//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~type_genre:"Forschungsbericht"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: "Black-Scholes-Modell"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Black-Scholes model
9
Black-Scholes-Modell
9
Theorie
9
Theory
9
Option pricing theory
8
Optionspreistheorie
8
Stochastic process
4
Stochastischer Prozess
4
Volatility
4
Volatilität
4
Hedging
2
Option trading
2
Optionsgeschäft
2
Binomial Model
1
Börsenkurs
1
Currency option
1
Derivat
1
Derivative
1
Devisenoption
1
Dividend
1
Dividende
1
Finanzmathematik
1
Interest rate
1
Mathematical finance
1
Nichtlineare Regression
1
Nonlinear regression
1
Numerisches Verfahren
1
Optionsmarkt
1
Probability theory
1
Search theory
1
Share price
1
Suchtheorie
1
Wahrscheinlichkeitsrechnung
1
Zins
1
more ...
less ...
Type of publication
All
Book / Working Paper
9
Type of publication (narrower categories)
All
Forschungsbericht
Article in journal
941
Aufsatz in Zeitschrift
941
Graue Literatur
198
Non-commercial literature
198
Working Paper
197
Arbeitspapier
172
Aufsatz im Buch
80
Book section
80
Hochschulschrift
58
Thesis
49
Lehrbuch
47
Textbook
46
Reprint
11
Aufsatzsammlung
8
Dissertation u.a. Prüfungsschriften
8
Handbook
7
Handbuch
7
Collection of articles written by one author
6
Glossar enthalten
6
Glossary included
6
Sammlung
6
Bibliografie enthalten
5
Bibliography included
5
CD-ROM, DVD
5
Collection of articles of several authors
4
Conference paper
4
Konferenzbeitrag
4
Sammelwerk
4
Accompanied by computer file
3
Amtsdruckschrift
3
Bibliografie
3
Case study
3
Einführung
3
Elektronischer Datenträger als Beilage
3
Fallstudie
3
Government document
3
Systematic review
3
Übersichtsarbeit
3
Article
1
more ...
less ...
Language
All
English
8
German
1
Author
All
Frey, Rüdiger
3
Ehrhardt, Matthias
2
Aase Nielsen, Jørgen
1
Kruse, Susanne
1
Leisen, Dietmar
1
Mickens, Ronald E.
1
Müller, Marlene
1
Popovici, Stefan Alex
1
Sandmann, Klaus
1
more ...
less ...
Published in...
All
Discussion paper / B
5
Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik
2
Berichte des Fraunhofer ITWM
1
Forschungsbericht
1
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Pricing American call options under the assumption of stochastic dividends : an application of the Korn-Rogers-Model
Kruse, Susanne
;
Müller, Marlene
-
2009
Persistent link: https://www.econbiz.de/10009723047
Saved in:
2
Fast, stable and accurate method for the Black-Scholes equation of American options
Ehrhardt, Matthias
;
Mickens, Ronald E.
-
2008
Persistent link: https://www.econbiz.de/10003716552
Saved in:
3
Nonlinear models in option pricing : an introduction
Ehrhardt, Matthias
-
2008
Persistent link: https://www.econbiz.de/10012878322
Saved in:
4
Schnelle numerische Verfahren zur Bewertung von europäischen Optionen in erweiterten Black-Scholes Marktmodellen
Popovici, Stefan Alex
-
2002
Persistent link: https://www.econbiz.de/10001691707
Saved in:
5
Valuation of barrier options in a Black-Scholes setup with jump risk
Leisen, Dietmar
-
1999
Persistent link: https://www.econbiz.de/10001355949
Saved in:
6
Superreplication in stochastic volatility models and optimal stopping
Frey, Rüdiger
-
1998
Persistent link: https://www.econbiz.de/10000993233
Saved in:
7
Asian exchange rate options under stochastic interest rates : pricing as a sum of delayed payment options
Aase Nielsen, Jørgen
;
Sandmann, Klaus
-
1998
Persistent link: https://www.econbiz.de/10001387512
Saved in:
8
Derivative asset analysis in models with level-dependent and stochastic volatility
Frey, Rüdiger
-
1997
Persistent link: https://www.econbiz.de/10000959999
Saved in:
9
Market volatility and feedback effects from dynamic hedging
Frey, Rüdiger
-
1995
Persistent link: https://www.econbiz.de/10000908124
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->