//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Review of derivatives research"
~subject:"Portfolio-Management"
~subject:"Volatilität"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Option trading"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Portfolio-Management
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
Black-Scholes-Modell
11
Hedging
11
Stochastic process
10
Stochastischer Prozess
10
Portfolio selection
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
4
Options
4
Risiko
4
Risikoprämie
4
Risk premium
4
Stock option
4
Barrier options
3
Bubbles
3
Capital income
3
Index futures
3
Index-Futures
3
Kapitaleinkommen
3
more ...
less ...
Online availability
All
Undetermined
14
Free
5
Type of publication
All
Article
30
Type of publication (narrower categories)
All
Article in journal
30
Aufsatz in Zeitschrift
30
Language
All
English
30
Author
All
Drimus, Gabriel
2
Nunes, Joaõ Pedro Vidal
2
Ulrich, Maxim
2
Wang, Xingchun
2
Andersen, Leif B. G.
1
Andreasen, Jesper Fredborg
1
Bossy, Mireille
1
Brinkmann, Felix
1
Cassano, Mark A.
1
Chance, Don M.
1
Cruz, Aricson
1
Dias, José Carlos
1
Eghbalzadeh, Ramin
1
Engelmann, Bernd
1
Eraker, Bjørn
1
Escobar, Marcos
1
Farkas, Walter
1
Fengler, Matthias R.
1
Feunou, Bruno
1
Fontaine, Jean-Sébastien
1
Gaillardetz, Patrice
1
Galeeva, Roza
1
Gao, Bin
1
Gibson, Rajna
1
Godin, Frédéric
1
Hanson, Thomas A.
1
Hieber, Peter
1
Hung, Mao-Wei
1
Härdle, Wolfgang
1
Ko, Yi-Chen
1
Korn, Olaf
1
Lhabitant, François-Serge
1
Li, Weiping
1
Liang, Gechun
1
Matic, Jovanka Lili
1
Merbecks, Constantin
1
Muck, Matthias
1
Muthuswamy, Jayaram
1
Nalholm, Morten
1
Nandi, Saikat
1
more ...
less ...
Published in...
All
Review of derivatives research
The journal of futures markets
67
Journal of banking & finance
45
International journal of theoretical and applied finance
38
Applied mathematical finance
24
Quantitative finance
23
The journal of derivatives : the official publication of the International Association of Financial Engineers
23
Finance research letters
19
Journal of economic dynamics & control
17
International journal of financial engineering
16
Journal of financial markets
15
The journal of computational finance
15
International review of financial analysis
14
Journal of financial economics
14
International review of economics & finance : IREF
13
Management science : journal of the Institute for Operations Research and the Management Sciences
13
The North American journal of economics and finance : a journal of financial economics studies
13
Applied economics
12
Finance and stochastics
12
Research paper series / Swiss Finance Institute
12
Mathematical finance : an international journal of mathematics, statistics and financial theory
11
Computational economics
10
European journal of operational research : EJOR
10
Journal of econometrics
10
Applied financial economics
9
Finanzmarkt und Portfolio-Management
9
Insurance / Mathematics & economics
9
Journal of mathematical finance
9
Review of quantitative finance and accounting
9
Swiss Finance Institute Research Paper
9
The European journal of finance
9
The review of financial studies
9
Working paper / National Bureau of Economic Research, Inc.
9
Journal of financial and quantitative analysis : JFQA
8
The journal of derivatives : JOD
8
The journal of finance : the journal of the American Finance Association
8
Applied economics letters
7
Decisions in economics and finance : DEF ; a journal of applied mathematics
7
Discussion paper / Tinbergen Institute
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
more ...
less ...
Source
All
ECONIS (ZBW)
30
Showing
1
-
10
of
30
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
Diversification with options and structured products
Yuan, Shuonan
;
Rieger, Marc Oliver
- In:
Review of derivatives research
24
(
2021
)
1
,
pp. 55-77
Persistent link: https://www.econbiz.de/10012498474
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->