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~isPartOf:"The European journal of finance"
~source:"econis"
~subject:"Behavioural finance"
~subject:"Black-Scholes model"
~subject:"Index futures"
~subject:"Share price"
~subject:"Stochastic process"
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Behavioural finance
Black-Scholes model
Index futures
Share price
Stochastic process
Option trading
24
Optionsgeschäft
24
Option pricing theory
17
Optionspreistheorie
17
Derivat
8
Derivative
8
Volatility
7
Volatilität
7
Estimation
5
Schätzung
5
Bid-ask spread
4
Geld-Brief-Spanne
4
Theorie
4
Theory
4
options
4
Aktienoption
3
Black-Scholes-Modell
3
Capital income
3
Hedging
3
Kapitaleinkommen
3
Liquidity
3
Liquidität
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Stochastischer Prozess
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Stock option
3
bid-ask spread
3
American options
2
Börsenkurs
2
Credit risk
2
EU countries
2
EU-Staaten
2
Experiment
2
Handelsvolumen der Börse
2
Kreditrisiko
2
Market microstructure
2
Marktmikrostruktur
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Multivariate Verteilung
2
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2
Portfolio selection
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Ballotta, Laura
1
Coakley, Jerry
1
Corrado, Charles Joseph
1
Dotsis, George
1
García-Machado, Juan J.
1
Gerrard, Russell
1
Kyriakou, Ioannis
1
Li, Zelei
1
Liu, Xiaoquan
1
Marabel Romo, Jacinto
1
Rybczyński, Jarosław
1
Selby, Michael J. P.
1
Song, Shiyu
1
Su, Tie
1
Tang, Dan
1
Varson, Paula L.
1
Wang, Guanying
1
Wang, Xingchun
1
Wang, Yongjin
1
Zhai, Jia
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The European journal of finance
The journal of futures markets
56
International journal of theoretical and applied finance
46
Journal of banking & finance
35
Quantitative finance
28
The journal of derivatives : the official publication of the International Association of Financial Engineers
23
Review of derivatives research
22
Applied mathematical finance
21
The journal of computational finance
21
Finance research letters
19
Wiley trading series
19
The North American journal of economics and finance : a journal of financial economics studies
18
Computational economics
17
International review of economics & finance : IREF
17
Journal of economic dynamics & control
17
International journal of financial engineering
16
Finance and stochastics
15
Mathematical finance : an international journal of mathematics, statistics and financial theory
15
Research paper series / Swiss Finance Institute
15
Journal of mathematical finance
13
Swiss Finance Institute Research Paper
12
The review of financial studies
12
Journal of financial economics
11
European journal of operational research : EJOR
10
International review of financial analysis
10
Journal of financial markets
10
Review of quantitative finance and accounting
10
Annals of finance
9
Applied economics
9
Journal of derivatives & hedge funds
9
Journal of econometrics
9
Journal of financial and quantitative analysis : JFQA
9
Management science : journal of the Institute for Operations Research and the Management Sciences
9
The journal of finance : the journal of the American Finance Association
9
Journal of empirical finance
8
Working paper / National Bureau of Economic Research, Inc.
8
Asia-Pacific financial markets
7
Bloomberg financial series
7
Economic modelling
7
Insurance / Mathematics & economics
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ECONIS (ZBW)
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1
Valuing basket-spread options with default risk under Hawkes jump-diffusion processes
Li, Zelei
;
Tang, Dan
;
Wang, Xingchun
- In:
The European journal of finance
29
(
2023
)
12
,
pp. 1406-1431
Persistent link: https://www.econbiz.de/10014323018
Saved in:
2
Pricing European options under a diffusion model with psychological barriers and leverage effect
Song, Shiyu
;
Wang, Guanying
;
Wang, Yongjin
- In:
The European journal of finance
26
(
2020
)
12
,
pp. 1184-1206
Persistent link: https://www.econbiz.de/10012264954
Saved in:
3
How Spanish options market smiles in summer : an empirical analysis for options on IBEX-35
García-Machado, Juan J.
;
Rybczyński, Jarosław
- In:
The European journal of finance
23
(
2017
)
1/3
,
pp. 153-169
Persistent link: https://www.econbiz.de/10011736237
Saved in:
4
Hedging of Asian options under exponential Lévy models : computation and performance
Ballotta, Laura
;
Gerrard, Russell
;
Kyriakou, Ioannis
- In:
The European journal of finance
23
(
2017
)
4/6
,
pp. 297-323
Persistent link: https://www.econbiz.de/10011736257
Saved in:
5
Pricing volatility options under stochastic skew with application to the VIX index
Marabel Romo, Jacinto
- In:
The European journal of finance
23
(
2017
)
4/6
,
pp. 353-374
Persistent link: https://www.econbiz.de/10011736265
Saved in:
6
Investor sentiment and value and growth stock index options
Coakley, Jerry
;
Dotsis, George
;
Liu, Xiaoquan
;
Zhai, Jia
- In:
The European journal of finance
20
(
2014
)
10/12
,
pp. 1211-1229
Persistent link: https://www.econbiz.de/10010465894
Saved in:
7
Implied volatility skews and stock return skewness and kurtosis implied by stock option prices
Corrado, Charles Joseph
- In:
The European journal of finance
3
(
1997
)
1
,
pp. 73-85
Persistent link: https://www.econbiz.de/10001219143
Saved in:
8
Option prices aas predictors of stock prices : intraday adjustments to information releases
Varson, Paula L.
- In:
The European journal of finance
3
(
1997
)
1
,
pp. 49-72
Persistent link: https://www.econbiz.de/10001219144
Saved in:
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