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  • Search: subject:"Option"
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Year of publication
Subject
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Optionspreistheorie 13,652 Option pricing theory 13,396 Theorie 6,262 Theory 6,188 Optionsgeschäft 4,690 Option trading 4,527 Volatilität 4,415 Volatility 4,401 Derivative 3,332 Derivat 3,330 Stochastischer Prozess 3,122 Stochastic process 3,098 Kreditderivat 3,077 Credit derivative 3,071 Aktienoption 2,530 Stock option 2,457 Kreditrisiko 2,238 Credit risk 2,233 USA 2,201 United States 2,169 Interest rate derivative 1,886 Zinsderivat 1,886 Hedging 1,757 Zinsstruktur 1,710 Yield curve 1,704 Black-Scholes-Modell 1,570 Portfolio selection 1,543 Portfolio-Management 1,543 Black-Scholes model 1,541 Schätzung 1,506 Estimation 1,496 Börsenkurs 1,341 Share price 1,331 CAPM 1,200 Risk premium 1,127 Risikoprämie 1,124 Swap 1,047 Führungskräfte 1,016 Managers 1,013 Welt 894
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Online availability
All
Free 8,568 Undetermined 5,187
Type of publication
All
Article 14,142 Book / Working Paper 12,485 Other 28 Journal 17
Type of publication (narrower categories)
All
Article in journal 11,791 Aufsatz in Zeitschrift 11,791 Graue Literatur 3,392 Non-commercial literature 3,392 Working Paper 3,308 Arbeitspapier 3,029 Hochschulschrift 973 Aufsatz im Buch 962 Book section 962 Thesis 815 Lehrbuch 248 Textbook 239 Collection of articles of several authors 199 Sammelwerk 199 Dissertation u.a. Prüfungsschriften 169 Bibliografie enthalten 146 Bibliography included 146 Collection of articles written by one author 145 Sammlung 145 Article 88 Aufsatzsammlung 84 Conference paper 64 Konferenzbeitrag 64 Glossar enthalten 62 Glossary included 62 Handbook 55 Handbuch 55 Amtsdruckschrift 49 Forschungsbericht 49 Government document 49 Konferenzschrift 48 Commentary 41 Kommentar 41 Ratgeber 35 Guidebook 27 Systematic review 26 Übersichtsarbeit 26 Conference proceedings 25 Reprint 24 Bibliografie 22
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Language
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English 22,751 Undetermined 2,155 German 1,536 French 90 Spanish 63 Italian 36 Polish 23 Portuguese 15 Dutch 10 Czech 5 Hungarian 4 Romanian 3 Russian 3 Swedish 3 Lithuanian 2 Arabic 1 Finnish 1 Croatian 1 Indonesian 1 Norwegian 1
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Author
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Fabozzi, Frank J. 102 Madan, Dilip B. 98 Chiarella, Carl 89 Härdle, Wolfgang 84 Carr, Peter 81 Cui, Zhenyu 70 Joshi, Mark S. 70 Schoutens, Wim 69 Jacobs, Kris 68 Hull, John 64 Takahashi, Akihiko 63 Subrahmanyam, Marti G. 62 Jarrow, Robert A. 59 Stentoft, Lars 57 Elliott, Robert J. 54 Wu, Liuren 50 Chesney, Marc 48 Scheicher, Martin 47 Benth, Fred Espen 45 Wystup, Uwe 45 Korn, Ralf 43 Sandmann, Klaus 43 Perrakis, Stylianos 42 Schlögl, Erik 42 Yang, Zhaojun 42 Korn, Olaf 41 Oosterlee, Cornelis W. 41 Zhang, Jin E. 41 Schwartz, Eduardo S. 40 Barone-Adesi, Giovanni 39 Christoffersen, Peter F. 39 Fusai, Gianluca 39 Lehnert, Thorsten 39 Chen, Ren-Raw 38 Kim, Young Shin 38 Kwok, Yue-Kuen 38 Ryu, Doojin 38 Siu, Tak Kuen 38 Ewald, Christian-Oliver 37 Scaillet, Olivier 37
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Institution
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National Bureau of Economic Research 143 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 108 EconWPA 62 HAL 44 International Monetary Fund (IMF) 42 Society for Computational Economics - SCE 38 University of Bonn, Germany 36 Université Paris-Dauphine (Paris IX) 34 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 33 Centre for Analytical Finance <Århus> 32 C.E.P.R. Discussion Papers 27 School of Economics and Management, University of Aarhus 24 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 22 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 19 Institute for the Study of Labor (IZA) 18 Svenska Handelshögskolan <Helsinki> 17 Tilburg University, Center for Economic Research 17 Tinbergen Instituut 14 Chambre de commerce et d'industrie de Paris 13 Ekonomiska forskningsinstitutet <Stockholm> 13 Luxembourg School of Finance, Faculté de droit, d'économie et de finance 13 Finance Discipline Group, Business School 12 Fondazione ENI Enrico Mattei (FEEM) 12 Tinbergen Institute 12 Center for Economic Research <Tilburg> 11 Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne) 11 CESifo 10 European Association of Agricultural Economists - EAAE 10 Hugo Steinhaus Center for Stochastic Methods, Politechnika Wrocławska 10 Institut für Schweizerisches Bankwesen <Zürich> 10 Department of Econometrics and Business Statistics, Monash Business School 9 Agricultural and Applied Economics Association - AAEA 8 Econometric Society 8 Institut für Weltwirtschaft (IfW) 8 International Monetary Fund 8 Manchester Business School 8 Springer Fachmedien Wiesbaden 8 Université Paris-Dauphine 8 Cowles Foundation for Research in Economics, Yale University 7 Deutsche Bundesbank 7
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Published in...
