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~isPartOf:"The journal of futures markets"
~subject:"Behavioural finance"
~subject:"Black-Scholes model"
~subject:"Volatilität"
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Behavioural finance
Black-Scholes model
Volatilität
Option trading
189
Optionsgeschäft
189
Option pricing theory
79
Optionspreistheorie
79
Volatility
61
USA
48
United States
47
Theorie
29
Theory
29
Derivat
24
Derivative
24
Hedging
23
Börsenkurs
20
Share price
20
Capital market returns
18
Kapitalmarktrendite
18
Estimation
16
Schätzung
16
Handelsvolumen der Börse
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Stochastic process
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Stochastischer Prozess
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Trading volume
13
Anlageverhalten
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Forecasting model
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Prognoseverfahren
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Welt
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World
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Capital income
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Index futures
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Index-Futures
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Kapitaleinkommen
9
Risikoprämie
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Risk premium
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Aktienmarkt
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Stock market
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Bid-ask spread
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72
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Simon, David P.
3
Zhang, Jin E.
3
Agarwalla, Sobhesh Kumar
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Daigler, Robert T.
2
Elliott, Robert J.
2
Guo, Biao
2
Kim, Da-Hea
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Ruan, Xinfeng
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Ryu, Doojin
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Shackleton, Mark B.
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Varma, Jayanth Rama
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Xu, Caihong
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1
Alexander, Carol
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Alexiou, Lykourgos
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An, Yunbi
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Chaput, J. Scott
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Chatrath, Arjun
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The journal of futures markets
Journal of banking & finance
51
International journal of theoretical and applied finance
46
Applied mathematical finance
29
Review of derivatives research
29
Quantitative finance
26
The journal of derivatives : the official publication of the International Association of Financial Engineers
25
Finance research letters
23
Computational economics
18
The journal of computational finance
18
Wiley trading series
18
The North American journal of economics and finance : a journal of financial economics studies
17
Journal of economic dynamics & control
16
Applied economics
15
International journal of financial engineering
15
International review of economics & finance : IREF
15
International review of financial analysis
15
Journal of financial economics
15
Journal of financial markets
15
Management science : journal of the Institute for Operations Research and the Management Sciences
15
Mathematical finance : an international journal of mathematics, statistics and financial theory
15
Journal of econometrics
11
Journal of financial and quantitative analysis : JFQA
11
Journal of mathematical finance
11
Research paper series / Swiss Finance Institute
11
Review of quantitative finance and accounting
11
Applied financial economics
10
Bloomberg financial series
10
European journal of operational research : EJOR
10
Finance and stochastics
10
Swiss Finance Institute Research Paper
9
Working paper / National Bureau of Economic Research, Inc.
9
Annals of finance
8
Decisions in economics and finance : DEF ; a journal of applied mathematics
8
Journal of risk and financial management : JRFM
8
The journal of finance : the journal of the American Finance Association
8
Applied economics letters
7
Asia-Pacific journal of financial studies
7
Discussion paper / Tinbergen Institute
7
Journal of empirical finance
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ECONIS (ZBW)
72
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1
Estimation of rare disaster concerns from option prices : an arbitrage-free RND-based smile construction approach
Albert, Pascal
;
Herold, Michael
;
Muck, Matthias
- In:
The journal of futures markets
43
(
2023
)
12
,
pp. 1807-1835
Persistent link: https://www.econbiz.de/10014433013
Saved in:
2
The role of option-based information on StockTwits, options trading volume, and stock returns
Heng, Zin Yau
;
Leung, Henry
- In:
The journal of futures markets
43
(
2023
)
8
,
pp. 1091-1125
Persistent link: https://www.econbiz.de/10014339375
Saved in:
3
Term spreads of implied volatility smirk and variance risk premium
Guo, Wei
;
Ruan, Xinfeng
;
Gehricke, Sebastian A.
;
Zhang, …
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 829-857
Persistent link: https://www.econbiz.de/10014293246
Saved in:
4
Hedging options in a hidden Markov-switching local-volatility model via stochastic flows and a Monte-Carlo method
Elliott, Robert J.
;
Siu, Tak Kuen
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 925-950
Persistent link: https://www.econbiz.de/10014293270
Saved in:
5
VIX option-implied volatility slope and VIX futures returns
Yoon, Jungah
;
Ruan, Xinfeng
;
Zhang, Jin E.
- In:
The journal of futures markets
42
(
2022
)
6
,
pp. 1002-1038
Persistent link: https://www.econbiz.de/10013287910
Saved in:
6
Belief distortion near 52W high and low : evidence from Indian equity options market
Saurav, Sumit
;
Agarwalla, Sobhesh Kumar
;
Varma, Jayanth Rama
- In:
The journal of futures markets
43
(
2023
)
11
,
pp. 1531-1558
Persistent link: https://www.econbiz.de/10014432915
Saved in:
7
Harvesting the volatility smile in a large emerging market : a Dynamic Nelson-Siegel approach
Kumar, Sudarshan
;
Agarwalla, Sobhesh Kumar
;
Varma, …
- In:
The journal of futures markets
43
(
2023
)
11
,
pp. 1615-1644
Persistent link: https://www.econbiz.de/10014432920
Saved in:
8
Analytically pricing European options under a hybrid stochastic volatility and interest rate model with a general correlation structure
He, Xin-Jiang
;
Lin, Sha
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 951-967
Persistent link: https://www.econbiz.de/10014293271
Saved in:
9
One session options : playing the announcement lottery?
Smales, Lee A.
;
Liu, Zhangxin
;
Robertson, Cameron D.
- In:
The journal of futures markets
42
(
2022
)
2
,
pp. 192-211
Persistent link: https://www.econbiz.de/10012817850
Saved in:
10
Volatility model applications in China's SSE50 options market
Chi, Yeguang
;
Hao, Wenyan
;
Zhang, Yifei
- In:
The journal of futures markets
42
(
2022
)
9
,
pp. 1704-1720
Persistent link: https://www.econbiz.de/10013465807
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