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Option trading
74
Optionsgeschäft
74
Option pricing theory
69
Optionspreistheorie
69
Volatility
31
Volatilität
31
Derivat
20
Derivative
20
Theorie
18
Theory
18
Stochastic process
15
Stochastischer Prozess
15
Black-Scholes model
12
Black-Scholes-Modell
12
Hedging
11
Aktienoption
7
Portfolio selection
7
Portfolio-Management
7
Stock option
7
American options
6
Credit risk
6
Kreditrisiko
6
Option pricing
6
Options
6
Risk
5
Statistical distribution
5
Statistische Verteilung
5
Anlageverhalten
4
Behavioural finance
4
Calibration
4
Capital income
4
European options
4
Experiment
4
Index futures
4
Index-Futures
4
Kapitaleinkommen
4
Risiko
4
Risikoprämie
4
Risk premium
4
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English
88
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Wang, Xingchun
4
Drimus, Gabriel
3
Escobar, Marcos
3
Gibson, Rajna
3
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2
Dias, José Carlos
2
Farkas, Walter
2
Handley, John C.
2
Hieber, Peter
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Hung, Mao-Wei
2
Itkin, Andrey
2
Nunes, Joaõ Pedro Vidal
2
Ronn, Ehud I.
2
Schoutens, Wim
2
Ulrich, Maxim
2
Wang, Hsiao-Chuan
2
Wang, Jr-Yan
2
Andersen, Leif B. G.
1
Andreasen, Jesper Fredborg
1
Areal, Nelson
1
Auer, Benjamin R.
1
Battauz, Anna
1
Blau, Benjamin
1
Bossy, Mireille
1
Boyd, Naomi E.
1
Brinkmann, Felix
1
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1
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Review of derivatives research
The journal of futures markets
210
Journal of banking & finance
169
International journal of theoretical and applied finance
155
Journal of economic dynamics & control
130
Journal of financial economics
117
European journal of operational research : EJOR
113
The journal of derivatives : the official publication of the International Association of Financial Engineers
104
MPRA Paper
96
Working paper / National Bureau of Economic Research, Inc.
87
Finance research letters
85
Energy economics
83
NBER working paper series
82
Quantitative finance
79
The journal of computational finance
77
The review of financial studies
76
International Journal of Theoretical and Applied Finance (IJTAF)
73
IMF Working Papers
72
International review of economics & finance : IREF
72
Review of quantitative finance and accounting
69
Applied mathematical finance
68
The journal of corporate finance : contracting, governance and organization
68
Mathematical finance : an international journal of mathematics, statistics and financial theory
67
The North American journal of economics and finance : a journal of financial economics studies
67
The journal of finance : the journal of the American Finance Association
65
Economic modelling
63
Management Science
62
NBER Working Paper
58
Working paper
58
CESifo working papers
57
Management science : journal of the Institute for Operations Research and the Management Sciences
55
The European journal of finance
55
Economics Papers from University Paris Dauphine
54
Finance and stochastics
53
Applied Mathematical Finance
52
Applied economics
52
Journal of financial and quantitative analysis : JFQA
52
Finance and Stochastics
46
Research paper series / Swiss Finance Institute
46
International review of financial analysis
45
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ECONIS (ZBW)
88
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1
Implied volatility surfaces : a comprehensive analysis using half a billion option prices
Ulrich, Maxim
;
Zimmer, Lukas
;
Merbecks, Constantin
- In:
Review of derivatives research
26
(
2023
)
2/3
,
pp. 135-169
Persistent link: https://www.econbiz.de/10014423871
Saved in:
2
Hedging cryptocurrency
options
Matic, Jovanka Lili
;
Packham, Natalie
;
Härdle, Wolfgang
- In:
Review of derivatives research
26
(
2023
)
1
,
pp. 91-133
Persistent link: https://www.econbiz.de/10014266383
Saved in:
3
Optimal exercise of American put
options
near maturity : a new economic perspective
Battauz, Anna
;
De Donno, Marzia
;
Gajda, Janusz
;
Sbuelz, …
- In:
Review of derivatives research
25
(
2022
)
1
,
pp. 23-46
Persistent link: https://www.econbiz.de/10013191376
Saved in:
4
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
Saved in:
5
Continuity correction : on the pricing of discrete double barrier
options
Luo, Sheng-Feng
;
Wong, Hsin-Chieh
- In:
Review of derivatives research
26
(
2023
)
1
,
pp. 51-90
Persistent link: https://www.econbiz.de/10014266376
Saved in:
6
Pricing vulnerable basket spread
options
with liquidity risk
Dong, Ziming
;
Tang, Dan
;
Wang, Xingchun
- In:
Review of derivatives research
26
(
2023
)
1
,
pp. 23-50
Persistent link: https://www.econbiz.de/10014266355
Saved in:
7
Pricing swaptions and zero-coupon futures
options
under the discrete-time arbitrage-free Nelson-Siegel model
Godin, Frédéric
;
Eghbalzadeh, Ramin
;
Gaillardetz, Patrice
- In:
Review of derivatives research
26
(
2023
)
2/3
,
pp. 171-206
Persistent link: https://www.econbiz.de/10014423872
Saved in:
8
Asymptotic extrapolation of model-free implied variance : exploring structural underestimation in the VIX Index
Stahl, Philip
- In:
Review of derivatives research
25
(
2022
)
3
,
pp. 315-339
Persistent link: https://www.econbiz.de/10013457627
Saved in:
9
The impact of the leverage effect on the implied volatility smile : evidence for the German option market
Rathgeber, A. W.
;
Stadler, Johannes
;
Stöckl, S.
- In:
Review of derivatives research
24
(
2021
)
2
,
pp. 95-133
Persistent link: https://www.econbiz.de/10012549093
Saved in:
10
Is trading in the shortest-term index
options
profitable?
Pan, Ging-Ginq
;
Shiu, Yung-Ming
;
Wu, Tu-Cheng
- In:
Review of derivatives research
22
(
2019
)
1
,
pp. 169-201
Persistent link: https://www.econbiz.de/10012311668
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