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Search: "Black-Scholes model"
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Advances in futures and options research : a research annual
Discussion paper / B
International journal of theoretical and applied finance
79
Mathematical finance : an international journal of mathematics, statistics and financial theory
40
Applied mathematical finance
39
The journal of computational finance
33
The journal of futures markets
33
Computational economics
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Review of derivatives research
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International journal of financial engineering
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Journal of mathematical finance
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Journal of banking & finance
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The North American journal of economics and finance : a journal of financial economics studies
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Finance research letters
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Journal of economic dynamics & control
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Options : classic approaches to pricing and modelling
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Risks : open access journal
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The European journal of finance
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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CoFE discussion papers
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Research paper series / Swiss Finance Institute
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Review of quantitative finance and accounting
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The review of financial studies
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European journal of operational research : EJOR
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International review of financial analysis
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The journal of risk and insurance : the journal of the American Risk and Insurance Association
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Annals of financial economics
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Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
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Finanzmarkt und Portfolio-Management
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International Journal of Theoretical and Applied Finance (IJTAF)
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ECONIS (ZBW)
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1
Valuation of barrier options in a Black-Scholes setup with jump risk
Leisen, Dietmar
-
1999
Persistent link: https://www.econbiz.de/10001355949
Saved in:
2
The economic significance of the forecast bias of S&P 100 index option implied volatility
Fleming, Jeff
- In:
Advances in futures and options research : a research annual
10
(
1999
),
pp. 219-251
Persistent link: https://www.econbiz.de/10001434835
Saved in:
3
Superreplication in stochastic volatility models and optimal stopping
Frey, Rüdiger
-
1998
Persistent link: https://www.econbiz.de/10000993233
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4
Asian exchange rate options under stochastic interest rates : pricing as a sum of delayed payment options
Aase Nielsen, Jørgen
;
Sandmann, Klaus
-
1998
Persistent link: https://www.econbiz.de/10001387512
Saved in:
5
Derivative asset analysis in models with level-dependent and stochastic volatility
Frey, Rüdiger
-
1997
Persistent link: https://www.econbiz.de/10000959999
Saved in:
6
The valuation of American options with the method of lines
Meyer, Gunter H.
- In:
Advances in futures and options research : a research annual
9
(
1997
),
pp. 265-285
Persistent link: https://www.econbiz.de/10001226748
Saved in:
7
Numeraire invariance and generalized risk neutral valuation
Kocić, Aleksandar
- In:
Advances in futures and options research : a research annual
9
(
1997
),
pp. 157-173
Persistent link: https://www.econbiz.de/10001226761
Saved in:
8
Average inter-security correlation coefficients : implications for the timing of hedging decisions
Brooks, Robert
- In:
Advances in futures and options research : a research annual
9
(
1997
),
pp. 129-155
Persistent link: https://www.econbiz.de/10001226763
Saved in:
9
The skewness premium : option pricing under asymmetric processes
Bates, David S.
- In:
Advances in futures and options research : a research annual
9
(
1997
),
pp. 51-82
Persistent link: https://www.econbiz.de/10001226772
Saved in:
10
Using stock price as numeraire in option pricing models with nonconstant volatility
Li, Anlong
- In:
Advances in futures and options research : a research annual
9
(
1997
),
pp. 37-49
Persistent link: https://www.econbiz.de/10001226775
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