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subject:"Share price"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Volatilität"
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Search: subject_exact:"Black-Scholes model"
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Share price
Volatilität
Black-Scholes model
40
Black-Scholes-Modell
40
Theorie
33
Theory
33
Option pricing theory
14
Optionspreistheorie
14
Volatility
11
Option trading
10
Optionsgeschäft
10
Hedging
8
Stochastic process
7
Stochastischer Prozess
7
Search theory
5
Suchtheorie
5
Finanzmathematik
4
Mathematical finance
4
Börsenkurs
3
Portfolio selection
3
Portfolio-Management
3
American options
2
Analysis
2
Estimation
2
Experiment
2
Martingal
2
Martingale
2
Mathematical analysis
2
Risiko
2
Risikomaß
2
Risk
2
Risk measure
2
Schätzung
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Transaction costs
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Transaktionskosten
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stochastic volatility models
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1988-1990
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Aktienmarkt
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English
14
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Alòs, Elisa
1
Benaim, S.
1
Chen, Zhanyu
1
Cheng Ouyang
1
Comte, Fabienne
1
El Karoui, Nicole
1
Frey, Rüdiger
1
Friz, P.
1
Fukasawa, Masaaki
1
Gatheral, Jim
1
Goodman, Jonathan
1
Hsu, Elton P.
1
Jeanblanc, Monique
1
Kijima, Masaaki
1
Laurence, Peter
1
Lee, Roger W.
1
Li, Tiecheng
1
Lindberg, Carl
1
Mitchell, Daniel
1
Muthuraman, Kumar
1
Platen, Eckhard
1
Renault, Eric
1
Rheinländer, Thorsten
1
Schweizer, Martin
1
Shreve, Steven E.
1
Sircar, Kaushik Ronnie
1
Stremme, Alexander
1
Sturm, Stephan
1
Wang, Tai-ho
1
Zhang, Jin E.
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Mathematical finance : an international journal of mathematics, statistics and financial theory
International journal of theoretical and applied finance
39
Applied mathematical finance
16
The journal of computational finance
15
International journal of financial engineering
14
Quantitative finance
11
Review of derivatives research
11
The journal of futures markets
11
Journal of banking & finance
10
Asia-Pacific financial markets
9
Computational economics
7
Finance and stochastics
7
Journal of mathematical finance
7
Research paper series / Swiss Finance Institute
6
The journal of derivatives : the official publication of the International Association of Financial Engineers
6
Discussion paper / B
5
European journal of operational research : EJOR
5
Finance research letters
5
Journal of econometrics
5
The European journal of finance
5
Applied economics
4
Applied financial economics
4
Decisions in economics and finance : DEF ; a journal of applied mathematics
4
International journal of financial markets and derivatives
4
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
4
Review of quantitative finance and accounting
4
The North American journal of economics and finance : a journal of financial economics studies
4
The review of financial studies
4
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
Discussion papers of interdisciplinary research project 373
3
Finanzmarkt und Portfolio-Management
3
International journal of theoretical and applied finance : IJTAF
3
International review of financial analysis
3
Journal of derivatives & hedge funds
3
Journal of economic dynamics & control
3
Journal of emerging market finance
3
Journal of empirical finance
3
Journal of financial economics
3
Journal of risk and financial management : JRFM
3
Mathematics and financial economics
3
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ECONIS (ZBW)
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1
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:
2
From smile asymptotics to market risk measures
Sircar, Kaushik Ronnie
;
Sturm, Stephan
- In:
Mathematical finance : an international journal of …
25
(
2015
)
2
,
pp. 400-425
Persistent link: https://www.econbiz.de/10011350605
Saved in:
3
Boundary evolution equations for American options
Mitchell, Daniel
;
Goodman, Jonathan
;
Muthuraman, Kumar
- In:
Mathematical finance : an international journal of …
24
(
2014
)
3
,
pp. 505-532
Persistent link: https://www.econbiz.de/10010486015
Saved in:
4
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:
5
Asymptotics of implied volatility in local volatility models
Gatheral, Jim
;
Hsu, Elton P.
;
Laurence, Peter
;
Cheng Ouyang
- In:
Mathematical finance : an international journal of …
22
(
2012
)
4
,
pp. 591-620
Persistent link: https://www.econbiz.de/10009614946
Saved in:
6
Pricing and hedging American options analytically : a perturbation method
Zhang, Jin E.
;
Li, Tiecheng
- In:
Mathematical finance : an international journal of …
20
(
2010
)
1
,
pp. 59-87
Persistent link: https://www.econbiz.de/10003955680
Saved in:
7
Regular variation and smile asymptotics
Benaim, S.
;
Friz, P.
- In:
Mathematical finance : an international journal of …
19
(
2009
)
1
,
pp. 1-12
Persistent link: https://www.econbiz.de/10003818197
Saved in:
8
New-generated dependence and optimal portfolios for n stocks in a market of Barndorff-Nielsen and shephard type
Lindberg, Carl
- In:
Mathematical finance : an international journal of …
16
(
2006
)
3
,
pp. 549-568
Persistent link: https://www.econbiz.de/10003338695
Saved in:
9
The moment formula for implied volatility at extreme strikes
Lee, Roger W.
- In:
Mathematical finance : an international journal of …
14
(
2004
)
3
,
pp. 469-480
Persistent link: https://www.econbiz.de/10002125588
Saved in:
10
Monotonity and convexity of option prices revisited
Kijima, Masaaki
- In:
Mathematical finance : an international journal of …
12
(
2002
)
4
,
pp. 411-425
Persistent link: https://www.econbiz.de/10001741952
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