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Option trading
92
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Quantitative finance
The journal of futures markets
211
International journal of theoretical and applied finance
150
Journal of banking & finance
118
The journal of derivatives : the official publication of the International Association of Financial Engineers
98
Applied mathematical finance
86
Finance research letters
82
Review of derivatives research
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61
Mathematical finance : an international journal of mathematics, statistics and financial theory
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Insurance / Mathematics & economics
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Applied economics
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Applied economics letters
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ECONIS (ZBW)
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1
Forward-looking portfolio selection with multivariate non-Gaussian models
Bianchi, Michele Leonardo
;
Tassinari, Gian Luca
- In:
Quantitative finance
20
(
2020
)
10
,
pp. 1645-1661
Persistent link: https://www.econbiz.de/10012295628
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2
Bitcoin : jumps, convenience yields, and option prices
Hilliard, Jimmy E.
;
Ngo, Julie T. D.
- In:
Quantitative finance
22
(
2022
)
11
,
pp. 2079-2091
Persistent link: https://www.econbiz.de/10013490923
Saved in:
3
Weak approximations and VIX option price expansions in forward variance curve models
Bourgey, F.
;
De Marco, Stefano
;
Gobet, Emmanuel
- In:
Quantitative finance
23
(
2023
)
9
,
pp. 1259-1283
Persistent link: https://www.econbiz.de/10014339914
Saved in:
4
Unbiasing and robustifying implied volatility calibration in a cryptocurrency market with large bid-ask spreads and missing quotes
Echenim, Mnacho
;
Gobet, Emmanuel
;
Maurice, Anne-Claire
- In:
Quantitative finance
23
(
2023
)
9
,
pp. 1285-1304
Persistent link: https://www.econbiz.de/10014339922
Saved in:
5
A general approach for lookback option pricing under Markov models
Zhang, Gongqiu
;
Li, Lingfei
- In:
Quantitative finance
23
(
2023
)
9
,
pp. 1305-1324
Persistent link: https://www.econbiz.de/10014339927
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6
On bid and ask pricing of European options via direct discretization of Choquet distorted expectations
Michielon, Matteo
- In:
Quantitative finance
24
(
2024
)
12
,
pp. 1729-1745
Persistent link: https://www.econbiz.de/10015196963
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7
On general semi-closed-form solutions for VIX derivative pricing
Bacon, Étienne
;
Bégin, Jean-François
;
Gauthier, …
- In:
Quantitative finance
24
(
2024
)
12
,
pp. 1875-1882
Persistent link: https://www.econbiz.de/10015196978
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8
Can outstanding dividend payments be estimated by American options?
Desmettre, Sascha
;
Grün, Sarah
;
Korn, Ralf
- In:
Quantitative finance
18
(
2018
)
9
,
pp. 1437-1446
Persistent link: https://www.econbiz.de/10011913129
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9
Option prices and stock market momentum : evidence from China
Li, Jianping
;
Yao, Yanzhen
;
Chen, Yibing
;
Lee, Cheng F.
- In:
Quantitative finance
18
(
2018
)
9
,
pp. 1517-1529
Persistent link: https://www.econbiz.de/10011913187
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10
On VIX futures in the rough Bergomi model
Jacquier, Antoine
;
Martini, Claude
;
Muguruza, Aitor
- In:
Quantitative finance
18
(
2018
)
1
,
pp. 45-61
Persistent link: https://www.econbiz.de/10011905829
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