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Search: subject:"futures options"
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Option pricing theory
16
Optionspreistheorie
16
Derivat
15
Derivative
15
futures options
13
Volatilität
11
Volatility
10
Option trading
9
Optionsgeschäft
9
Interest rate derivative
6
Stochastic process
6
Stochastischer Prozess
6
Yield curve
6
Zinsderivat
6
Zinsstruktur
6
implied volatility
6
Futures options
5
ARCH-Modell
4
Commodity derivative
4
Eurodollar Futures Options
4
Implied Volatility
4
Interest rate
4
Rohstoffderivat
4
Zins
4
market efficiency
4
ARCH model
3
Currency derivative
3
Erdöl
3
Euromarkets
3
Euromarkt
3
Forecasting model
3
GARCH
3
Petroleum
3
Prognoseverfahren
3
Währungsderivat
3
derivative
3
futures contracts
3
futures prices
3
transaction costs
3
Bitcoin
2
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Free
24
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Article
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5
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29
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Kim, Kwanho
6
Cheng, Benjamin
4
Nikitopoulos, Christina Sklibosios
4
Schlögl, Erik
4
Busch, Thomas
2
Christensen, Bent Jesper
2
Constantinides, George M.
2
Czerwonko, Michal
2
Jackwerth, Jens Carsten
2
Nielsen, Morten Ørregaard
2
Poonvoralak, Wantanee
2
Venter, Pierre J.
2
Albici, Mihaela
1
Bagade, Darshan
1
Borensztein, Eduardo
1
Chatrath, Arjun
1
Cheng, Kevin C.
1
Cleveland, O.A.
1
Coakley, Jerry
1
Delia, Teselios
1
Doshi, Hitesh
1
Fan, Kun
1
Gutierrez, Eva
1
Haug, Espen Gaarder
1
Herndon Jr., Cary W.
1
Hilliard, Jitka
1
Hwang, Dong Il
1
Isengildina, Olga
1
Jacobs, Kris
1
Jain, Shweta
1
Jeanne, Olivier
1
Kim, Min Jae
1
Kim, Soo Yong
1
Ko, In Kyu
1
Kuo, Jing-Ming
1
Lee, Sun Young
1
Liu, Rui
1
Liu, Xiaoquan
1
Lung, Peter P.
1
Mainkar, Shaunak
1
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International Monetary Fund (IMF)
3
Agricultural and Applied Economics Association - AAEA
1
Banca d'Italia
1
Economics Department, Queen's University
1
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
1
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Global Business & Finance Review (GBFR)
3
Global business and finance review
3
IMF Working Papers
3
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
3
Quantitative Finance
2
1999 Annual meeting, August 8-11, Nashville, TN
1
Annals - Economy Series
1
Australian Journal of Management
1
CoFE Discussion Paper
1
Decisions in economics and finance : a journal of applied mathematics
1
Economic modelling
1
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
International Journal of Financial Markets and Derivatives
1
International Journal of Financial Markets and Derivatives : IJFMD
1
International Journal of Sustainable Economy
1
International journal of financial engineering
1
Journal of Risk and Financial Management
1
Journal of banking & finance
1
Journal of financial economics
1
Journal of forecasting
1
Journal of risk and financial management : JRFM
1
MPRA Paper
1
Physica A: Statistical Mechanics and its Applications
1
Queen's Economics Department Working Paper
1
Risk management : a journal of risk, crisis and disaster
1
South Asian journal of management : SAJM
1
Swiss Journal of Economics and Statistics (SJES)
1
Temi di discussione (Economic working papers)
1
The European journal of finance
1
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1
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ECONIS (ZBW)
18
RePEc
15
EconStor
6
BASE
1
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1
Asian options with zero cost-of-carry : EEX options on freight and iron ore futures
Haug, Espen Gaarder
- In:
Decisions in economics and finance : a journal of …
44
(
2021
)
1
,
pp. 191-195
Persistent link: https://www.econbiz.de/10012587830
Saved in:
2
Applying point planning in the Indian derivatives market : a step towards a resilient Viksit Bharat
Mainkar, Shaunak
;
Jain, Shweta
;
Bagade, Darshan
- In:
South Asian journal of management : SAJM
31
(
2024
)
5
,
pp. 57-78
Persistent link: https://www.econbiz.de/10015271306
Saved in:
3
Modeling volatility in dynamic term structure models
Doshi, Hitesh
;
Jacobs, Kris
;
Liu, Rui
- In:
Journal of financial economics
161
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10015075688
Saved in:
4
Univariate and multivariate GARCH models applied to Bitcoin futures option pricing
Venter, Pierre J.
;
Maré, E.
- In:
Journal of Risk and Financial Management
14
(
2021
)
6
,
pp. 1-14
In this paper, the Heston-Nandi futures option pricing model is applied to Bitcoin
futures
options
. The model prices …
Persistent link: https://www.econbiz.de/10012611818
Saved in:
5
Univariate and multivariate GARCH models applied to Bitcoin futures option pricing
Venter, Pierre J.
;
Maré, Eben
- In:
Journal of risk and financial management : JRFM
14
(
2021
)
6
,
pp. 1-14
In this paper, the Heston-Nandi futures option pricing model is applied to Bitcoin
futures
options
. The model prices …
Persistent link: https://www.econbiz.de/10012588206
Saved in:
6
The binomial option pricing model : the trouble with dividends
Tian, Yisong Sam
- In:
International journal of financial engineering
10
(
2023
)
4
,
pp. 1-31
Persistent link: https://www.econbiz.de/10014444726
Saved in:
7
Variance bounds test of volatility expectations in eurodollar
futures
options
markets
Kim, Kwanho
;
Poonvoralak, Wantanee
- In:
Global Business & Finance Review (GBFR)
24
(
2019
)
2
,
pp. 20-32
Persistent link: https://www.econbiz.de/10012286676
Saved in:
8
Variance bounds test of volatility expectations in eurodollar
futures
options
markets
Kim, Kwanho
;
Poonvoralak, Wantanee
- In:
Global business and finance review
24
(
2019
)
2
,
pp. 20-32
Persistent link: https://www.econbiz.de/10012121276
Saved in:
9
Effect of liquidity on the implied volatility surface in interest rate options markets
Kim, Kwanho
- In:
Global Business & Finance Review (GBFR)
22
(
2017
)
3
,
pp. 45-60
Persistent link: https://www.econbiz.de/10012286633
Saved in:
10
Effect of liquidity on the implied volatility surface in interest rate options markets
Kim, Kwanho
- In:
Global business and finance review
22
(
2017
)
3
,
pp. 45-60
Persistent link: https://www.econbiz.de/10011849353
Saved in:
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