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Search: subject:"Optionspreistheorie"
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Risiko
Option pricing theory
21
Optionspreistheorie
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Option trading
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Optionsgeschäft
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Volatility
11
Volatilität
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Capital income
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Kapitaleinkommen
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Derivat
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Risikoprämie
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Option pricing
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Option returns
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Carverhill, Andrew
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Feng, Shih-ping
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Hung, Mao-Wei
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Luo, Dan
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Park, Yang-Ho
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Wang, Yaw-huei
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Journal of financial markets
International journal of theoretical and applied finance
17
Insurance / Mathematics & economics
13
Review of derivatives research
11
Mathematical finance : an international journal of mathematics, statistics and financial theory
10
Applied mathematical finance
9
Research paper series / Swiss Finance Institute
9
Finance and stochastics
8
Journal of banking & finance
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Risks : open access journal
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European journal of operational research : EJOR
6
Review of quantitative finance and accounting
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Annals of finance
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Finance research letters
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Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
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Journal of risk and financial management : JRFM
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Mathematics and financial economics
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The European journal of finance
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The journal of finance : the journal of the American Finance Association
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Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
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Applied economics
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Economics letters
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Journal of economic dynamics & control
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Journal of mathematical finance
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NBER Working Paper
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NBER working paper series
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The North American journal of economics and finance : a journal of financial economics studies
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The journal of computational finance
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Economic modelling
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Energy economics
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International journal of financial engineering
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International review of economics & finance : IREF
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International review of financial analysis
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Journal of empirical finance
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Journal of financial and quantitative analysis : JFQA
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Journal of financial econometrics
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Journal of financial economics
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Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
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1
A Bayesian analysis of time-varying jump risk in S&P 500 returns and options
Carverhill, Andrew
;
Luo, Dan
- In:
Journal of financial markets
64
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014466112
Saved in:
2
Volatility-of-volatility and tail risk hedging returns
Park, Yang-Ho
- In:
Journal of financial markets
26
(
2015
),
pp. 38-63
Persistent link: https://www.econbiz.de/10011477272
Saved in:
3
Option pricing with stochastic liquidity risk : theory and evidence
Feng, Shih-ping
;
Hung, Mao-Wei
;
Wang, Yaw-huei
- In:
Journal of financial markets
18
(
2014
),
pp. 77-95
Persistent link: https://www.econbiz.de/10010442476
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