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Search: subject_exact:"Black-Scholes-Modell"
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Black-Scholes model
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Option pricing theory
45
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45
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Options : classic approaches to pricing and modelling
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Finanzwirtschaft, Kapitalmarkt und Banken : Festschrift für Manfred Steiner zum 60. Geburtstag
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Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
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Risk management decisions and value under uncertainty
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Sovereign risk and financial crises ; with 40 tables
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Trends in mathematical economics : dialogues between Southern Europe and Latin America
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University-business partnership through the Triple Helix Approach : [... workshops and roundtable debate "University-business partnership through the Triple Helix Approach" which took place at the International Conference "Europen Integration and Baltic Sea Region: Diversity and Perspectives", held in Riga from 26th to 27th September 2011]
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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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2
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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3
On the multidimensional Black-Scholes partial differential equation
Guillaume, Tristan
- In:
Decision making and risk/return optimization in …
,
(pp. 229-251)
.
2019
Persistent link: https://www.econbiz.de/10012134802
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4
Computing Greeks for Lévy models : the fourier transform approach
Olivera, Federico de
;
Mordecki, Ernesto
- In:
Trends in mathematical economics : dialogues between …
,
(pp. 99-121)
.
2016
Persistent link: https://www.econbiz.de/10011800675
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5
On comparison of the Black-Scholes and the Black-Merton stochastic models
Kowgier, Henryk
-
2012
Persistent link: https://www.econbiz.de/10009723641
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6
Fractional processes as models in stochastic finance
Bender, Christian
;
Sottinen, Tommi
;
Valkeila, Esko
- In:
Advanced mathematical methods for finance
,
(pp. 75-103)
.
2011
Persistent link: https://www.econbiz.de/10008991326
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7
Assessment of sovereign risk for South America : a structural approach
Karmann, Alexander
;
Maltritz, Dominik
- In:
Sovereign risk and financial crises ; with 40 tables
,
(pp. 51-74)
.
2004
Persistent link: https://www.econbiz.de/10002172570
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8
Optionspreise und implizite Kursprozesse
Wallmeier, Martin
- In:
Finanzwirtschaft, Kapitalmarkt und Banken : Festschrift …
,
(pp. 331-346)
.
2003
Persistent link: https://www.econbiz.de/10001736363
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9
Option pricing when underlying stock returns are discontinuous
Merton, Robert C.
- In:
Options : classic approaches to pricing and modelling
,
(pp. 157-177)
.
1999
Persistent link: https://www.econbiz.de/10001772453
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10
The valuation of options for alternative stochastic processes
Cox, John Carrington
;
Ross, Stephen A.
- In:
Options : classic approaches to pricing and modelling
,
(pp. 179-202)
.
1999
Persistent link: https://www.econbiz.de/10001772454
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