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~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
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Search: subject:"Option"
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Option pricing theory
122
Optionspreistheorie
122
Option trading
47
Optionsgeschäft
47
Volatility
43
Volatilität
43
Theorie
41
Theory
41
Stochastic process
30
Stochastischer Prozess
30
Credit risk
28
Kreditrisiko
28
Black-Scholes model
23
Black-Scholes-Modell
23
Credit derivative
21
Kreditderivat
21
Derivat
20
Derivative
20
Yield curve
20
Zinsstruktur
20
CAPM
15
Estimation
13
Schätzung
13
Capital income
11
Kapitaleinkommen
11
Risikoprämie
11
Risk premium
11
Aktienoption
10
Monte Carlo simulation
10
Monte-Carlo-Simulation
10
Portfolio selection
10
Portfolio-Management
10
Stock option
10
Börsenkurs
9
Insolvency
9
Insolvenz
9
Share price
9
credit default swaps
9
Hedging
8
Incomplete market
8
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English
183
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Takahashi, Akihiko
10
Fujita, Takahiko
4
Fujii, Masaaki
3
Kariya, Takeaki
3
Kim, Yong-jin
3
Muroi, Yoshifumi
3
Shirakawa, Hiroshi
3
Takaoka, Koichiro
3
Yamada, Yuji
3
Chiarella, Carl
2
Chordia, Tarun
2
Danis, András
2
Du, Du
2
Elkamhi, Redouane
2
Gamba, Andrea
2
Heron, Randall A.
2
Hilliard, Jimmy E.
2
Hishida, Yuji
2
Hui, Cho H.
2
Ishimura, Naoyuki
2
Klebaner, Fima C.
2
Kostakis, Alexandros
2
Kwok, Yue-Kuen
2
Li, Gang
2
Lie, Erik
2
Madan, Dilip B.
2
Miura, Ryozo
2
Miyahara, Yoshio
2
Muravyev, Dmitriy
2
Nakajima, Katsushi
2
Platen, Eckhard
2
Sato, Seisho
2
Skiadopoulos, George
2
Takezawa, Nobuya
2
Tanokura, Yoko
2
Trojani, Fabio
2
Yamada, Toshihiro
2
Yamamura, Yoshiro
2
Zhang, Chu
2
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Asia-Pacific financial markets
Management science : journal of the Institute for Operations Research and the Management Sciences
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
Journal of empirical finance
85
Journal of econometrics
84
Applied economics
83
Applied financial economics
82
Energy economics
80
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ECONIS (ZBW)
183
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Date (oldest first)
1
The informational content of high-frequency
option
prices
Amaya, Diego
;
Bégin, Jean-François
;
Gauthier, Geneviève
- In:
Management science : journal of the Institute for …
68
(
2022
)
3
,
pp. 2166-2201
Persistent link: https://www.econbiz.de/10013267926
Saved in:
2
Default risk and
option
returns
Vasquez, Aurelio
;
Xiao, Xiao
- In:
Management science : journal of the Institute for …
70
(
2024
)
4
,
pp. 2144-2167
Persistent link: https://www.econbiz.de/10014519915
Saved in:
3
On the nature of (jump) skewness risk premia
Orłowski, Piotr
;
Schneider, Paul
;
Trojani, Fabio
- In:
Management science : journal of the Institute for …
70
(
2024
)
2
,
pp. 1154-1174
Persistent link: https://www.econbiz.de/10014513916
Saved in:
4
Recovering implied volatility
Kadan, Ohad
;
Liu, Fang
;
Tang, Xiaoxiao
- In:
Management science : journal of the Institute for …
70
(
2024
)
1
,
pp. 255-282
Persistent link: https://www.econbiz.de/10014469958
Saved in:
5
Investor attention and
option
returns
Choy, Siu Kai
;
Wei, Jason
- In:
Management science : journal of the Institute for …
69
(
2023
)
8
,
pp. 4845-4863
Persistent link: https://www.econbiz.de/10014339468
Saved in:
6
The information in hedge fund
option
holdings
Anand, Amber
;
Hua, Jian
;
Puckett, Andy
- In:
Management science : journal of the Institute for …
70
(
2024
)
3
,
pp. 1832-1854
Persistent link: https://www.econbiz.de/10014515151
Saved in:
7
Option
trading activity, news releases, and stock return predictability
Weinbaum, David
;
Fodor, Andrew
;
Muravyev, Dmitriy
; …
- In:
Management science : journal of the Institute for …
69
(
2023
)
8
,
pp. 4810-4827
Persistent link: https://www.econbiz.de/10014339460
Saved in:
8
Firm-specific risk-neutral distributions with options and CDS
Aramonte, Sirio
;
Jahan-Parvar, Mohammad R.
;
Rosen, Samuel
; …
- In:
Management science : journal of the Institute for …
68
(
2022
)
9
,
pp. 7018-7033
Persistent link: https://www.econbiz.de/10013373168
Saved in:
9
Time-varying skew in vix derivatives pricing
Yuan, Peixuan
- In:
Management science : journal of the Institute for …
68
(
2022
)
10
,
pp. 7761-7791
Persistent link: https://www.econbiz.de/10013546174
Saved in:
10
Information content of aggregate implied volatility spread
Han, Bing
;
Li, Gang
- In:
Management science : journal of the Institute for …
67
(
2021
)
2
,
pp. 1249-1269
Persistent link: https://www.econbiz.de/10012505469
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