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subject:"Black-Scholes model"
~isPartOf:"Journal of econometrics"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
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Black-Scholes model
Option trading
63
Optionsgeschäft
63
Option pricing theory
47
Optionspreistheorie
47
Theorie
39
Theory
39
Volatility
17
Volatilität
17
Black-Scholes-Modell
13
Stochastic process
13
Stochastischer Prozess
13
Hedging
11
Derivat
9
Derivative
9
Estimation
5
Schätzung
5
Yield curve
5
Zinsstruktur
5
Portfolio selection
4
Portfolio-Management
4
Search theory
4
Statistical distribution
4
Statistische Verteilung
4
Suchtheorie
4
American options
3
Börsenkurs
3
Estimation theory
3
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Options
3
Schätztheorie
3
Share price
3
Stochastic volatility
3
Swap
3
Transaction costs
3
Transaktionskosten
3
Aktienindex
2
Bias
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English
13
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Alòs, Elisa
1
Buchen, Peter W.
1
Carmona, René
1
Chen, Song Xi
1
Chen, Zhanyu
1
Dolinsky, Yan
1
Frey, Rüdiger
1
Fukasawa, Masaaki
1
Göttsche, Ove E.
1
Konstandatos, Otto
1
Kyprianou, Andreas E.
1
Kühn, Christoph
1
Lieberman, Offer
1
Phillips, Peter C. B.
1
Rheinländer, Thorsten
1
Stremme, Alexander
1
Touzi, Nizar
1
Vellekoop, Michel
1
Večeř, Jan
1
Xiu, Dacheng
1
Xu, Zheng
1
Yong, Jiongmin
1
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Journal of econometrics
Mathematical finance : an international journal of mathematics, statistics and financial theory
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
The journal of derivatives : the official publication of the International Association of Financial Engineers
10
The North American journal of economics and finance : a journal of financial economics studies
9
Quantitative finance
8
Journal of mathematical finance
7
Finance and stochastics
6
Journal of economic dynamics & control
6
Applied economics
5
Journal of banking & finance
5
Journal of derivatives & hedge funds
5
The journal of futures markets
5
Asia-Pacific financial markets
4
Finance research letters
4
International journal of theoretical and applied finance : IJTAF
4
Journal of risk and financial management : JRFM
4
Annals of finance
3
Decisions in economics and finance : DEF ; a journal of applied mathematics
3
European journal of operational research : EJOR
3
International Journal of Financial Markets and Derivatives : IJFMD
3
Journal of emerging market finance
3
Journal of financial economics
3
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
3
Risks : open access journal
3
The European journal of finance
3
Working paper series / Centre for Practical Quantitative Finance
3
Applied financial economics
2
Cogent economics & finance
2
Discussion paper / B
2
Economic modelling
2
Finanzmarkt und Portfolio-Management
2
International review of economics & finance : IREF
2
International review of financial analysis
2
Investment management and financial innovations
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ECONIS (ZBW)
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1
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:
2
Valuation of barrier options via a general self-duality
Alòs, Elisa
;
Chen, Zhanyu
;
Rheinländer, Thorsten
- In:
Mathematical finance : an international journal of …
26
(
2016
)
3
,
pp. 492-515
Persistent link: https://www.econbiz.de/10011583542
Saved in:
3
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:
4
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:
5
Black-scholes representation for Asian options
Večeř, Jan
- In:
Mathematical finance : an international journal of …
24
(
2014
)
3
,
pp. 598-626
Persistent link: https://www.econbiz.de/10010485999
Saved in:
6
Limit theorems for partial hedging under transaction costs
Dolinsky, Yan
- In:
Mathematical finance : an international journal of …
24
(
2014
)
3
,
pp. 567-597
Persistent link: https://www.econbiz.de/10010486001
Saved in:
7
The normalizing transformation of the implied volatility smile
Fukasawa, Masaaki
- In:
Mathematical finance : an international journal of …
22
(
2012
)
4
,
pp. 753-762
Persistent link: https://www.econbiz.de/10009614936
Saved in:
8
The early exercise premium for the American put under discrete dividends
Göttsche, Ove E.
;
Vellekoop, Michel
- In:
Mathematical finance : an international journal of …
21
(
2011
)
2
,
pp. 335-354
Persistent link: https://www.econbiz.de/10008935660
Saved in:
9
Optimal multiple stopping and valuation of swing options
Carmona, René
;
Touzi, Nizar
- In:
Mathematical finance : an international journal of …
18
(
2008
)
2
,
pp. 239-268
Persistent link: https://www.econbiz.de/10003683246
Saved in:
10
Callable puts as composite exotic options
Kühn, Christoph
;
Kyprianou, Andreas E.
- In:
Mathematical finance : an international journal of …
17
(
2007
)
4
,
pp. 487-502
Persistent link: https://www.econbiz.de/10003626591
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