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type_genre:"Case study"
~subject:"Black-Scholes-Modell"
~type_genre:"Book section"
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Black-Scholes-Modell
Black-Scholes model
88
Option pricing theory
50
Optionspreistheorie
50
Theorie
48
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48
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19
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19
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Options : classic approaches to pricing and modelling
11
Nonlinear models in mathematical finance : new research trends in option pricing
5
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
4
Financial derivatives : pricing and risk management
3
Financial engineering
3
Mathematical control theory and finance
3
Advances in finance and stochastics : essays in honour of Dieter Sondermann
2
Current topics in quantitative finance : with 23 tables
2
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 1
2
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 3
2
Recent advances in financial engineering : proceedings of the 2008 Daiwa International Workshop on Financial Engineering
2
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Advanced mathematical methods for finance
1
Alternative investments and strategies : credit, derivatives, CPPI, investments, risk
1
Asia Pacific financial markets in comparative perspective : issues and implications for the 21st century
1
Aufgaben von Wissenschaft und Praxis im nächsten Jahrzehnt : Festgabe AV Bodania, St. Gallen ; [1925 - 2000]
1
Bewertung und Einsatz von Finanzderivaten
1
Börsen, Banken und Kapitalmärkte : Festschrift für Hartmut Schmidt zum 65. Geburtstag
1
Capital budgeting valuation : financial analysis for today's investment projects
1
Computational methods in decision-making, economics and finance
1
Contemporary quantitative finance : essays in honour of Eckhard Platen
1
Contributions to accounting and finance : essays in honour of Paavo Yli-Olli
1
Credit risk : measurement, evaluation and management ; [on March 13th - 15th 2002, the 8th Econometric Workshop in Karlsruhe was held at the University of Karlsruhe (TH), Germany] ; with 85 figures
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Decision making and risk/return optimization in financial economics
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Die Folgen der Finanzkrise für Regulierung und Eigenkapital - Evolution oder Revolution in der Versicherungsbranche?
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Economic dynamics and sustainable development ; Part 2
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Financial mathematics : held in Bressanone, Italy, July 8 - 13, 1996
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Finanzwirtschaft, Kapitalmarkt und Banken : Festschrift für Manfred Steiner zum 60. Geburtstag
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Forecasting expected returns in the financial markets
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Forecasting volatility in the financial markets
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From nano to space : applied mathematics inspired by Roland Bulirsch
1
Frontiers in quantitative finance : volatility and credit risk modeling
1
Fuzzy engineering economics with applications
1
Globalización y desarrollo : alternativas y retos de la economía mexicana
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ECONIS (ZBW)
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Models of option pricing
Shao, Jia
;
Joseph, Nathan Lael
;
El-Masry, Ahmed A.
-
2024
Persistent link: https://www.econbiz.de/10015045544
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2
Alternative methods to derive option pricing models : review and comparison
Lee, Cheng F.
;
Chen, Yibing
;
Lee, John
-
2024
Persistent link: https://www.econbiz.de/10015045614
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3
Estimating binomial and Black & Scholes option pricing models : Excel, R Language, and SAS program approach
Kao, Lie Jane
;
Lee, John
;
Lee, Cheng F.
-
2024
Persistent link: https://www.econbiz.de/10015047563
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4
Estimating European and American option pricing models : Excel and SAS language approach
Chang, Jow-Ran
;
Lee, John
;
Lee, Cheng F.
-
2024
Persistent link: https://www.econbiz.de/10015050024
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5
Decision tree and Microsoft Excel approach for option pricing model
Chang, Jow-Ran
;
Lee, John
-
2024
Persistent link: https://www.econbiz.de/10015047742
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6
Probability-free models in option pricing : statistically indistinguishable dynamics and historical vs implied volatility
Brigo, Damiano
- In:
Options - 45 years since the publication of the …
,
(pp. 47-61)
.
2023
Persistent link: https://www.econbiz.de/10014366586
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7
Cumulant formulas for implied volatility
Lee, Roger
- In:
Options - 45 years since the publication of the …
,
(pp. 185-193)
.
2023
Persistent link: https://www.econbiz.de/10014366604
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8
Implied volatility asymptotics : Black-Scholes and beyond
Tankov, Peter
- In:
Options - 45 years since the publication of the …
,
(pp. 195-212)
.
2023
Persistent link: https://www.econbiz.de/10014366651
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9
A general theory of option pricing
Geršôn, Dāwid
- In:
Options - 45 years since the publication of the …
,
(pp. 293-330)
.
2023
Persistent link: https://www.econbiz.de/10014366656
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10
Closed form valuation of barrier options with stochastic barriers
Guillaume, Tristan
- In:
Risk management decisions and value under uncertainty
,
(pp. 1021-1050)
.
2022
Persistent link: https://www.econbiz.de/10013342082
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