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~subject:"Option trading"
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Option trading
Volatility
43,822
Volatilität
43,560
Theorie
27,467
Theory
26,985
Capital structure
15,937
Kapitalstruktur
15,743
Optionspreistheorie
15,643
Option pricing theory
15,183
Derivat
14,932
Derivative
14,894
Börsenkurs
11,764
Share price
11,608
Hedging
10,669
Schätzung
10,334
Estimation
10,108
USA
8,545
United States
8,295
Kapitaleinkommen
8,264
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8,236
Welt
8,223
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8,105
ARCH-Modell
7,679
ARCH model
7,602
Portfolio-Management
7,391
Portfolio selection
7,348
Optionsgeschäft
6,636
Stochastischer Prozess
6,492
Stochastic process
6,388
Aktienmarkt
6,335
Stock market
6,261
Risk
5,927
Risiko
5,883
Wechselkurs
5,438
Exchange rate
5,332
Prognoseverfahren
4,652
Forecasting model
4,599
Risikomanagement
4,183
Finanzmarkt
4,095
Zeitreihenanalyse
4,068
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Free
2,118
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1,601
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96
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2
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2
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Cui, Zhenyu
36
Ryu, Doojin
34
Madan, Dilip B.
32
Hull, John
30
Carr, Peter
29
Wang, Xingchun
28
Perrakis, Stylianos
26
Zhang, Jin E.
26
Lee, Hangsuck
24
Fodor, Andy
22
Fusai, Gianluca
22
Stentoft, Lars
22
Kwok, Yue-Kuen
21
Joshi, Mark S.
20
Kelly, Bryan T.
20
Todorov, Viktor
20
Chiarella, Carl
19
Schoutens, Wim
19
Thomsett, Michael C.
19
Ewald, Christian-Oliver
18
Fabozzi, Frank J.
18
Poteshman, Allen M.
18
Jacobs, Kris
17
Andersen, Torben
16
Fusari, Nicola
16
Härdle, Wolfgang
16
Jackwerth, Jens Carsten
16
Kōnstantinidēs, Giōrgos
16
Li, Lingfei
16
Wu, Liuren
16
Zhu, Song-Ping
16
Bebchuk, Lucian A.
15
Bernales, Alejandro
15
Chang, Chuang-chang
15
Ruan, Xinfeng
15
Takahashi, Akihiko
15
Czerwonko, Michal
14
Giglio, Stefano
14
He, Xin-Jiang
14
Levendorskii, Sergei
14
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National Bureau of Economic Research
40
Centre for Analytical Finance <Århus>
10
Center for Economic Research <Tilburg>
7
Christian-Albrechts-Universität zu Kiel
4
Institut for Finansiering <Frederiksberg>
4
Chambre de commerce et d'industrie de Paris
3
Rodney L. White Center for Financial Research
3
Walter de Gruyter Inc.
3
European Parliament / Directorate-General for Internal Policies of the Union
2
International Centre for Trade and Sustainable Development
2
Judge Institute of Management Studies
2
Karlsruher Institut für Technologie
2
New York Institute of Finance
2
Svenska Handelshögskolan <Helsinki>
2
Weltwirtschaftsforum
2
Australian National University / Faculty of Economics and Commerce
1
Banco Central do Brasil
1
Bank für Internationalen Zahlungsausgleich
1
Berliner Wissenschafts-Verlag
1
Birkbeck College / Department of Economics
1
Business Information Centre <Toronto>
1
Börsen-Buchverlag
1
Center for International Food and Agricultural Policy
1
Centre for Actuarial Studies
1
Chicago, Ill. / Board of Trade
1
City University
1
Cornell University / Department of Agricultural, Resource and Managerial Economics
1
Deutsche Forschungsgemeinschaft
1
Deutschland / Bundeswehr / Universität Hamburg
1
EOE
1
Eberhard Karls Universität Tübingen
1
Energy, Mines and Resources, Canada
1
Erasmus Research Institute of Management
1
European Stability Mechanism
1
Expert Meeting on Crisis and Development in Latin America and the Caribbean, Santiago, Chile, 29.4.-3.5.1985
1
Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
1
Federal Reserve Bank of Chicago
1
Federal Reserve Bank of St. Louis
1
Federal Reserve System / Board of Governors
1
FernUniversität in Hagen
1
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Published in...
