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subject:"Black-Scholes model"
~isPartOf:"Applied economics"
~isPartOf:"Decisions in economics and finance : DEF ; a journal of applied mathematics"
~subject:"CAPM"
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Black-Scholes model
CAPM
Option trading
35
Optionsgeschäft
35
Option pricing theory
26
Optionspreistheorie
26
Volatility
18
Volatilität
18
Black-Scholes-Modell
8
Theorie
8
Theory
8
Stochastic process
6
Stochastischer Prozess
6
Estimation
5
Schätzung
5
Aktienoption
3
Capital income
3
Derivat
3
Derivative
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Hedging
3
Index futures
3
Index-Futures
3
Kapitaleinkommen
3
Risiko
3
Risk
3
Securities trading
3
Statistical distribution
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Statistische Verteilung
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Stock option
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Wertpapierhandel
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Behavioural finance
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Börsenkurs
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Forecasting model
2
Implied volatility
2
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Option pricing
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11
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Gehricke, Sebastian A.
2
Zhang, Jin E.
2
Alòs, Elisa
1
Aziz, Saqib
1
Chen, Jian
1
Elyasiani, Elyas
1
Gaudenzi, Marcellino
1
Grosse-Erdmann, Karl-Goswin
1
Guo, Wei
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Heuwelyckx, Fabien
1
Jalan, Akanksha
1
Jourdain, Benjamin
1
León, Jorge A.
1
Lin, Chien-chih
1
Ma, Chenghu
1
Matkovskyy, Roman
1
Muzzioli, Silvia
1
Pressacco, Flavio
1
Ruan, Xinfeng
1
Zanette, Antonino
1
Ze-To, Samuel Yau Man
1
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Applied economics
Decisions in economics and finance : DEF ; a journal of applied mathematics
International journal of theoretical and applied finance
25
Review of derivatives research
13
Finance and stochastics
12
Applied mathematical finance
11
Computational economics
11
The journal of computational finance
11
The journal of derivatives : the official publication of the International Association of Financial Engineers
11
International journal of financial engineering
10
Mathematical finance : an international journal of mathematics, statistics and financial theory
10
Journal of banking & finance
9
The North American journal of economics and finance : a journal of financial economics studies
9
Journal of mathematical finance
8
Quantitative finance
8
The journal of futures markets
8
Journal of economic dynamics & control
7
Finance research letters
5
Journal of derivatives & hedge funds
5
Journal of financial economics
5
wi - Wirtschaft
5
Always learning
4
Asia-Pacific financial markets
4
Europäische Hochschulschriften / 5
4
International journal of theoretical and applied finance : IJTAF
4
Journal of risk and financial management : JRFM
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
The review of financial studies
4
Annals of finance
3
Discussion paper / B
3
European journal of operational research : EJOR
3
International review of economics & finance : IREF
3
Journal of econometrics
3
Journal of emerging market finance
3
Journal of empirical finance
3
Journal of risk
3
Mathematics of operations research
3
Operations research letters
3
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
3
Review of quantitative finance and accounting
3
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ECONIS (ZBW)
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1
The power of deterministic option-implied trees in pricing European options
Elyasiani, Elyas
;
Muzzioli, Silvia
- In:
Applied economics
54
(
2022
)
22
,
pp. 2596-2609
Persistent link: https://www.econbiz.de/10013171107
Saved in:
2
The Bitcoin options market : a first look at pricing and risk
Jalan, Akanksha
;
Matkovskyy, Roman
;
Aziz, Saqib
- In:
Applied economics
53
(
2021
)
17
,
pp. 2026-2041
Persistent link: https://www.econbiz.de/10012500934
Saved in:
3
The implied volatility smirk in SPY options
Guo, Wei
;
Gehricke, Sebastian A.
;
Ruan, Xinfeng
;
Zhang, …
- In:
Applied economics
53
(
2021
)
23
,
pp. 2671-2692
Persistent link: https://www.econbiz.de/10012501393
Saved in:
4
The implied volatility smirk in the VXX options market
Gehricke, Sebastian A.
;
Zhang, Jin E.
- In:
Applied economics
52
(
2020
)
8
,
pp. 769-788
Persistent link: https://www.econbiz.de/10012197465
Saved in:
5
A note on the implied volatility of floating strike Asian options
Alòs, Elisa
;
León, Jorge A.
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 743-758
Persistent link: https://www.econbiz.de/10012127320
Saved in:
6
Option implied beta and option return
Ze-To, Samuel Yau Man
- In:
Applied economics
50
(
2018
)
2
,
pp. 128-142
Persistent link: https://www.econbiz.de/10011845923
Saved in:
7
The pricing of lookback options and binomial approximation
Grosse-Erdmann, Karl-Goswin
;
Heuwelyckx, Fabien
- In:
Decisions in economics and finance : DEF ; a journal of …
39
(
2016
)
1
,
pp. 33-67
Persistent link: https://www.econbiz.de/10011451641
Saved in:
8
Risk aversion, fanning preference and volatility smirk on S&P 500 index options
Chen, Jian
;
Ma, Chenghu
- In:
Applied economics
48
(
2016
)
34/36
,
pp. 3277-3292
Persistent link: https://www.econbiz.de/10011617231
Saved in:
9
Option smiling when investors' estimates of asset volatility disagree
Lin, Chien-chih
- In:
Applied economics
46
(
2014
)
31/33
,
pp. 3812-3827
Persistent link: https://www.econbiz.de/10010419898
Saved in:
10
A moments and strike matching binominal algorithm for pricing American put options
Jourdain, Benjamin
;
Zanette, Antonino
- In:
Decisions in economics and finance : DEF ; a journal of …
31
(
2008
)
1
,
pp. 33-49
Persistent link: https://www.econbiz.de/10003771585
Saved in:
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