All
International journal of theoretical and applied finance 554 The journal of futures markets 518 Journal of banking & finance 371 Mathematical finance : an international journal of mathematics, statistics and financial theory 298 The journal of derivatives : the official publication of the International Association of Financial Engineers 290 Applied mathematical finance 260 The journal of computational finance 260 Finance and stochastics 243 Review of derivatives research 207 Journal of financial economics 181 Quantitative finance 178 Journal of economic dynamics & control 163 European journal of operational research : EJOR 151 The review of financial studies 150 Insurance / Mathematics & economics 149 Finance research letters 147 Working paper / National Bureau of Economic Research, Inc. 143 NBER working paper series 141 The journal of finance : the journal of the American Finance Association 132 Research paper series / Swiss Finance Institute 121 Journal of financial and quantitative analysis : JFQA 119 Journal of mathematical finance 117 The European journal of finance 117 International journal of financial engineering 111 International review of financial analysis 110 The North American journal of economics and finance : a journal of financial economics studies 109 The journal of fixed income 108 MPRA Paper 104 Computational economics 100 International review of economics & finance : IREF 99 Asia-Pacific financial markets 97 Review of quantitative finance and accounting 96 Risks : open access journal 83 Applied financial economics 82 Journal of econometrics 82 Applied economics 81 International Journal of Theoretical and Applied Finance (IJTAF) 80 Journal of empirical finance 78 Economic modelling 76 Energy economics 75
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Source
All
ECONIS (ZBW) 23,172 RePEc 2,425 USB Cologne (EcoSocSci) 538 EconStor 378 BASE 99 USB Cologne (business full texts) 57 Other ZBW resources 3
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Showing 1 - 10 of 26,672
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Arbitrage-free smile construction on FX option markets using Garman-Kohlhagen deltas and implied volatilities
Muck, Matthias - In: Review of derivatives research 25 (2022) 3, pp. 293-314
Persistent link: https://www.econbiz.de/10013457626
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FX option volume
Czech, Robert; Della Corte, Pasquale; Huang, Shiyang; … - 2022
Persistent link: https://www.econbiz.de/10013185961
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Liquidity provision to leveraged ETFs and equity options rebalancing flows : evidence from end-of-day stock prices
Barbon, Andrea; Beckmeyer, Heiner; Buraschi, Andrea; … - 2022
Persistent link: https://www.econbiz.de/10013192393
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Is Firm-Level Political Risk Priced in the Equity Option Market?
Kagkadis, Anastasios; Wang, George Jiaguo - 2022
We document a political risk premium of about 0.30% per month in the equity option market. High-political risk firms … that after the referendum there is a decrease in the option returns of the firms with exposure to Brexit risk. Further, the … political risk-option return relation is more pronounced among firms with high option demand, high information asymmetry, and …
Persistent link: https://www.econbiz.de/10013322834
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Are equity option returns abnormal? : IPCA says no
Goyal, Amit; Saretto, Alessio - 2022
Persistent link: https://www.econbiz.de/10013415307
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Illiquid bitcoin options
Guo, Yang; Li, Jiasun; Luo, Mei; Wang, Yintian - 2022
This paper conducts a first look into the regulated Bitcoin options market in the United States. We find bitcoin options to be ten times more illiquid than stock options, as measured by bid-ask spreads. The illiquidity significantly affects bitcoin options pricing: Given that investors are on...
Persistent link: https://www.econbiz.de/10013492369
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Regime-Based Implied Stochastic Volatility Model for Crypto Option Pricing
Saef, Danial; Wang, Yuanrong; Aste, Tomaso - 2022
The increasing adoption of Digital Assets (DAs), such as Bitcoin (BTC), rises the need for accurate option pricing … overcome the burden of complex adaption to jumps in higher order characteristics of option pricing models. This allows us to …
Persistent link: https://www.econbiz.de/10013492415
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Option Momentum
Heston, Steven L.; Jones, Christopher S.; Khorram, Mehdi; … - 2022
This paper investigates the performance of option investments across different stocks by computing monthly returns on … including out-of-the-money options or delta-hedging the returns. Unlike stock momentum, option return continuation is not …
Persistent link: https://www.econbiz.de/10013406104
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Pricing an Option written on an Option
Hess, Markus - 2022
Compound options are options for which the underlying is another option. In other words, a compound option is an option … written on an option. In this paper, we present two new approaches to compound option pricing. The first approach relies on …
Persistent link: https://www.econbiz.de/10013293543
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Quality Issues of Implied Volatilities of Index and Stock Options in the OptionMetrics IvyDB Database
Wallmeier, Martin - 2022
-synchronous index and option prices and an average implied dividend yield rather than the implied dividend yield for the specific term … of each option. In EuroStoxx 50 options, large deviations occur even though the original option prices are perfectly in … timing mismatch of one minute between the option quotes (recorded at 15:59) and the closing share prices (few seconds after …
Persistent link: https://www.econbiz.de/10013296293
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