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~accessRights:"restricted"
~subject:"Behavioural finance"
~subject:"Black-Scholes model"
~subject:"Index futures"
~subject:"Option trading"
~subject:"Volatility"
~type_genre:"Aufsatz im Buch"
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Behavioural finance
Black-Scholes model
Index futures
Option trading
Volatility
Optionsgeschäft
24
Option pricing theory
20
Optionspreistheorie
20
Volatilität
9
Stochastic process
7
Stochastischer Prozess
7
Black-Scholes-Modell
6
Derivat
4
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United States
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option pricing
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2010-2013
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Black-Scholes multidimensional equation
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Characteristic function approximations
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982
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Guillaume, Tristan
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Bayer, Christian
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Bellalah, Mondher
1
Benth, Fred Espen
1
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1
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1
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1
Dobi, Doris
1
Geršôn, Dāwid
1
Giamouridis, Daniel
1
Giandomenico, Monia
1
Guiotto, Paolo
1
Hitaj, A.
1
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1
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1
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1
Lee, Yung-Hsin
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Legros, Florence
1
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1
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Sönmezer, Sıtkı
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Tai, Tzu
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Tédongap, Roméo
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Uğur, Ömür
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Wang, Jr-Yan
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Wang, Qi
1
Wei-Chung Miao, Daniel
1
Zhang, Yuan
1
Åkerlindh, Carl
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Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
6
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
3
Handbook of recent advances in commodity and financial modeling : quantitative methods in banking, finance, insurance, energy and commodity markets
2
Thought-leadership in supply chain finance and risk management
2
Advances of OR in commodities and financial modeling
1
Annals of operations research ; volume 264, numbers 1/2 (May 2018)
1
Decision making and risk/return optimization in financial economics
1
Equilibrium models for derivatives markets with frictions
1
Optimal financial decision making under uncertainty
1
Portfolio construction, measurement, and efficiency : essays in honor of Jack Treynor
1
Risk management decisions and value under uncertainty
1
Risk management decisions and wealth management in financial economics
1
Risk management, strategic thinking and leadership in the financial services industry : a proactive approach to strategic thinking
1
The Oxford handbook of pensions and retirement income
1
The Oxford handbook of quantitative asset management
1
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ECONIS (ZBW)
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1
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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2
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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3
A neural network approach to understanding implied volatility movements
Cao, Jay
;
Chen, Jacky
;
Hull, John
- In:
Options - 45 years since the publication of the …
,
(pp. 235-256)
.
2023
Persistent link: https://www.econbiz.de/10014366653
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4
Modeling volatility risk in equity options market : a statistical approach
Dobi, Doris
;
Avellaneda, Marco
- In:
Options - 45 years since the publication of the …
,
(pp. 257-292)
.
2023
Persistent link: https://www.econbiz.de/10014366655
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5
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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6
Options markets in China : the new frontier
Li, Haitao
;
Wang, Qi
- In:
Options - 45 years since the publication of the …
,
(pp. 451-468)
.
2023
Persistent link: https://www.econbiz.de/10014366667
Saved in:
7
Quadratic hedging and optimization of option exercise policies
Secomandi, Nicola
- In:
Thought-leadership in supply chain finance and risk …
,
(pp. 1-25)
.
2022
Persistent link: https://www.econbiz.de/10013334712
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8
Operations revenue insurance
Guiotto, Paolo
;
Roncoroni, Andrea
;
Tédongap, Roméo
- In:
Thought-leadership in supply chain finance and risk …
,
(pp. 27-52)
.
2022
Persistent link: https://www.econbiz.de/10013334716
Saved in:
9
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
Saved in:
10
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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