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~isPartOf:"Journal of financial economics"
~isPartOf:"The European journal of finance"
~isPartOf:"The journal of futures markets"
~subject:"Stochastischer Prozess"
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Search: subject_exact:"Option trading"
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Stochastischer Prozess
Option trading
254
Optionsgeschäft
254
Option pricing theory
117
Optionspreistheorie
117
Volatility
80
Volatilität
80
USA
54
United States
53
Derivat
44
Derivative
44
Theorie
44
Theory
44
Hedging
31
Estimation
30
Schätzung
30
Börsenkurs
27
Share price
27
Capital income
20
Kapitaleinkommen
20
Capital market returns
19
Handelsvolumen der Börse
19
Kapitalmarktrendite
19
Stochastic process
19
Trading volume
19
Forecasting model
16
Prognoseverfahren
16
Anlageverhalten
15
Behavioural finance
15
Risikoprämie
14
Risk premium
14
Bid-ask spread
12
Geld-Brief-Spanne
12
Aktienoption
11
Black-Scholes model
11
Black-Scholes-Modell
11
Portfolio selection
11
Portfolio-Management
11
Stock option
11
Welt
11
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2
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19
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19
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19
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English
19
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Elliott, Robert J.
2
He, Xin-Jiang
2
Lee, Hangsuck
2
Lin, Sha
2
Marabel Romo, Jacinto
2
Albert, Pascal
1
Bae, Kwangil
1
Ballotta, Laura
1
Chen, Ding
1
Corsi, Fulvio
1
Doran, James S.
1
Fusari, Nicola
1
Gerrard, Russell
1
Geske, Robert Leonard
1
Ha, Hongjun
1
Haesen, Dorien
1
Herold, Michael
1
Härkönen, Hannu J.
1
Kalev, Petko S.
1
Kang, Jangkoo
1
Kim, Hwa-sung
1
Kyriakou, Ioannis
1
La Vecchia, Davide
1
Lee, Gaeun
1
Lee, Minha
1
Li, Zelei
1
Lian, Guanghua
1
Lin, Wei
1
Muck, Matthias
1
Newton, David P.
1
Peterson, David R.
1
Siu, Tak Kuen
1
Song, Seongjoo
1
Subrahmanyam, Avanidhar
1
Sun, Xianming
1
Tang, Dan
1
Tarrant, Brian C.
1
Tchuindjo, Léonard
1
Vanmaele, Michèle
1
Wang, Liang
1
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Journal of financial economics
The European journal of finance
The journal of futures markets
International journal of theoretical and applied finance
28
Quantitative finance
21
The journal of computational finance
16
Applied mathematical finance
14
Journal of economic dynamics & control
11
Finance and stochastics
10
Review of derivatives research
10
Computational economics
9
European journal of operational research : EJOR
9
International journal of financial engineering
9
The North American journal of economics and finance : a journal of financial economics studies
9
Finance research letters
8
Journal of banking & finance
8
Journal of econometrics
8
Journal of mathematical finance
8
Annals of finance
7
Insurance / Mathematics & economics
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
5
Operations research
5
Operations research letters
5
Research paper series / Swiss Finance Institute
5
The journal of derivatives : the official publication of the International Association of Financial Engineers
5
Asia-Pacific financial markets
4
Economic modelling
4
Risks : open access journal
4
The journal of derivatives : JOD
4
Advanced series on statistical science & applied probability
3
Applied economics
3
Applied financial economics
3
Decisions in economics and finance : DEF ; a journal of applied mathematics
3
International review of economics & finance : IREF
3
Journal of risk and financial management : JRFM
3
Management science : journal of the Institute for Operations Research and the Management Sciences
3
Mathematical methods of operations research
3
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
3
Swiss Finance Institute Research Paper
3
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
2
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ECONIS (ZBW)
19
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1
Estimation of rare disaster concerns from option prices : an arbitrage-free RND-based smile construction approach
Albert, Pascal
;
Herold, Michael
;
Muck, Matthias
- In:
The journal of futures markets
43
(
2023
)
12
,
pp. 1807-1835
Persistent link: https://www.econbiz.de/10014433013
Saved in:
2
Hedging options in a hidden Markov-switching local-volatility model via stochastic flows and a Monte-Carlo method
Elliott, Robert J.
;
Siu, Tak Kuen
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 925-950
Persistent link: https://www.econbiz.de/10014293270
Saved in:
3
Valuing basket-spread options with default risk under Hawkes jump-diffusion processes
Li, Zelei
;
Tang, Dan
;
Wang, Xingchun
- In:
The European journal of finance
29
(
2023
)
12
,
pp. 1406-1431
Persistent link: https://www.econbiz.de/10014323018
Saved in:
4
Analytically pricing exchange options with stochastic liquidity and regime switching
He, Xin-Jiang
;
Lin, Sha
- In:
The journal of futures markets
43
(
2023
)
5
,
pp. 662-676
Persistent link: https://www.econbiz.de/10014293179
Saved in:
5
Analytically pricing European options under a hybrid stochastic volatility and interest rate model with a general correlation structure
He, Xin-Jiang
;
Lin, Sha
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 951-967
Persistent link: https://www.econbiz.de/10014293271
Saved in:
6
Piecewise linear double barrier options
Lee, Hangsuck
;
Ha, Hongjun
;
Lee, Minha
- In:
The journal of futures markets
42
(
2022
)
1
,
pp. 125-151
Persistent link: https://www.econbiz.de/10012796299
Saved in:
7
Multi-step reflection principle and barrier options
Lee, Hangsuck
;
Lee, Gaeun
;
Song, Seongjoo
- In:
The journal of futures markets
42
(
2022
)
4
,
pp. 692-721
Persistent link: https://www.econbiz.de/10013187581
Saved in:
8
Pricing VXX options by modeling VIX directly
Lin, Wei
;
Zhang, Jin E.
- In:
The journal of futures markets
42
(
2022
)
5
,
pp. 888-922
Persistent link: https://www.econbiz.de/10013187612
Saved in:
9
Approximate pricing of American exchange options with jumps
Lian, Guanghua
;
Elliott, Robert J.
;
Kalev, Petko S.
; …
- In:
The journal of futures markets
42
(
2022
)
6
,
pp. 983-1001
Persistent link: https://www.econbiz.de/10013287907
Saved in:
10
Power-type derivatives for rough volatility with jumps
Wang, Liang
;
Xia, Weixuan
- In:
The journal of futures markets
42
(
2022
)
7
,
pp. 1369-1406
Persistent link: https://www.econbiz.de/10013287974
Saved in:
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