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~isPartOf:"The journal of futures markets"
~subject:"Optionsgeschäft"
~subject:"Risiko"
~subject:"Theorie"
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Optionsgeschäft
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The journal of futures markets
Insurance / Mathematics & economics
148
Journal of econometrics
87
Discussion paper / Tinbergen Institute
75
Risks : open access journal
59
International journal of forecasting
54
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
50
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ECONIS (ZBW)
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1
Commodity tail risks
Ammann, Manuel
;
Mörke, Mathis
;
Prokopczuk, Marcel
; …
- In:
The journal of futures markets
43
(
2023
)
2
,
pp. 168-197
Persistent link: https://www.econbiz.de/10014292992
Saved in:
2
Option introductions and the skewness of stock returns
Blau, Benjamin
;
Whitby, Ryan J.
- In:
The journal of futures markets
37
(
2017
)
9
,
pp. 892-912
Persistent link: https://www.econbiz.de/10011950906
Saved in:
3
Implied risk neutral densities from option prices : hypergeometric, spline, lognormal, and edgeworth functions
Santos, André
;
Guerra, João
- In:
The journal of futures markets
35
(
2015
)
7
,
pp. 655-678
Persistent link: https://www.econbiz.de/10011405462
Saved in:
4
High moment variations and their application
Choe, Geon Ho
;
Lee, Kyungsub
- In:
The journal of futures markets
34
(
2014
)
11
,
pp. 1040-1061
Persistent link: https://www.econbiz.de/10010508680
Saved in:
5
Pricing forward skew dependent derivatives : multifactor versus single-factor stochastic volatility models
Marabel Romo, Jacinto
- In:
The journal of futures markets
34
(
2014
)
2
,
pp. 124-144
Persistent link: https://www.econbiz.de/10010255495
Saved in:
6
Fitting and testing for the implied volatility curve using parametric models
Chang, Chuang-chang
;
Chou, Pin-huang
;
Liao, Tzu-hsiang
- In:
The journal of futures markets
32
(
2012
)
12
,
pp. 1171-1191
Persistent link: https://www.econbiz.de/10009697755
Saved in:
7
Multivariate downside risk : normal versus variance Gamma
Wallmeier, Martin
;
Diethelm, Martin
- In:
The journal of futures markets
32
(
2012
)
5
,
pp. 431-458
Persistent link: https://www.econbiz.de/10010218781
Saved in:
8
Pricing American exchange options in a jump-diffusion model
Lindset, Snorre
- In:
The journal of futures markets
27
(
2007
)
3
,
pp. 257-273
Persistent link: https://www.econbiz.de/10003493048
Saved in:
9
The hidden martingale restriction in Gram-Charlier option prices
Corrado, Charles Joseph
- In:
The journal of futures markets
27
(
2007
)
6
,
pp. 517-534
Persistent link: https://www.econbiz.de/10003493103
Saved in:
10
Estimating implied PDFs from American options on futures : a new semiparametric approach
Flamouris, Dimitris
;
Giamouridis, Daniel
- In:
The journal of futures markets
22
(
2002
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10001646593
Saved in:
1
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