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~isPartOf:"Review of derivatives research"
~source:"econis"
~subject:"Kapitaleinkommen"
~subject:"Risk"
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Kapitaleinkommen
Risk
Option trading
74
Optionsgeschäft
74
Option pricing theory
58
Optionspreistheorie
58
Volatility
24
Volatilität
24
Derivat
17
Derivative
17
Theorie
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Theory
16
Black-Scholes model
11
Black-Scholes-Modell
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Hedging
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Stochastic process
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American options
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Wang, Xingchun
2
Boyd, Naomi E.
1
Brinkmann, Felix
1
Dong, Ziming
1
Eraker, Bjørn
1
Feunou, Bruno
1
Fontaine, Jean-Sébastien
1
Korn, Olaf
1
Rathgeber, A. W.
1
Stadler, Johannes
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Stöckl, S.
1
Tang, Dan
1
Tédongap, Roméo
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Ulrich, Maxim
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Review of derivatives research
Journal of banking & finance
18
The journal of futures markets
11
Journal of financial economics
9
Journal of financial markets
8
Management science : journal of the Institute for Operations Research and the Management Sciences
7
Working paper / National Bureau of Economic Research, Inc.
6
International review of financial analysis
5
NBER Working Paper
5
NBER working paper series
5
The European journal of finance
5
The North American journal of economics and finance : a journal of financial economics studies
5
The journal of finance : the journal of the American Finance Association
5
Applied economics
4
Journal of empirical finance
4
The review of financial studies
4
Applied mathematical finance
3
Economics letters
3
Emerging markets, finance and trade : EMFT
3
Energy economics
3
Finance research letters
3
International journal of economics and finance
3
International journal of theoretical and applied finance
3
Journal of international financial markets, institutions & money
3
Quantitative finance
3
Research paper series / Swiss Finance Institute
3
Review of quantitative finance and accounting
3
Rotman School of Management working paper / University of Toronto Rotman School of Management
3
The journal of asset management
3
The journal of derivatives : the official publication of the International Association of Financial Engineers
3
Annals of finance
2
Applied financial economics
2
Decisions in economics and finance : DEF ; a journal of applied mathematics
2
Discussion paper / Centre for Economic Policy Research
2
Discussion paper / Tinbergen Institute
2
European journal of operational research : EJOR
2
Finance and economics discussion series
2
Finance and stochastics
2
Finanzmarkt und Portfolio-Management
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Insurance / Mathematics & economics
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ECONIS (ZBW)
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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:
2
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:
3
Pricing vulnerable options with jump risk and liquidity risk
Wang, Xingchun
- In:
Review of derivatives research
24
(
2021
)
3
,
pp. 243-260
Persistent link: https://www.econbiz.de/10012659671
Saved in:
4
Option-implied information : what’s the vol surface got to do with it?
Ulrich, Maxim
;
Walther, Simon
- In:
Review of derivatives research
23
(
2020
)
3
,
pp. 323-355
Persistent link: https://www.econbiz.de/10012303253
Saved in:
5
Risk-adjusted option-implied moments
Brinkmann, Felix
;
Korn, Olaf
- In:
Review of derivatives research
21
(
2018
)
2
,
pp. 149-173
Persistent link: https://www.econbiz.de/10012055736
Saved in:
6
Implied volatility and skewness surface
Feunou, Bruno
;
Fontaine, Jean-Sébastien
;
Tédongap, Roméo
- In:
Review of derivatives research
20
(
2017
)
2
,
pp. 167-202
Persistent link: https://www.econbiz.de/10011935979
Saved in:
7
Market making and risk management in options markets
Boyd, Naomi E.
- In:
Review of derivatives research
18
(
2015
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011414104
Saved in:
8
The performance of model based option trading strategies
Eraker, Bjørn
- In:
Review of derivatives research
16
(
2013
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10009729949
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