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The journal of futures markets
211
International journal of theoretical and applied finance
146
Journal of banking & finance
118
The journal of derivatives : the official publication of the International Association of Financial Engineers
98
Quantitative finance
92
Applied mathematical finance
85
Review of derivatives research
82
The journal of computational finance
81
Finance research letters
80
Finance and stochastics
61
Mathematical finance : an international journal of mathematics, statistics and financial theory
60
The North American journal of economics and finance : a journal of financial economics studies
56
Computational economics
53
Journal of economic dynamics & control
53
Journal of financial economics
51
International journal of financial engineering
46
International review of economics & finance : IREF
43
Journal of financial markets
43
European journal of operational research : EJOR
42
Journal of mathematical finance
41
NBER working paper series
40
Review of quantitative finance and accounting
37
Risks : open access journal
35
Journal of financial and quantitative analysis : JFQA
34
Management science : journal of the Institute for Operations Research and the Management Sciences
34
Research paper series / Swiss Finance Institute
34
The European journal of finance
32
NBER Working Paper
31
Working paper / National Bureau of Economic Research, Inc.
31
International review of financial analysis
30
The review of financial studies
30
The journal of derivatives : JOD
29
Insurance / Mathematics & economics
27
Applied economics
26
Applied economics letters
26
Economic modelling
26
The journal of finance : the journal of the American Finance Association
26
Asia-Pacific financial markets
25
Journal of risk and financial management : JRFM
24
Wiley trading series
23
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ECONIS (ZBW)
6,429
RePEc
1
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1
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10
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6,430
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date (oldest first)
1
The term structure of option-implied
volatility
and future realized
volatility
Shi, Yukun
;
Zhang, Hao
;
Xu, Yaofei
;
Zhao, Yang
- In:
Emerging markets, finance & trade : a journal of the …
55
(
2019
)
13
,
pp. 2997-3022
Persistent link: https://www.econbiz.de/10012211068
Saved in:
2
Effect of liquidity on the implied
volatility
surface in interest rate options markets
Kim, Kwanho
- In:
Global business and finance review
22
(
2017
)
3
,
pp. 45-60
Persistent link: https://www.econbiz.de/10011849353
Saved in:
3
Corrections in Heston model derivations for bond options
Mandal, Satrajit
;
Bhattacharya, Sujoy
- In:
International journal of bonds and derivatives
4
(
2018
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10012253419
Saved in:
4
Hedging
European derivatives with the polynomial variance
swap
under uncertain
volatility
environments
Takahashi, Akihiko
;
Tsuzuki, Yukihiro
;
Yamazaki, Akira
- In:
International journal of theoretical and applied finance
14
(
2011
)
4
,
pp. 485-505
Persistent link: https://www.econbiz.de/10009269373
Saved in:
5
Models of option pricing
Shao, Jia
;
Joseph, Nathan Lael
;
El-Masry, Ahmed A.
-
2024
Persistent link: https://www.econbiz.de/10015045544
Saved in:
6
Nowcasting networks
Chataigner, Marc
;
Crépey, Stéphane
;
Pu, Jiang
- In:
The journal of computational finance
24
(
2020
)
3
,
pp. 1-39
Persistent link: https://www.econbiz.de/10012543628
Saved in:
7
Inferring the implied
volatility
of SOFR-Based swaptions
Yueh, Meng-Lan
;
Wu, Cho-Jui
- In:
The journal of derivatives : JOD
31
(
2024
)
4
,
pp. 157-179
Persistent link: https://www.econbiz.de/10015200194
Saved in:
8
Riding the swaption curve
Duyvesteyn, Johan
;
Zwart, Gerben Jacobus de
- In:
Journal of banking & finance
59
(
2015
),
pp. 57-75
Persistent link: https://www.econbiz.de/10011544291
Saved in:
9
About long-term cross-currency Bermuda swaption pricing
Erkan, Bünyamin
;
Prigent, Jean-Luc
- In:
Computational economics
56
(
2020
)
1
,
pp. 239-262
Persistent link: https://www.econbiz.de/10012272028
Saved in:
10
Pricing swaptions and zero-coupon futures options under the discrete-time arbitrage-free Nelson-Siegel model
Godin, Frédéric
;
Eghbalzadeh, Ramin
;
Gaillardetz, Patrice
- In:
Review of derivatives research
26
(
2023
)
2/3
,
pp. 171-206
Persistent link: https://www.econbiz.de/10014423872
Saved in:
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