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~isPartOf:"Review of derivatives research"
~subject:"Black-Scholes-Modell"
~subject:"Volatilität"
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Search: subject_exact:"Option trading"
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Black-Scholes-Modell
Volatilität
Option trading
74
Optionsgeschäft
74
Option pricing theory
58
Optionspreistheorie
58
Volatility
24
Derivat
17
Derivative
17
Theorie
16
Theory
16
Black-Scholes model
11
Hedging
11
Stochastic process
10
Stochastischer Prozess
10
Portfolio selection
7
Portfolio-Management
7
American options
6
Credit risk
5
Kreditrisiko
5
Option pricing
5
Risk
5
Statistical distribution
5
Statistische Verteilung
5
Aktienoption
4
Anlageverhalten
4
Behavioural finance
4
European options
4
Experiment
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Options
4
Risiko
4
Risikoprämie
4
Risk premium
4
Stock option
4
Barrier options
3
Bubbles
3
Capital income
3
Index futures
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Drimus, Gabriel
3
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2
Ulrich, Maxim
2
Wang, Xingchun
2
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1
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1
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1
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Review of derivatives research
The journal of futures markets
64
International journal of theoretical and applied finance
44
Journal of banking & finance
44
Applied mathematical finance
29
Quantitative finance
26
The journal of derivatives : the official publication of the International Association of Financial Engineers
25
Finance research letters
22
The journal of computational finance
18
Computational economics
17
The North American journal of economics and finance : a journal of financial economics studies
17
International journal of financial engineering
15
International review of financial analysis
15
Journal of economic dynamics & control
15
Journal of financial markets
15
Mathematical finance : an international journal of mathematics, statistics and financial theory
15
Applied economics
14
International review of economics & finance : IREF
14
Journal of financial economics
13
Management science : journal of the Institute for Operations Research and the Management Sciences
13
Journal of econometrics
11
Review of quantitative finance and accounting
11
Applied financial economics
10
European journal of operational research : EJOR
10
Finance and stochastics
10
Journal of mathematical finance
10
Annals of finance
8
Decisions in economics and finance : DEF ; a journal of applied mathematics
8
Journal of risk and financial management : JRFM
8
Research paper series / Swiss Finance Institute
8
The journal of finance : the journal of the American Finance Association
8
Working paper / National Bureau of Economic Research, Inc.
8
Applied economics letters
7
Discussion paper / Tinbergen Institute
7
Journal of financial and quantitative analysis : JFQA
7
The European journal of finance
7
Asia-Pacific financial markets
6
Asia-Pacific journal of financial studies
6
Cogent economics & finance
6
Finanzmarkt und Portfolio-Management
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ECONIS (ZBW)
27
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1
Implied volatility surfaces : a comprehensive analysis using half a billion option prices
Ulrich, Maxim
;
Zimmer, Lukas
;
Merbecks, Constantin
- In:
Review of derivatives research
26
(
2023
)
2/3
,
pp. 135-169
Persistent link: https://www.econbiz.de/10014423871
Saved in:
2
Hedging cryptocurrency options
Matic, Jovanka Lili
;
Packham, Natalie
;
Härdle, Wolfgang
- In:
Review of derivatives research
26
(
2023
)
1
,
pp. 91-133
Persistent link: https://www.econbiz.de/10014266383
Saved in:
3
Arbitrage-free smile construction on FX option markets using Garman-Kohlhagen deltas and implied volatilities
Muck, Matthias
- In:
Review of derivatives research
25
(
2022
)
3
,
pp. 293-314
Persistent link: https://www.econbiz.de/10013457626
Saved in:
4
Asymptotic extrapolation of model-free implied variance : exploring structural underestimation in the VIX Index
Stahl, Philip
- In:
Review of derivatives research
25
(
2022
)
3
,
pp. 315-339
Persistent link: https://www.econbiz.de/10013457627
Saved in:
5
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:
6
Pricing swaptions and zero-coupon futures options under the discrete-time arbitrage-free Nelson-Siegel model
Godin, Frédéric
;
Eghbalzadeh, Ramin
;
Gaillardetz, Patrice
- In:
Review of derivatives research
26
(
2023
)
2/3
,
pp. 171-206
Persistent link: https://www.econbiz.de/10014423872
Saved in:
7
Oil futures volatility smiles in 2020 : why the Bachelier smile is flatter
Galeeva, Roza
;
Ronn, Ehud I.
- In:
Review of derivatives research
25
(
2022
)
2
,
pp. 173-187
Persistent link: https://www.econbiz.de/10013457610
Saved in:
8
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:
9
Pricing vulnerable options in a hybrid credit risk model driven by Heston-Nandi GARCH processes
Liang, Gechun
;
Wang, Xingchun
- In:
Review of derivatives research
24
(
2021
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012498465
Saved in:
10
A note on options and bubbles under the CEV model : implications for pricing and hedging
Dias, José Carlos
;
Nunes, Joaõ Pedro Vidal
;
Cruz, Aricson
- In:
Review of derivatives research
23
(
2020
)
3
,
pp. 249-272
Persistent link: https://www.econbiz.de/10012303226
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