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~accessRights:"restricted"
~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz"
~isPartOf:"International journal of financial engineering"
~subject:"Black-Scholes-Modell"
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Black-Scholes-Modell
Option pricing theory
121
Optionspreistheorie
121
Stochastic process
54
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54
Volatility
46
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46
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36
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option pricing
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Ševčovič, Daniel
2
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1
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1
Chen, Bangren
1
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1
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1
Fan, Yulian
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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Ngoc Quynh Anh Nguyen
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Asia-Pacific financial markets
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
International journal of financial engineering
Computational economics
25
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21
The journal of computational finance
20
International journal of theoretical and applied finance
18
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13
The North American journal of economics and finance : a journal of financial economics studies
13
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10
Finance and stochastics
6
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5
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4
International Journal of Financial Markets and Derivatives : IJFMD
4
International journal of theoretical and applied finance : IJTAF
4
Journal of economic dynamics & control
4
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
4
Research paper series / Swiss Finance Institute
4
Computational Management Science : CMS
3
Decisions in economics and finance : DEF ; a journal of applied mathematics
3
Discussion paper / Centre for Economic Policy Research
3
International review of economics & finance : IREF
3
International review of financial analysis
3
Mathematics and financial economics
3
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3
Springer eBook Collection / Business and Economics
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Economic modelling
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Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 1
2
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 3
2
IMA journal of management mathematics
2
Journal of econometrics
2
Journal of economic studies
2
Journal of emerging market finance
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ECONIS (ZBW)
23
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1
Double barrier American put
option
pricing under uncertain volatility model
Zaineb, El Kharrazi
;
Sahar, Saoud
;
Zouhir, Mahani
- In:
International journal of financial engineering
8
(
2021
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012662317
Saved in:
2
Binomial tree method for
option
pricing : discrete Carr and Madan formula approach
Muroi, Yoshifumi
;
Saeki, Ryota
;
Suda, Shintaro
- In:
International journal of financial engineering
8
(
2021
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012662360
Saved in:
3
Price risk management by using dynamic hedging based on advanced Black-Scholes model
Lu, Peili
;
Shen, Jiaqi
;
Zhao, Liheng
;
Qin, Haoyang
; …
- In:
International journal of financial engineering
7
(
2020
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10012602709
Saved in:
4
Modeling of implied volatility surfaces of nifty index options
Dash, Mihir
- In:
International journal of financial engineering
6
(
2019
)
3
,
pp. 1-11
Persistent link: https://www.econbiz.de/10012314517
Saved in:
5
A meshless multiquadric quasi-interpolation method for time fractional Black-Scholes model
Pan, Gaoyongqi
;
Zhang, Shengliang
- In:
International journal of financial engineering
10
(
2023
)
2
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014304284
Saved in:
6
Implied volatility surfaces during the period of global financial crisis
Wirjanto, Tony S.
;
Zhu, Anyi
- In:
International journal of financial engineering
5
(
2018
)
1
,
pp. 1-50
Persistent link: https://www.econbiz.de/10011922944
Saved in:
7
Pricing perpetual put options by the Black-Scholes equation with a nonlinear volatility function
Grossinho, Maria do Rosário
;
Kord, Yaser
;
Ševčovič, …
- In:
Asia-Pacific financial markets
24
(
2017
)
4
,
pp. 291-308
Persistent link: https://www.econbiz.de/10011797690
Saved in:
8
Analytical approximation for spread
option
pricing in local volatility model
Yang, Ying
- In:
International journal of financial engineering
4
(
2017
)
4
,
pp. 1-17
Persistent link: https://www.econbiz.de/10011807086
Saved in:
9
Negative interest rates effects on
option
pricing : back to basics?
Burro, Giacomo
;
Giribone, Pier Giuseppe
;
Ligato, Simone
; …
- In:
International journal of financial engineering
4
(
2017
)
2/3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011778279
Saved in:
10
The pricing of average options with jump diffusion processes in the uncertain volatility model
Fan, Yulian
;
Zhang, Huadong
- In:
International journal of financial engineering
4
(
2017
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011673109
Saved in:
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