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~subject:"Behavioural finance"
~subject:"Derivative"
~source:"econis"
~isPartOf:"Quantitative finance"
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Behavioural finance
Derivative
Option trading
54
Optionsgeschäft
54
Option pricing theory
49
Optionspreistheorie
49
Stochastic process
21
Stochastischer Prozess
21
Volatility
21
Volatilität
21
Derivat
12
Hedging
11
Black-Scholes model
8
Black-Scholes-Modell
8
Experiment
8
Option pricing
8
Implied volatility
7
Monte Carlo simulation
6
Monte-Carlo-Simulation
6
American options
4
Analysis
4
Estimation
4
Mathematical analysis
4
Options
4
Schätzung
4
Börsenkurs
3
Capital income
3
Delta hedging
3
Electronic trading
3
Elektronisches Handelssystem
3
Kapitaleinkommen
3
Machine learning
3
Neural networks
3
Neuronale Netze
3
Portfolio selection
3
Portfolio-Management
3
Risikoprämie
3
Risk premium
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Rough volatility
3
Share price
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Simulation
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12
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Alexander, Carol
1
Bollinger, Thomas R.
1
Bouchouev, Ilia
1
Cufaro Petroni, Nicola
1
Ewald, Christian
1
Favreau, Charles
1
Germano, G.
1
Glau, Kathrin
1
Hagan, Patrick S.
1
Imeraj, Arben
1
Johnson, Brett
1
Kane, Hayden
1
Kim, Kyoung-Kuk
1
Lesniewski, Andrew
1
Lim, Dong-Young
1
Marazzina, D.
1
Melick, William Robert
1
Orłowski, Piotr
1
Pachón, Ricardo
1
Phelan, C. E.
1
Pötz, Christian
1
Sabino, Piergiacomo
1
Shelton, Austin
1
Skoufis, G. E.
1
Thomas, Charles P.
1
Woodward, Diana E.
1
Wu, Yuexiang
1
Yamada, Toshihiro
1
Yamamoto, Kenta
1
Zhang, Aihua
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Quantitative finance
The journal of futures markets
36
International journal of theoretical and applied finance
24
Journal of banking & finance
22
Review of derivatives research
20
Wiley trading series
17
Applied mathematical finance
16
International review of economics & finance : IREF
14
Journal of financial economics
14
International journal of financial engineering
13
The North American journal of economics and finance : a journal of financial economics studies
13
Finance research letters
12
The journal of derivatives : JOD
12
European journal of operational research : EJOR
11
Journal of financial markets
10
Journal of economic dynamics & control
9
Journal of mathematical finance
9
Management science : journal of the Institute for Operations Research and the Management Sciences
9
The European journal of finance
9
Bloomberg financial series
7
International review of financial analysis
7
Review of quantitative finance and accounting
7
Risks : open access journal
7
Always learning
6
Global finance journal
6
Pacific-Basin finance journal
6
Applied economics letters
5
Cogent economics & finance
5
Computational economics
5
Economic modelling
5
Energy economics
5
Journal of econometrics
5
NBER working paper series
5
Research paper series / Swiss Finance Institute
5
Swiss Finance Institute Research Paper
5
The journal of computational finance
5
The journal of derivatives : the official publication of the International Association of Financial Engineers
5
The journal of finance : the journal of the American Finance Association
5
wi - Wirtschaft
5
Annals of finance
4
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ECONIS (ZBW)
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1
Principled pasting : attaching tails to risk-neutral probability density functions recovered from option prices
Bollinger, Thomas R.
;
Melick, William Robert
;
Thomas, …
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1751-1768
Persistent link: https://www.econbiz.de/10014452468
Saved in:
2
Pricing Asian options with stochastic convenience yield and jumps
Ewald, Christian
;
Wu, Yuexiang
;
Zhang, Aihua
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 677-692
Persistent link: https://www.econbiz.de/10014304306
Saved in:
3
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:
4
The volatility risk premium in the oil market
Bouchouev, Ilia
;
Johnson, Brett
- In:
Quantitative finance
22
(
2022
)
8
,
pp. 1561-1578
Persistent link: https://www.econbiz.de/10013367929
Saved in:
5
CMS spread options
Hagan, Patrick S.
;
Lesniewski, Andrew
;
Skoufis, G. E.
; …
- In:
Quantitative finance
21
(
2021
)
11
,
pp. 1809-1824
Persistent link: https://www.econbiz.de/10012696777
Saved in:
6
The limitations of estimating implied densities from option prices
Shelton, Austin
;
Kane, Hayden
;
Favreau, Charles
- In:
Quantitative finance
21
(
2021
)
11
,
pp. 1885-1904
Persistent link: https://www.econbiz.de/10012696789
Saved in:
7
Informative option portfolios in filter design for option pricing models
Orłowski, Piotr
- In:
Quantitative finance
21
(
2021
)
6
,
pp. 945-965
Persistent link: https://www.econbiz.de/10012515627
Saved in:
8
Speed-up credit exposure calculations for pricing and risk management
Glau, Kathrin
;
Pachón, Ricardo
;
Pötz, Christian
- In:
Quantitative finance
21
(
2021
)
3
,
pp. 481-499
Persistent link: https://www.econbiz.de/10012483835
Saved in:
9
Pricing methods for α-quantile and perpetual early exercise options based on Spitzer identities
Phelan, C. E.
;
Marazzina, D.
;
Germano, G.
- In:
Quantitative finance
20
(
2020
)
6
,
pp. 899-918
Persistent link: https://www.econbiz.de/10012262635
Saved in:
10
Pricing exchange options with correlated jump diffusion processes
Cufaro Petroni, Nicola
;
Sabino, Piergiacomo
- In:
Quantitative finance
20
(
2020
)
11
,
pp. 1811-1823
Persistent link: https://www.econbiz.de/10012313516
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