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~isPartOf:"Journal of empirical finance"
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Search: subject:"Option"
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Option pricing theory
116
Optionspreistheorie
116
Volatility
49
Volatilität
49
Theorie
45
Theory
45
Option trading
37
Optionsgeschäft
37
Credit risk
29
Kreditrisiko
29
Stochastic process
29
Stochastischer Prozess
29
Yield curve
26
Zinsstruktur
26
Credit derivative
25
Kreditderivat
25
Black-Scholes model
23
Black-Scholes-Modell
23
Risikoprämie
22
Risk premium
22
Estimation
20
Schätzung
20
Derivat
17
Derivative
17
Forecasting model
13
Prognoseverfahren
13
ARCH model
12
ARCH-Modell
12
CAPM
12
Aktienoption
11
Capital income
11
Financial crisis
11
Kapitaleinkommen
11
Stock option
11
Börsenkurs
10
Estimation theory
10
Finanzkrise
10
Markov chain
10
Markov-Kette
10
Schätztheorie
10
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English
182
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Takahashi, Akihiko
10
Fujita, Takahiko
4
Chiarella, Carl
3
Fujii, Masaaki
3
Kariya, Takeaki
3
Kim, Yong-jin
3
Muroi, Yoshifumi
3
Shirakawa, Hiroshi
3
Takaoka, Koichiro
3
Yamada, Yuji
3
Chourdakis, Kyriakos
2
Han, Bing
2
Hishida, Yuji
2
Hui, Cho H.
2
Ishimura, Naoyuki
2
Klebaner, Fima C.
2
Kwok, Yue-Kuen
2
Madan, Dilip B.
2
Miura, Ryozo
2
Miyahara, Yoshio
2
Nakajima, Katsushi
2
Platen, Eckhard
2
Sato, Seisho
2
Stentoft, Lars
2
Takezawa, Nobuya
2
Tanokura, Yoko
2
Yamada, Toshihiro
2
Yamamura, Yoshiro
2
Ševčovič, Daniel
2
Abramov, Vyacheslav M.
1
Afik, Zvika
1
Ahn, Hyungsok
1
Akahori, Jirô
1
Alfay, Elia
1
Amaba, Takafumi
1
Ammann, Manuel
1
Arad, Ohad
1
Aretz, Kevin
1
Asiimwe, Pious
1
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Asia-Pacific financial markets
Journal of empirical finance
International journal of theoretical and applied finance
554
The journal of futures markets
542
Journal of banking & finance
386
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
268
The journal of computational finance
267
Finance and stochastics
251
Review of derivatives research
213
Quantitative finance
208
Journal of financial economics
183
Finance research letters
173
Journal of economic dynamics & control
169
European journal of operational research : EJOR
155
The review of financial studies
155
Insurance / Mathematics & economics
151
NBER working paper series
145
Working paper / National Bureau of Economic Research, Inc.
143
The journal of finance : the journal of the American Finance Association
133
Research paper series / Swiss Finance Institute
126
Journal of financial and quantitative analysis : JFQA
124
The North American journal of economics and finance : a journal of financial economics studies
122
International review of financial analysis
120
International journal of financial engineering
119
The European journal of finance
119
Journal of mathematical finance
117
Computational economics
116
Review of quantitative finance and accounting
111
International review of economics & finance : IREF
108
Risks : open access journal
108
The journal of fixed income
108
NBER Working Paper
105
MPRA Paper
104
Management science : journal of the Institute for Operations Research and the Management Sciences
86
Journal of econometrics
84
Applied economics
83
Applied financial economics
82
Energy economics
80
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ECONIS (ZBW)
182
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1
Price convergence between credit default swap and put
option
: new evidence
Chan, Ka Kei
;
Kolokolova, Olga
;
Lin, Ming-Tsung
;
Poon, …
- In:
Journal of empirical finance
72
(
2023
),
pp. 188-213
Persistent link: https://www.econbiz.de/10014476820
Saved in:
2
Option
gamma and stock returns
Soebhag, Amar
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014477131
Saved in:
3
Option
price implied information and REIT returns
Cao, Jie
;
Han, Bing
;
Song, Linjia
;
Zhan, Xintong
- In:
Journal of empirical finance
71
(
2023
),
pp. 13-28
Persistent link: https://www.econbiz.de/10014292350
Saved in:
4
Consumption risks in
option
returns
Yang, Shuwen
;
Aretz, Kevin
;
Liu, Hening
;
Zhang, Yuzhao
- In:
Journal of empirical finance
69
(
2022
),
pp. 285-302
Persistent link: https://www.econbiz.de/10013478527
Saved in:
5
Isolating the disaster risk premium with equity options
Horvath, Jaroslav
- In:
Journal of empirical finance
51
(
2019
),
pp. 138-148
Persistent link: https://www.econbiz.de/10012170406
Saved in:
6
Does vega-neutral options trading contain information?
Lee, Jaeram
;
Ryu, Doojin
;
Yang, Heejin
- In:
Journal of empirical finance
62
(
2021
),
pp. 294-314
Persistent link: https://www.econbiz.de/10012693436
Saved in:
7
A numerical scheme for expectations with first hitting time to smooth boundary
Hishida, Yuji
;
Ishigaki, Yuta
;
Okumura, Toshiki
- In:
Asia-Pacific financial markets
26
(
2019
)
4
,
pp. 553-565
Persistent link: https://www.econbiz.de/10012309819
Saved in:
8
The success of
option
listings
Bernales, Alejandro
- In:
Journal of empirical finance
40
(
2017
),
pp. 139-161
Persistent link: https://www.econbiz.de/10011744471
Saved in:
9
Pricing perpetual put options by the Black-Scholes equation with a nonlinear volatility function
Grossinho, Maria do Rosário
;
Kord, Yaser
;
Ševčovič, …
- In:
Asia-Pacific financial markets
24
(
2017
)
4
,
pp. 291-308
Persistent link: https://www.econbiz.de/10011797690
Saved in:
10
The end of the month
option
and other embedded options in futures contracts
Lindensjö, Kristoffer
- In:
Asia-Pacific financial markets
23
(
2016
)
1
,
pp. 69-83
Persistent link: https://www.econbiz.de/10011619869
Saved in:
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