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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~language:"eng"
~subject:"Behavioural finance"
~subject:"Black-Scholes-Modell"
~subject:"Derivative"
~subject:"Volatilität"
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Behavioural finance
Black-Scholes-Modell
Derivative
Volatilität
Option trading
49
Optionsgeschäft
49
Option pricing theory
38
Optionspreistheorie
38
Theorie
34
Theory
34
Hedging
11
Black-Scholes model
10
Volatility
7
Stochastic process
5
Stochastischer Prozess
5
Yield curve
5
Zinsstruktur
5
Derivat
4
Portfolio selection
4
Portfolio-Management
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Search theory
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Suchtheorie
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American options
3
Transaction costs
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Transaktionskosten
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Börsenkurs
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Markov-Kette
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Martingal
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Martingale
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Monte Carlo simulation
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Swap
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barrier options
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1993
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1993-1994
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English
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Touzi, Nizar
2
Alvarez, Luis H. R.
1
Alòs, Elisa
1
Buchen, Peter W.
1
Carmona, René
1
Carr, Peter
1
Chen, Zhanyu
1
Dolinsky, Yan
1
Emmerling, Thomas J.
1
Frey, Rüdiger
1
Fukasawa, Masaaki
1
Goard, Joanna
1
Guéant, Olivier
1
Göttsche, Ove E.
1
Konstandatos, Otto
1
Kyprianou, Andreas E.
1
Kühn, Christoph
1
Lee, Roger
1
Li, Haitao
1
Mazur, Mathew
1
Pu, Jiang
1
Rheinländer, Thorsten
1
Romano, Marc
1
Stremme, Alexander
1
Vellekoop, Michel
1
Večeř, Jan
1
Wells, Martin T.
1
Yam, Sheung Chi Phillip
1
Yong, Jiongmin
1
Yu, Cindy L.
1
Yung, S. P.
1
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Mathematical finance : an international journal of mathematics, statistics and financial theory
The journal of futures markets
92
International journal of theoretical and applied finance
59
Journal of banking & finance
53
Review of derivatives research
36
Applied mathematical finance
35
Quantitative finance
31
Finance research letters
30
The journal of derivatives : the official publication of the International Association of Financial Engineers
29
The North American journal of economics and finance : a journal of financial economics studies
25
International review of economics & finance : IREF
23
Journal of economic dynamics & control
23
Journal of financial economics
23
International journal of financial engineering
20
Journal of financial markets
20
The journal of computational finance
20
Computational economics
19
Management science : journal of the Institute for Operations Research and the Management Sciences
18
Wiley trading series
18
International review of financial analysis
17
Journal of mathematical finance
17
Applied economics
15
European journal of operational research : EJOR
15
Applied financial economics
14
Review of quantitative finance and accounting
14
The journal of derivatives : JOD
14
Finance and stochastics
13
The European journal of finance
13
Journal of econometrics
12
The journal of finance : the journal of the American Finance Association
12
Annals of finance
11
Journal of financial and quantitative analysis : JFQA
11
Journal of risk and financial management : JRFM
11
Research paper series / Swiss Finance Institute
11
Risks : open access journal
11
Working paper / National Bureau of Economic Research, Inc.
11
Bloomberg financial series
10
Energy economics
10
Applied economics letters
9
Global finance journal
9
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1
Option pricing and hedging with execution costs and market impact
Guéant, Olivier
;
Pu, Jiang
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 803-831
Persistent link: https://www.econbiz.de/10011764978
Saved in:
2
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:
3
Black-scholes representation for Asian options
Večeř, Jan
- In:
Mathematical finance : an international journal of …
24
(
2014
)
3
,
pp. 598-626
Persistent link: https://www.econbiz.de/10010485999
Saved in:
4
Limit theorems for partial hedging under transaction costs
Dolinsky, Yan
- In:
Mathematical finance : an international journal of …
24
(
2014
)
3
,
pp. 567-597
Persistent link: https://www.econbiz.de/10010486001
Saved in:
5
Game call options revisited
Yam, Sheung Chi Phillip
;
Yung, S. P.
;
Zhou, Wei
- In:
Mathematical finance : an international journal of …
24
(
2014
)
1
,
pp. 173-206
Persistent link: https://www.econbiz.de/10010256173
Saved in:
6
Stochastic-volatility models and the pricing of VIX options
Goard, Joanna
;
Mazur, Mathew
- In:
Mathematical finance : an international journal of …
23
(
2013
)
3
,
pp. 439-458
Persistent link: https://www.econbiz.de/10009783359
Saved in:
7
The normalizing transformation of the implied volatility smile
Fukasawa, Masaaki
- In:
Mathematical finance : an international journal of …
22
(
2012
)
4
,
pp. 753-762
Persistent link: https://www.econbiz.de/10009614936
Saved in:
8
Perpetual cancellable American call option
Emmerling, Thomas J.
- In:
Mathematical finance : an international journal of …
22
(
2012
)
4
,
pp. 645-666
Persistent link: https://www.econbiz.de/10009614942
Saved in:
9
The early exercise premium for the American put under discrete dividends
Göttsche, Ove E.
;
Vellekoop, Michel
- In:
Mathematical finance : an international journal of …
21
(
2011
)
2
,
pp. 335-354
Persistent link: https://www.econbiz.de/10008935660
Saved in:
10
MCMC estimation of Lévy jump models using stock and option prices
Yu, Cindy L.
;
Li, Haitao
;
Wells, Martin T.
- In:
Mathematical finance : an international journal of …
21
(
2011
)
3
,
pp. 383-422
Persistent link: https://www.econbiz.de/10009155205
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