//--> //--> //--> //-->
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:"Always learning"
~isPartOf:"The journal of computational finance"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
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_exact:"Option trading"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Optionsgeschäft
90
Option trading
89
Option pricing theory
65
Optionspreistheorie
65
Theorie
26
Theory
26
Volatility
20
Volatilität
20
Stochastic process
17
Stochastischer Prozess
17
Derivat
14
Derivative
14
USA
14
United States
14
Black-Scholes model
11
Black-Scholes-Modell
11
Hedging
10
Monte Carlo simulation
9
Monte-Carlo-Simulation
9
CAPM
7
Börsenkurs
6
Share price
6
barrier options
5
stochastic volatility
5
Capital income
4
Estimation
4
Kapitaleinkommen
4
Numerical analysis
4
Numerisches Verfahren
4
Portfolio selection
4
Portfolio-Management
4
Schätzung
4
American options
3
Anlageverhalten
3
Asian options
3
Behavioural finance
3
Experiment
3
Financial Futures
3
Finanzmathematik
3
Führungskräfte
3
more ...
less ...
Online availability
All
Undetermined
28
Type of publication
All
Article
83
Book / Working Paper
7
Type of publication (narrower categories)
All
Article in journal
81
Aufsatz in Zeitschrift
81
Lehrbuch
4
Textbook
4
Glossar enthalten
2
Glossary included
2
Accompanied by computer file
1
Elektronischer Datenträger als Beilage
1
Guidebook
1
Ratgeber
1
Rezension
1
more ...
less ...
Language
All
English
87
German
3
Author
All
Hull, John
6
Kirkby, J. Lars
3
Andersen, Leif B. G.
2
Chernov, Mikhail
2
Forsyth, Peter A.
2
Hafner, Reinhold
2
Mader, Wolfgang
2
Poteshman, Allen M.
2
Steiner, Manfred
2
Vetzal, Kenneth R.
2
Wagner, Marc
2
Zvan, R.
2
AitSahlia, Farid
1
Andreasen, Jesper Fredborg
1
Backus, David
1
Bain, Alan
1
Barraclough, Kathryn
1
Battalio, Robert H.
1
Bebchuk, Lucian A.
1
Becker, Martin
1
Benhamou, Eric
1
Benklifa, Michael
1
Bernard, Carole
1
Bhatoo, Omishwary
1
Bhuruth, M.
1
Bojarčenko, Svetlana I.
1
Bourgey, Florian
1
Broadie, Mark
1
Brunner, Bernhard
1
Burkovska, Olena
1
Carpenter, Jennifer N.
1
Carr, Peter
1
Chalasani, Prasad
1
Chevalier, Etienne
1
Chhabra, Ashvin
1
Christara, Christina C.
1
Cont, Rama
1
Coval, Joshua
1
Crocce, Fabián
1
Cui, Zhenyu
1
more ...
less ...
Published in...
All
Always learning
The journal of computational finance
The journal of finance : the journal of the American Finance Association
The journal of futures markets
189
International journal of theoretical and applied finance
111
Journal of banking & finance
94
The journal of derivatives : the official publication of the International Association of Financial Engineers
86
Review of derivatives research
74
Applied mathematical finance
54
Quantitative finance
54
Finance research letters
53
Mathematical finance : an international journal of mathematics, statistics and financial theory
49
Journal of economic dynamics & control
47
Finance and stochastics
43
Journal of financial economics
41
The North American journal of economics and finance : a journal of financial economics studies
41
International review of economics & finance : IREF
34
Journal of financial markets
34
International journal of financial engineering
31
Journal of financial and quantitative analysis : JFQA
31
The review of financial studies
30
Working paper / National Bureau of Economic Research, Inc.
30
Computational economics
29
European journal of operational research : EJOR
29
Research paper series / Swiss Finance Institute
28
Journal of mathematical finance
27
Review of quantitative finance and accounting
27
NBER working paper series
26
Management science : journal of the Institute for Operations Research and the Management Sciences
25
International review of financial analysis
24
The European journal of finance
24
Wiley trading series
23
Asia-Pacific financial markets
22
Applied economics
20
Applied financial economics
20
Swiss Finance Institute Research Paper
20
NBER Working Paper
19
Risks : open access journal
19
Journal of risk and financial management : JRFM
18
Annals of finance
17
The journal of derivatives : JOD
17
more ...
less ...
Source
All
ECONIS (ZBW)
90
Showing
1
-
10
of
90
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Option momentum
Heston, Steven L.
;
Jones, Christopher S.
;
Khorram, Mehdi
; …
- In:
The journal of finance : the journal of the American …
78
(
2023
)
6
,
pp. 3141-3192
Persistent link: https://www.econbiz.de/10014437686
Saved in:
2
Multilevel Monte Carlo simulation for VIX options in the rough Bergomi model
Bourgey, Florian
;
De Marco, Stefano
- In:
The journal of computational finance
26
(
2022
)
2
,
pp. 53-82
Persistent link: https://www.econbiz.de/10013549658
Saved in:
3
Gradient boosting for quantitative finance
Davis, Jesse
;
Devos, Laurens
;
Reyners, Sofie
;
Schoutens, Wim
- In:
The journal of computational finance
24
(
2021
)
4
,
pp. 1-40
Persistent link: https://www.econbiz.de/10012544161
Saved in:
4
The CTMC–Heston model : calibration and exotic option pricing with SWIFT
Leitao, Álvaro
;
Kirkby, J. Lars
;
Ortiz-Garcia, Luis
- In:
The journal of computational finance
24
(
2021
)
4
,
pp. 71-114
Persistent link: https://www.econbiz.de/10012544164
Saved in:
5
Calibration of local-stochastic and path-dependent volatility models to vanilla and no-touch options
Bain, Alan
;
Mariapragassam, Matthieu
;
Reisinger, Christoph
- In:
The journal of computational finance
24
(
2021
)
4
,
pp. 115-161
Persistent link: https://www.econbiz.de/10012544167
Saved in:
6
High-order approximations to call option prices in the Heston model
Gulisashvili, Archil
;
Lagunas-Merino, Marc
;
Merino, Raúl
; …
- In:
The journal of computational finance
24
(
2020
)
1
,
pp. 83-102
Persistent link: https://www.econbiz.de/10012421960
Saved in:
7
Pricing American call options using the Black-Scholes equation with a nonlinear volatility function
Grossinho, Maria do Rosário
;
Kord, Yaser
;
Ševčovič, …
- In:
The journal of computational finance
23
(
2020
)
4
,
pp. 93-113
Persistent link: https://www.econbiz.de/10012212488
Saved in:
8
On extensions of the Barone-Adesi and Whaley method to price American-type options
Mathys, Ludovic
- In:
The journal of computational finance
24
(
2020
)
2
,
pp. 33-76
Persistent link: https://www.econbiz.de/10012543615
Saved in:
9
Pricing multiple barrier derivatives under stochastic volatility
Escobar, Marcos
;
Panz, Sven
;
Zagst, Rudi
- In:
The journal of computational finance
24
(
2020
)
2
,
pp. 77-101
Persistent link: https://www.econbiz.de/10012543622
Saved in:
10
Monte Carlo pathwise sensitivities for barrier options
Gerstner, Thomas
;
Harrach, Bastian von
;
Roth, Daniel
- In:
The journal of computational finance
23
(
2020
)
5
,
pp. 75-99
Persistent link: https://www.econbiz.de/10012295868
Saved in:
1
2
3
4
5
6
7
8
9
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->