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~person:"Boyle, Phelim P."
~person:"Zhang, Jin E."
~subject:"Index-Futures"
~subject:"United States"
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Index-Futures
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Option pricing theory
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Optionspreistheorie
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Volatility
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Volatilität
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Option trading
19
Optionsgeschäft
19
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Theory
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stochastic volatility
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Boyle, Phelim P.
Zhang, Jin E.
Engle, Robert F.
12
Bates, David S.
8
Collin-Dufresne, Pierre
8
Rosenberg, Joshua V.
8
Linders, Daniël
7
Madan, Dilip B.
7
Perrakis, Stylianos
7
Stentoft, Lars
7
Bollerslev, Tim
6
Carr, Peter
6
Chernov, Mikhail
6
Constantinides, George M.
6
Goldstein, Robert S.
6
Jackwerth, Jens Carsten
6
Jacobs, Kris
6
Nandi, Saikat
6
Schwartz, Eduardo S.
6
Skiadopoulos, George
6
Todorov, Viktor
6
Craig, Ben R.
5
Deng, Yongheng
5
Driessen, Joost
5
Figlewski, Stephen
5
Fleming, Jeff
5
Heston, Steven L.
5
Joshi, Mark S.
5
Kane, Alex
5
Noh, Jaesun
5
Pierdzioch, Christian
5
Rieken, Sascha
5
Rombouts, Jeroen V. K.
5
Ammann, Manuel
4
Bamberg, Günter
4
Barone-Adesi, Giovanni
4
Broadie, Mark
4
Chesney, Marc
4
Christoffersen, Peter F.
4
Cont, Rama
4
Crouhy, Michel
4
Czerwonko, Michal
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American journal of agricultural economics
1
Applied economics
1
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Research in finance
1
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1
The COVID-19 risk in the Chinese option market
Li, Jianhui
;
Ruan, Xinfeng
;
Gehricke, Sebastian A.
; …
- In:
International review of finance : the official journal …
22
(
2022
)
2
,
pp. 346-355
Persistent link: https://www.econbiz.de/10013275599
Saved in:
2
The implied volatility smirk in the VXX options market
Gehricke, Sebastian A.
;
Zhang, Jin E.
- In:
Applied economics
52
(
2020
)
8
,
pp. 769-788
Persistent link: https://www.econbiz.de/10012197465
Saved in:
3
Equilibrium asset and option pricing under jump diffusion
Zhang, Jin E.
;
Zhao, Huimin
;
Chang, Eric Chieh
- In:
Mathematical finance : an international journal of …
22
(
2012
)
3
,
pp. 538-568
Persistent link: https://www.econbiz.de/10009613181
Saved in:
4
The lead-lag relation between spot and option markets and implied volatility in option prices
Boyle, Phelim P.
;
Byoun, Soku
;
Park, Hun Y.
- In:
Research in finance
19
(
2002
),
pp. 269-284
Persistent link: https://www.econbiz.de/10001717576
Saved in:
5
Theory and measurement of exotic options in US agricultural support programs
Tirupattur, Viswanath
- In:
American journal of agricultural economics
79
(
1997
)
4
,
pp. 1127-1139
Persistent link: https://www.econbiz.de/10001238855
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