//--> //--> //--> //-->
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:"Statistische Verteilung"
~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
Statistische Verteilung
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
Portfolio-Management
7
American options
6
Credit risk
5
Kreditrisiko
5
Option pricing
5
Risk
5
Statistical distribution
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
13
Free
5
Type of publication
All
Article
26
Type of publication (narrower categories)
All
Article in journal
26
Aufsatz in Zeitschrift
26
Language
All
English
26
Author
All
Drimus, Gabriel
3
Farkas, Walter
2
Ulrich, Maxim
2
Wang, Xingchun
2
Andersen, Leif B. G.
1
Andreasen, Jesper Fredborg
1
Cassano, Mark A.
1
Chance, Don M.
1
Cruz, Aricson
1
Dias, José Carlos
1
Eghbalzadeh, Ramin
1
Eraker, Bjørn
1
Escobar, Marcos
1
Feunou, Bruno
1
Fontaine, Jean-Sébastien
1
Gaillardetz, Patrice
1
Galeeva, Roza
1
Gao, Bin
1
Godin, Frédéric
1
Hanson, Thomas A.
1
Hieber, Peter
1
Härdle, Wolfgang
1
Li, Weiping
1
Liang, Gechun
1
Matic, Jovanka Lili
1
Merbecks, Constantin
1
Monteiro, Ana M.
1
Muck, Matthias
1
Muthuswamy, Jayaram
1
Nandi, Saikat
1
Necula, Ciprian
1
Nunes, Joaõ Pedro Vidal
1
Packham, Natalie
1
Rathgeber, A. W.
1
Romo, Jacinto Marabel
1
Ronn, Ehud I.
1
Santos, Antonio A. F.
1
Scherer, Matthias
1
Song, Shiyu
1
Stadler, Johannes
1
more ...
less ...
Published in...
All
Review of derivatives research
The journal of futures markets
64
Journal of banking & finance
42
International journal of theoretical and applied finance
35
Applied mathematical finance
25
The journal of derivatives : the official publication of the International Association of Financial Engineers
22
Quantitative finance
21
Finance research letters
20
International review of financial analysis
15
Journal of economic dynamics & control
15
Journal of financial markets
15
The journal of computational finance
14
International journal of financial engineering
13
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
Journal of financial economics
12
Journal of econometrics
11
European journal of operational research : EJOR
10
Review of quantitative finance and accounting
10
Applied financial economics
9
Computational economics
9
Journal of mathematical finance
8
Research paper series / Swiss Finance Institute
8
Applied economics letters
7
Decisions in economics and finance : DEF ; a journal of applied mathematics
7
Discussion paper / Tinbergen Institute
7
Journal of financial and quantitative analysis : JFQA
7
Journal of international financial markets, institutions & money
7
Mathematical finance : an international journal of mathematics, statistics and financial theory
7
The European journal of finance
7
The journal of finance : the journal of the American Finance Association
7
Working paper / National Bureau of Economic Research, Inc.
7
Annals of finance
6
Asia-Pacific journal of financial studies
6
Finance and stochastics
6
Swiss Finance Institute Research Paper
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Economics letters
5
more ...
less ...
Source
All
ECONIS (ZBW)
26
Showing
1
-
10
of
26
Sort
Relevance
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
Conditional risk-neutral density from option prices by local polynomial Kernel smoothing with no-arbitrage constraints
Monteiro, Ana M.
;
Santos, Antonio A. F.
- In:
Review of derivatives research
23
(
2020
)
1
,
pp. 41-61
Persistent link: https://www.econbiz.de/10012229782
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->