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subject:"Black-Scholes model"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of econometrics"
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Black-Scholes model
Option trading
108
Optionsgeschäft
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Option pricing theory
52
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Baule, Rainer
1
Caldana, Ruggero
1
Chen, Song Xi
1
Episcopos, Athanasios
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Fuh, Cheng-der
1
Fusai, Gianluca
1
Hull, John
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Lieberman, Offer
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Luo, Sheng-feng
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Journal of banking & finance
Journal of econometrics
International journal of theoretical and applied finance
22
Applied mathematical finance
12
Review of derivatives research
11
The journal of computational finance
11
Computational economics
10
International journal of financial engineering
10
Mathematical finance : an international journal of mathematics, statistics and financial theory
10
The journal of derivatives : the official publication of the International Association of Financial Engineers
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The North American journal of economics and finance : a journal of financial economics studies
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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European journal of operational research : EJOR
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International Journal of Financial Markets and Derivatives : IJFMD
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Journal of emerging market finance
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Journal of financial economics
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Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
3
Risks : open access journal
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The European journal of finance
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Working paper series / Centre for Practical Quantitative Finance
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Finanzmarkt und Portfolio-Management
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ECONIS (ZBW)
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1
Model risk and model choice in the case of barrier options and bonus certificates
Baule, Rainer
;
Shkel, David Sebastian
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013256692
Saved in:
2
Optimal delta hedging for options
Hull, John
;
White, Alan
- In:
Journal of banking & finance
82
(
2017
),
pp. 180-190
Persistent link: https://www.econbiz.de/10011816799
Saved in:
3
A multivariate stochastic unit root model with an application to derivative pricing
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 99-110
Persistent link: https://www.econbiz.de/10011743783
Saved in:
4
On implied volatility for options : some reasons to smile and more to correct
Chen, Song Xi
;
Xu, Zheng
- In:
Journal of econometrics
179
(
2014
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10010258291
Saved in:
5
Hermite polynomial based expansion of European option prices
Xiu, Dacheng
- In:
Journal of econometrics
179
(
2014
)
2
,
pp. 158-177
Persistent link: https://www.econbiz.de/10010372651
Saved in:
6
A general closed-form spread option pricing formula
Caldana, Ruggero
;
Fusai, Gianluca
- In:
Journal of banking & finance
37
(
2013
)
12
,
pp. 4893-4906
Persistent link: https://www.econbiz.de/10010342187
Saved in:
7
Pricing discrete path-dependent options under a double exponential jump-diffusion model
Fuh, Cheng-der
;
Luo, Sheng-feng
;
Yen, Ju-fang
- In:
Journal of banking & finance
37
(
2013
)
8
,
pp. 2702-2713
Persistent link: https://www.econbiz.de/10009776395
Saved in:
8
Bank capital regulation in a barrier option framework
Episcopos, Athanasios
- In:
Journal of banking & finance
32
(
2008
)
8
,
pp. 1677-1686
Persistent link: https://www.econbiz.de/10003749410
Saved in:
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