Marsh, Ian
- In:
Journal of financial economics
141
(
2021
)
3
,
pp. 1262-1284
Persistent link: https://www.econbiz.de/10012873205
Saved in:
3
Treasury yield implied volatility and real activity
Cremers, Martijn
;
Fleckenstein, Matthias
;
Gandhi, Priyank
- In:
Journal of financial economics
140
(
2021
)
2
,
pp. 412-435
Persistent link: https://www.econbiz.de/10012650450
Saved in:
4
Hedging macroeconomic and financial uncertainty and volatility
Dew-Becker, Ian
;
Giglio, Stefano
;
Kelly, Bryan T.
- In:
Journal of financial economics
142
(
2021
)
1
,
pp. 23-45
Persistent link: https://www.econbiz.de/10012650655
Saved in:
5
The leverage effect and the basket-index put spread
Bai, Jennie
;
Goldstein, Robert S.
;
Yang, Fan
- In:
Journal of financial economics
131
(
2019
)
1
,
pp. 186-205
Persistent link: https://www.econbiz.de/10012130889
Saved in:
6
News implied volatility and disaster concerns
Manela, Asaf
;
Moreira, Alan
- In:
Journal of financial economics
123
(
2017
)
1
,
pp. 137-162
Persistent link: https://www.econbiz.de/10011725186
Saved in:
7
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:
8
Analyzing volatility risk and risk premium in option contracts : a new theory
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial economics
120
(
2016
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10011590060
Saved in:
9
Does variance risk have two prices? Evidence from the equity and option markets
Barras, Laurent
;
Malkhozov, Aytek
- In:
Journal of financial economics
121
(
2016
)
1
,
pp. 79-92
Persistent link: https://www.econbiz.de/10011590676
Saved in:
10
Capital structure effects on the prices of equity call options
Geske, Robert Leonard
;
Subrahmanyam, Avanidhar
;
Zhou, Yi
- In:
Journal of financial economics
121
(
2016
)
2
,
pp. 231-253
Persistent link: https://www.econbiz.de/10011590712
Saved in:
1
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