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~isPartOf:"The journal of futures markets"
~subject:"Optionspreistheorie"
~subject:"Share price"
~type_genre:"Article in journal"
~type_genre:"Konferenzbeitrag"
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Optionspreistheorie
Share price
USA
773
United States
773
Theorie
437
Theory
437
Derivat
383
Derivative
383
Volatility
344
Volatilität
344
Hedging
317
Index futures
265
Index-Futures
265
Option pricing theory
252
Commodity exchange
249
Warenbörse
249
Börsenkurs
206
Commodity derivative
206
Rohstoffderivat
206
Estimation
188
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188
Optionsgeschäft
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188
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133
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133
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114
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114
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85
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80
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80
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75
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75
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70
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445
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Article in journal
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446
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446
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Frino, Alex
8
Chung, San-lin
7
Câmara, António
7
Hung, Mao-Wei
7
Kang, Jangkoo
7
Wang, Yaw-huei
7
Ryu, Doojin
6
Chou, Robin K.
5
Fung, Joseph K. W.
5
Kim, Hwa-sung
5
Kwok, Yue-Kuen
5
Liao, Szu-Lang
5
Luo, Xingguo
5
Tse, Yiuman
5
Wang, George H. K.
5
Zhang, Jin E.
5
Corrado, Charles Joseph
4
Daigler, Robert T.
4
Gauthier, Geneviève
4
Guo, Jia-hau
4
Huang, Zhuo
4
Liu, Qiang
4
Lyuu, Yuh-dauh
4
Wang, Xingchun
4
Webb, Robert I.
4
Agarwalla, Sobhesh Kumar
3
Chatrath, Arjun
3
Christie-David, Rohan
3
Chung, Huimin
3
Chung, San-Lin
3
Elliott, Robert J.
3
Faff, Robert W.
3
Gay, Gerald D.
3
Gray, Philip K.
3
Holder, Mark E.
3
Kuo, I.-doun
3
Kurov, Alexander
3
Lee, Hangsuck
3
Li, Minqiang
3
Lim, Kian-Guan
3
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Asia Pacific Futures Research Symposium <13, 2003, Schanghai>
1
International Conference on Derivatives and Risk Management <2003, Schanghai>
1
Published in...
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The journal of futures markets
Finance research letters
777
Journal of banking & finance
775
International review of financial analysis
593
Journal of financial economics
555
The journal of finance : the journal of the American Finance Association
551
International journal of theoretical and applied finance
527
Pacific-Basin finance journal
462
International review of economics & finance : IREF
439
Applied economics
410
Applied economics letters
407
The North American journal of economics and finance : a journal of financial economics studies
386
The review of financial studies
383
Applied financial economics
363
Journal of financial and quantitative analysis : JFQA
357
Review of quantitative finance and accounting
347
Journal of empirical finance
317
Research in international business and finance
300
Economic modelling
296
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
293
Journal of international financial markets, institutions & money
286
The European journal of finance
284
Energy economics
281
Mathematical finance : an international journal of mathematics, statistics and financial theory
279
Quantitative finance
268
Applied mathematical finance
264
Economics letters
261
The journal of computational finance
251
Journal of risk and financial management : JRFM
237
Finance and stochastics
235
Journal of economic dynamics & control
231
The journal of corporate finance : contracting, governance and organization
231
Journal of financial markets
226
The journal of derivatives : the official publication of the International Association of Financial Engineers
220
International journal of economics and finance
213
International journal of economics and financial issues : IJEFI
202
Management science : journal of the Institute for Operations Research and the Management Sciences
202
Review of derivatives research
174
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
173
Investment management and financial innovations
173
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ECONIS (ZBW)
446
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1
Calibration in the "real world" of a partially specified stochastic volatility model
Fatone, Lorella
;
Mariani, Francesca
;
Zirilli, Francesco
- In:
The journal of futures markets
44
(
2024
)
1
,
pp. 75-102
Persistent link: https://www.econbiz.de/10014475426
Saved in:
2
Can technical indicators based on underlying assets help to predict implied volatility index
Shi, Yafeng
;
Shi, Yanlong
;
Ying, Tingting
- In:
The journal of futures markets
44
(
2024
)
1
,
pp. 57-74
Persistent link: https://www.econbiz.de/10014475424
Saved in:
3
Leveraging prices from credit and equity option markets for portfolio risk management
Bégin, Jean-François
;
Boudreault, Mathieu
; …
- In:
The journal of futures markets
44
(
2024
)
1
,
pp. 122-147
Persistent link: https://www.econbiz.de/10014475433
Saved in:
4
Market-wide overconfidence and stock returns
Chen, Qiang
;
Han, Yu
;
Huang, Ying
- In:
The journal of futures markets
44
(
2024
)
1
,
pp. 3-26
Persistent link: https://www.econbiz.de/10014475421
Saved in:
5
Performance comparison of alternative stochastic volatility models and its determinants in energy futures : COVID-19 and Russia-Ukraine conflict features
Fernandes, Mário Correia
;
Dias, José Carlos
;
Nunes, …
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 343-383
Persistent link: https://www.econbiz.de/10014475488
Saved in:
6
Price monotonicity violations during stock market crashes : evidence from the SSE 50 ETF options market
Luo, Xingguo
;
Ryu, Doojin
;
Tao, Libin
;
Ye, Chuxin
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 533-554
Persistent link: https://www.econbiz.de/10014475508
Saved in:
7
Revisiting the puzzle of jumps in volatility forecasting : the new insights of high-frequency jump intensity
Qu, Hui
;
Wang, Tianyang
;
Shangguan, Peng
;
He, Mengying
- In:
The journal of futures markets
44
(
2024
)
2
,
pp. 218-251
Persistent link: https://www.econbiz.de/10014475461
Saved in:
8
American strangle options with arbitrary strikes
Zaevski, Tsvetelin S.
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 880-903
Persistent link: https://www.econbiz.de/10014293264
Saved in:
9
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:
10
Analytically pricing exchange options with stochastic liquidity and regime switching
He, Xin-Jiang
;
Lin, Sha
- In:
The journal of futures markets
43
(
2023
)
5
,
pp. 662-676
Persistent link: https://www.econbiz.de/10014293179
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