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~subject:"Behavioural finance"
~subject:"Black-Scholes model"
~subject:"Index futures"
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Behavioural finance
Black-Scholes model
Index futures
Option trading
54
Optionsgeschäft
54
Option pricing theory
49
Optionspreistheorie
49
Stochastic process
21
Stochastischer Prozess
21
Volatility
21
Volatilität
21
Derivat
12
Derivative
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Hedging
11
Black-Scholes-Modell
8
Experiment
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Option pricing
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Implied volatility
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Monte Carlo simulation
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American options
4
Analysis
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Estimation
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Mathematical analysis
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Options
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Schätzung
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Börsenkurs
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Capital income
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Delta hedging
3
Electronic trading
3
Elektronisches Handelssystem
3
Kapitaleinkommen
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Machine learning
3
Neural networks
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Neuronale Netze
3
Portfolio selection
3
Portfolio-Management
3
Risikoprämie
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Risk premium
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Rough volatility
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Share price
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Wan, Justin W. L.
2
Alexander, Carol
1
Bayer, Christian
1
Chen, Yangang
1
Friz, Peter K.
1
Gassiat, Paul
1
Goudenège, Ludovic
1
Häppölä, Juho
1
Imeraj, Arben
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Jang, Huisu
1
Lee, Jaewook
1
Mingone, Arianna
1
Molent, Andrea
1
Na, Andrew S.
1
Pigato, Paolo
1
Tempone, Raúl
1
Yamada, Toshihiro
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Yamamoto, Kenta
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Zanette, Antonino
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Quantitative finance
The journal of futures markets
26
International journal of theoretical and applied finance
25
Journal of banking & finance
20
Wiley trading series
18
Review of derivatives research
16
The journal of derivatives : the official publication of the International Association of Financial Engineers
13
Applied mathematical finance
12
Computational economics
11
International review of economics & finance : IREF
11
International journal of financial engineering
10
Mathematical finance : an international journal of mathematics, statistics and financial theory
10
The journal of computational finance
10
The North American journal of economics and finance : a journal of financial economics studies
9
Finance research letters
8
Journal of economic dynamics & control
8
Journal of mathematical finance
8
Applied economics
7
Bloomberg financial series
7
Research paper series / Swiss Finance Institute
7
Finance and stochastics
6
International review of financial analysis
6
Journal of derivatives & hedge funds
6
Management science : journal of the Institute for Operations Research and the Management Sciences
6
Review of quantitative finance and accounting
6
Swiss Finance Institute Research Paper
6
Journal of empirical finance
5
Journal of financial and quantitative analysis : JFQA
5
Journal of financial economics
5
Pacific-Basin finance journal
5
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
5
The review of financial studies
5
Theoretical economics letters
5
Asia-Pacific financial markets
4
Asia-Pacific journal of financial studies
4
Cogent economics & finance
4
Finanzmarkt und Portfolio-Management
4
International journal of theoretical and applied finance : IJTAF
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Journal of econometrics
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ECONIS (ZBW)
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1
Delta hedging bitcoin options with a smile
Alexander, Carol
;
Imeraj, Arben
- In:
Quantitative finance
23
(
2023
)
5
,
pp. 799-817
Persistent link: https://www.econbiz.de/10014304354
Saved in:
2
Short-dated smile under rough volatility : asymptotics and numerics
Friz, Peter K.
;
Gassiat, Paul
;
Pigato, Paolo
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 463-480
Persistent link: https://www.econbiz.de/10013167770
Saved in:
3
Smiles in delta
Mingone, Arianna
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1713-1728
Persistent link: https://www.econbiz.de/10014452438
Saved in:
4
Efficient pricing and hedging of high-dimensional American options using deep recurrent networks
Na, Andrew S.
;
Wan, Justin W. L.
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 631-651
Persistent link: https://www.econbiz.de/10014304288
Saved in:
5
Deep neural network framework based on backward stochastic differential equations for pricing and hedging American options in high dimensions
Chen, Yangang
;
Wan, Justin W. L.
- In:
Quantitative finance
21
(
2021
)
1
,
pp. 45-67
Persistent link: https://www.econbiz.de/10012424632
Saved in:
6
A second-order discretization with Malliavin weight and Quasi-Monte Carlo method for option pricing
Yamada, Toshihiro
;
Yamamoto, Kenta
- In:
Quantitative finance
20
(
2020
)
11
,
pp. 1825-1837
Persistent link: https://www.econbiz.de/10012313518
Saved in:
7
Machine learning for pricing American options in high-dimensional Markovian and non-Markovian models
Goudenège, Ludovic
;
Molent, Andrea
;
Zanette, Antonino
- In:
Quantitative finance
20
(
2020
)
4
,
pp. 573-591
Persistent link: https://www.econbiz.de/10012194908
Saved in:
8
Implied stopping rules for American basket options from Markovian projection
Bayer, Christian
;
Häppölä, Juho
;
Tempone, Raúl
- In:
Quantitative finance
19
(
2019
)
3
,
pp. 371-390
Persistent link: https://www.econbiz.de/10012194659
Saved in:
9
Generative Bayesian neural network model for risk-neutral pricing of American index options
Jang, Huisu
;
Lee, Jaewook
- In:
Quantitative finance
19
(
2019
)
4
,
pp. 587-603
Persistent link: https://www.econbiz.de/10012194699
Saved in:
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