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isPartOf:"Asia-Pacific financial markets"
~isPartOf:"Applied financial economics"
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
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Search: subject_exact:"Black-Scholes model"
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Black-Scholes model
115
Black-Scholes-Modell
114
Option pricing theory
73
Optionspreistheorie
73
Volatility
56
Volatilität
56
Option trading
37
Optionsgeschäft
37
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Ko, Bangwon
4
Lee, Hangsuck
4
Takahashi, Akihiko
3
Fujita, Takahiko
2
Funahashi, Hideharu
2
Gobet, Emmanuel
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Gulko, Les
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Hok, Julien
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Huang, Hung-Hsi
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Kim, Yong-jin
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Lin, Shin-Hung
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Madan, Dilip B.
2
Milʹstejn, Grigorij N.
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Rogers, Leonard C. G.
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Steblovskaya, Victoria
2
Takaoka, Koichiro
2
Tsuzuki, Yukihiro
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Wilmott, Paul
2
Yor, Marc
2
Ševčovič, Daniel
2
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1
Aguilar, Jean-Philippe
1
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1
Albani, Vinícius
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Asia-Pacific financial markets
Applied financial economics
International journal of theoretical and applied finance
The North American journal of economics and finance : a journal of financial economics studies
Mathematical finance : an international journal of mathematics, statistics and financial theory
40
Applied mathematical finance
37
The journal of futures markets
33
The journal of computational finance
32
Computational economics
29
Finance and stochastics
29
The journal of derivatives : the official publication of the International Association of Financial Engineers
28
Review of derivatives research
25
International journal of financial engineering
22
Journal of mathematical finance
22
Quantitative finance
22
Journal of banking & finance
19
Journal of economic dynamics & control
13
Finance research letters
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Journal of econometrics
12
Options : classic approaches to pricing and modelling
11
The European journal of finance
11
Decisions in economics and finance : DEF ; a journal of applied mathematics
10
CoFE discussion papers
9
Research paper series / Swiss Finance Institute
9
Review of quantitative finance and accounting
9
Risks : open access journal
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The review of financial studies
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European journal of operational research : EJOR
8
International review of financial analysis
8
The journal of risk and insurance : the journal of the American Risk and Insurance Association
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Advances in futures and options research : a research annual
7
Annals of financial economics
7
Applied economics
7
Journal of derivatives & hedge funds
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Journal of risk and financial management : JRFM
7
The journal of finance : the journal of the American Finance Association
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Discussion paper / B
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Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
6
Finanzmarkt und Portfolio-Management
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International journal of financial markets and derivatives
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ECONIS (ZBW)
117
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1
Psychological barriers and option pricing in a local volatility model
Li, Dan
;
Liu, Lixin
;
Xu, Guangli
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014246900
Saved in:
2
Pricing European continuous-installment currency options with mean-reversion
Jeon, Junkee
;
Kim, Geonwoo
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013413559
Saved in:
3
Valuing lookback options with barrier
Lee, Hangsuck
;
Kim, Eunchae
;
Ko, Bangwon
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013449142
Saved in:
4
A semi-analytic valuation of two-asset barrier options and autocallable products using Brownian bridge
Lee, Hangsuck
;
Lee, Minha
;
Ko, Bangwon
- In:
The North American journal of economics and finance : a …
61
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013449375
Saved in:
5
Pricing American options with the Runge-Kutta-Legendre finite difference scheme
Le Floc'h, Fabien
- In:
International journal of theoretical and applied finance
24
(
2021
)
3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012652624
Saved in:
6
Replication scheme for the pricing of European options
Funahashi, Hideharu
- In:
International journal of theoretical and applied finance
24
(
2021
)
3
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012652628
Saved in:
7
Is the nonlinear hedge of options more effective? : evidence from the SSE 50 ETF options in China
Yu, Xiao-Jian
;
Wang, Zi-Ling
;
Xiao, Wei-Lin
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012665985
Saved in:
8
Analytical path-integral pricing of deterministic moving-barrier options under non-gaussian distributions
Catalão, André
;
Rosenfeld, Rogério
- In:
International journal of theoretical and applied finance
23
(
2020
)
1
,
pp. 1-52
Persistent link: https://www.econbiz.de/10012270883
Saved in:
9
Some pricing tools for the variance gamma model
Aguilar, Jean-Philippe
- In:
International journal of theoretical and applied finance
23
(
2020
)
4
,
pp. 1-35
Persistent link: https://www.econbiz.de/10012271024
Saved in:
10
Collocating volatility : a competitive alternative to stochastic local volatility models
Stoep, Anthonie W. van der
;
Grzelak, Lech A.
; …
- In:
International journal of theoretical and applied finance
23
(
2020
)
6
,
pp. 1-42
Persistent link: https://www.econbiz.de/10012496758
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