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~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~subject:"Black-Scholes model"
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Black-Scholes model
Option pricing theory
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Optionspreistheorie
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DNB working paper
Working paper / National Bureau of Economic Research, Inc.
Research paper series / Swiss Finance Institute
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26th Australasian Finance and Banking Conference 2013
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Construction and interpretation of model-free implied volatility
Andersen, Torben
;
Bondarenko, Oleg
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2007
Persistent link: https://www.econbiz.de/10003556632
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2
Valuation of conditional pension liabilities and guarantees under sponsor vulnerability
Broeders, Dirk
-
2006
Persistent link: https://www.econbiz.de/10003322308
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3
Option hedging using empirical pricing kernels
Rosenberg, Joshua V.
;
Engle, Robert F.
-
1997
Persistent link: https://www.econbiz.de/10000643460
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