//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"The journal of futures markets"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Option"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
261
Optionspreistheorie
261
Option trading
194
Optionsgeschäft
194
USA
178
United States
172
Interest rate derivative
139
Zinsderivat
139
Volatility
133
Volatilität
133
Theorie
127
Theory
127
Hedging
76
Derivat
69
Derivative
69
Public bond
55
Öffentliche Anleihe
55
Estimation
54
Schätzung
54
Stochastic process
42
Stochastischer Prozess
42
Börsenkurs
40
Share price
40
Index futures
39
Index-Futures
39
Black-Scholes model
33
Black-Scholes-Modell
33
Yield curve
29
Zinsstruktur
29
Credit derivative
26
Credit risk
26
Kreditderivat
26
Kreditrisiko
26
Aktienoption
25
Forecasting model
25
Prognoseverfahren
25
Stock option
25
Capital market returns
23
Kapitalmarktrendite
23
CAPM
21
more ...
less ...
Online availability
All
Undetermined
105
Free
15
Type of publication
All
Article
551
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
547
Aufsatz in Zeitschrift
547
Collection of articles of several authors
2
Sammelwerk
2
Bibliografie enthalten
1
Bibliography included
1
Conference proceedings
1
Konferenzschrift
1
Reprint
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
553
Author
All
Kang, Jangkoo
10
Ryu, Doojin
10
Chung, San-lin
8
Wang, Yaw-huei
8
Câmara, António
7
Gay, Gerald D.
7
Hung, Mao-Wei
6
Kwok, Yue-Kuen
6
Zhang, Jin E.
6
Chance, Don M.
5
Corrado, Charles Joseph
5
Daigler, Robert T.
5
Gauthier, Geneviève
5
Kim, Hwa-sung
5
Liao, Szu-Lang
5
Fung, Joseph K. W.
4
Guo, Biao
4
Guo, Jia-hau
4
Hegde, Shantaram P.
4
Huang, Zhuo
4
Koch, Timothy W.
4
Kolb, Robert W.
4
Liu, Qiang
4
Luo, Xingguo
4
Lyuu, Yuh-dauh
4
Shackleton, Mark B.
4
Simon, David P.
4
Su, Tie
4
Vipul
4
Wang, Xingchun
4
Wong, Hoi Ying
4
Alcock, Jamie
3
Arak, Marcelle V.
3
Bhattacharya, Anand K.
3
Byun, Suk Joon
3
Chen, Ren-Raw
3
Chen, Son-nan
3
Elliott, Robert J.
3
Fehle, Frank
3
Frino, Alex
3
more ...
less ...
Institution
All
Asia Pacific Futures Research Symposium <13, 2003, Schanghai>
1
International Conference on Derivatives and Risk Management <2003, Schanghai>
1
Published in...
All
The journal of futures markets
International journal of theoretical and applied finance
554
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
272
The journal of computational finance
271
Finance and stochastics
251
Quantitative finance
218
Review of derivatives research
213
Finance research letters
200
Journal of financial economics
183
Journal of economic dynamics & control
172
European journal of operational research : EJOR
157
The review of financial studies
155
Insurance / Mathematics & economics
151
NBER working paper series
146
Working paper / National Bureau of Economic Research, Inc.
143
The journal of finance : the journal of the American Finance Association
135
Journal of financial and quantitative analysis : JFQA
127
Research paper series / Swiss Finance Institute
126
International review of financial analysis
125
Computational economics
123
International journal of financial engineering
122
The North American journal of economics and finance : a journal of financial economics studies
122
The European journal of finance
120
Journal of mathematical finance
117
Review of quantitative finance and accounting
112
Risks : open access journal
112
International review of economics & finance : IREF
111
The journal of fixed income
108
NBER Working Paper
105
MPRA Paper
104
Asia-Pacific financial markets
97
Journal of empirical finance
89
Management science : journal of the Institute for Operations Research and the Management Sciences
89
Energy economics
86
Applied economics
85
Journal of econometrics
84
Applied financial economics
82
more ...
less ...
Source
All
ECONIS (ZBW)
553
Showing
1
-
10
of
553
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Quality issues of implied volatilities of index and stock options in the OptionMetrics IvyDB database
Wallmeier, Martin
- In:
The journal of futures markets
44
(
2024
)
5
,
pp. 854-875
Persistent link: https://www.econbiz.de/10014536695
Saved in:
2
Lever up! : an analysis of options trading in leveraged ETFs
Gilstrap, Collin
;
Petkevich, Alex
;
Teterin, Pavel
; …
- In:
The journal of futures markets
44
(
2024
)
6
,
pp. 986-1002
Persistent link: https://www.econbiz.de/10014536712
Saved in:
3
Hedging options in a hidden Markov-switching local-volatility model via stochastic flows and a Monte-Carlo method
Elliott, Robert J.
;
Siu, Tak Kuen
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 925-950
Persistent link: https://www.econbiz.de/10014293270
Saved in:
4
Estimation of rare disaster concerns from
option
prices : an arbitrage-free RND-based smile construction approach
Albert, Pascal
;
Herold, Michael
;
Muck, Matthias
- In:
The journal of futures markets
43
(
2023
)
12
,
pp. 1807-1835
Persistent link: https://www.econbiz.de/10014433013
Saved in:
5
Term spreads of implied volatility smirk and variance risk premium
Guo, Wei
;
Ruan, Xinfeng
;
Gehricke, Sebastian A.
;
Zhang, …
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 829-857
Persistent link: https://www.econbiz.de/10014293246
Saved in:
6
Early exercise, implied volatility spread and future stock return : jumps bind them all
Garrett, Ian
;
Gazi, Adnan
- In:
The journal of futures markets
44
(
2024
)
5
,
pp. 720-743
Persistent link: https://www.econbiz.de/10014536677
Saved in:
7
The role of
option
-based information on StockTwits, options trading volume, and stock returns
Heng, Zin Yau
;
Leung, Henry
- In:
The journal of futures markets
43
(
2023
)
8
,
pp. 1091-1125
Persistent link: https://www.econbiz.de/10014339375
Saved in:
8
VIX
option
pricing through nonaffine GARCH dynamics and semianalytical formula
Liu, Junting
;
Wang, Qi
;
Zhang, Yuanyuan
- In:
The journal of futures markets
44
(
2024
)
7
,
pp. 1189-1223
Persistent link: https://www.econbiz.de/10014553980
Saved in:
9
A model-free approximation for barrier options in a general stochastic volatility framework
Rolloos, Frido
;
Shiraya, Kenichiro
- In:
The journal of futures markets
44
(
2024
)
6
,
pp. 923-935
Persistent link: https://www.econbiz.de/10014536706
Saved in:
10
Pricing multiasset time-varying double-barrier options with time-dependent parameters
Lyuu, Yuh-dauh
;
Zhang, Yu-Quan
- In:
The journal of futures markets
43
(
2023
)
3
,
pp. 404-434
Persistent link: https://www.econbiz.de/10014293107
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->