//--> //--> //-->
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
isPartOf:"Asia-Pacific financial markets"
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Entropie"
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: subject_exact:"Black-Scholes model"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Entropie
Black-Scholes model
109
Black-Scholes-Modell
108
Option pricing theory
71
Optionspreistheorie
71
Volatility
52
Volatilität
52
Option trading
35
Optionsgeschäft
35
Stochastic process
34
Stochastischer Prozess
34
Theorie
34
Theory
34
Hedging
18
Derivat
16
Derivative
16
Experiment
12
Monte Carlo simulation
6
Monte-Carlo-Simulation
6
Portfolio selection
6
Portfolio-Management
6
Statistical distribution
6
Statistische Verteilung
6
Transaction costs
6
Transaktionskosten
6
Interest rate
5
Option pricing
5
Zins
5
ARCH model
4
ARCH-Modell
4
Barrier option
4
Esscher transform
4
Numerical analysis
4
Numerisches Verfahren
4
Analysis
3
CAPM
3
Entropy
3
Estimation theory
3
Local volatility model
3
Mathematical analysis
3
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Gulko, Les
2
Liu, Yanxin
1
Ng, Andrew Cheuk-Yin
1
Siu-Hang Li, Johnny
1
Published in...
All
Asia-Pacific financial markets
International journal of theoretical and applied finance
The North American journal of economics and finance : a journal of financial economics studies
Economic dynamics and sustainable development ; Part 2
1
Finance research letters
1
International journal of financial engineering
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Option pricing under GARCH models with Hansen's skewed-t distributed innovations
Liu, Yanxin
;
Siu-Hang Li, Johnny
;
Ng, Andrew Cheuk-Yin
- In:
The North American journal of economics and finance : a …
31
(
2015
),
pp. 108-125
Persistent link: https://www.econbiz.de/10011511067
Saved in:
2
The entropy theory of bond option pricing
Gulko, Les
- In:
International journal of theoretical and applied finance
5
(
2002
)
4
,
pp. 355-383
Persistent link: https://www.econbiz.de/10001682218
Saved in:
3
The entropy theory of stock option pricing
Gulko, Les
- In:
International journal of theoretical and applied finance
2
(
1999
)
3
,
pp. 331-355
Persistent link: https://www.econbiz.de/10001437414
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->