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Option trading
14
Optionsgeschäft
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Option pricing theory
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Optionspreistheorie
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Index futures
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Runnemo, Andreas
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Schwendner, Peter
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Journal of risk
The journal of futures markets
194
International journal of theoretical and applied finance
111
Journal of banking & finance
95
The journal of derivatives : the official publication of the International Association of Financial Engineers
86
Review of derivatives research
74
Finance research letters
63
The journal of computational finance
60
Quantitative finance
58
Applied mathematical finance
55
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
32
Journal of financial and quantitative analysis : JFQA
32
Computational economics
30
The review of financial studies
30
Working paper / National Bureau of Economic Research, Inc.
30
European journal of operational research : EJOR
29
International review of financial analysis
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Journal of mathematical finance
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Research paper series / Swiss Finance Institute
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Review of quantitative finance and accounting
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NBER working paper series
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The European journal of finance
24
The journal of finance : the journal of the American Finance Association
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Asia-Pacific financial markets
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Wiley trading series
22
Applied economics
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Applied financial economics
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Risks : open access journal
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NBER Working Paper
19
Swiss Finance Institute Research Paper
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Journal of risk and financial management : JRFM
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Annals of finance
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The journal of derivatives : JOD
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ECONIS (ZBW)
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1
Covering the world : global evidence on covered calls
Israelov, Roni
;
Klein, Matthew
;
Tummala, Harsha
- In:
Journal of risk
21
(
2018/2019
)
1
,
pp. 61-89
Persistent link: https://www.econbiz.de/10011980293
Saved in:
2
Pricing and hedging options with rollover parameters
Kim, Sol
- In:
Journal of risk
19
(
2017
)
5
,
pp. 1-40
Persistent link: https://www.econbiz.de/10011747093
Saved in:
3
Estimating the tail shape parameter from option prices
Hamidieh, Kam
- In:
Journal of risk
19
(
2017
)
6
,
pp. 85-110
Persistent link: https://www.econbiz.de/10011799166
Saved in:
4
Acceptability bounds for forward starting options using disciplined convex programming
Madan, Dilip B.
;
Wang, King
- In:
Journal of risk
19
(
2016
)
2
,
pp. 1-13
Persistent link: https://www.econbiz.de/10013177069
Saved in:
5
Delta-hedged gains and risk-neutral moments
Kim, Dahea
;
Kim, Sol
- In:
Journal of risk
19
(
2016
)
2
,
pp. 31-59
Persistent link: https://www.econbiz.de/10013177077
Saved in:
6
Managing option-trading risk when mental accounting influences prices
Siddiqi, Hammad
- In:
Journal of risk
18
(
2015/2016
)
1
,
pp. 71-89
Persistent link: https://www.econbiz.de/10013262946
Saved in:
7
A Taylor series approach to pricing and implied volatility for local-stochastic volatility models
Loring, Matthew
;
Pagliarani, Stefano
;
Pascucci, Andrea
- In:
Journal of risk
17
(
2014/15
)
2
,
pp. 3-19
Persistent link: https://www.econbiz.de/10010476250
Saved in:
8
Numerical experiments on hedging cliquet options
Kilin, Fiodar
;
Nalholm, Morten
;
Wystup, Uwe
- In:
Journal of risk
17
(
2014/15
)
1
,
pp. 85-103
Persistent link: https://www.econbiz.de/10010476251
Saved in:
9
Risk-minimization hedging under nonoptimal exercising
Levchenkov, Dmitriy
;
Coleman, Thomas F.
;
Li, Yuying
- In:
Journal of risk
13
(
2010/11
)
4
,
pp. 63-93
Persistent link: https://www.econbiz.de/10009233505
Saved in:
10
The convergence of binomial trees for pricing the American put
Joshi, Mark S.
- In:
Journal of risk
11
(
2008/09
)
4
,
pp. 87-108
Persistent link: https://www.econbiz.de/10003881606
Saved in:
11
Film-specific option risk and implications for asset pricing
Doran, James S.
;
Fodor, Andy
- In:
Journal of risk
12
(
2009/10
)
1
,
pp. 17-52
Persistent link: https://www.econbiz.de/10003900327
Saved in:
12
Hedging under alternative stickiness assumptions : an emperical analysis for barrier options
Engelmann, Bernd
;
Fengler, Matthias R.
;
Schwendner, Peter
- In:
Journal of risk
12
(
2009/10
)
1
,
pp. 53-77
Persistent link: https://www.econbiz.de/10003900335
Saved in:
13
Instantaneous caps and floors on the short rate
Lindset, Snorre
- In:
Journal of risk
10
(
2007/08
)
3
,
pp. 3-14
Persistent link: https://www.econbiz.de/10003698906
Saved in:
14
A canonical optimal stopping problem for American options under a double exponential jump-diffusion model
AitSahlia, Farid
;
Runnemo, Andreas
- In:
Journal of risk
10
(
2007/08
)
1
,
pp. 85-100
Persistent link: https://www.econbiz.de/10003572533
Saved in:
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