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~isPartOf:"Finanzmarkt und Portfolio-Management"
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~subject:"Volatility"
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Volatility
Black-Scholes model
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1988-1992
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Adam, Michael
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Annals of financial economics
Finanzmarkt und Portfolio-Management
International journal of theoretical and applied finance
53
Mathematical finance : an international journal of mathematics, statistics and financial theory
38
Applied mathematical finance
29
Finance and stochastics
24
The journal of futures markets
24
The journal of computational finance
23
The journal of derivatives : the official publication of the International Association of Financial Engineers
20
Review of derivatives research
17
Asia-Pacific financial markets
16
International journal of financial engineering
16
Journal of banking & finance
13
Quantitative finance
13
Options : classic approaches to pricing and modelling
11
The European journal of finance
10
Decisions in economics and finance : DEF ; a journal of applied mathematics
9
Journal of econometrics
9
Computational economics
8
Journal of economic dynamics & control
8
The review of financial studies
8
CoFE discussion papers
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Finance research letters
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Journal of mathematical finance
7
Advances in futures and options research : a research annual
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Discussion paper / B
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Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
6
Applied financial economics
5
European journal of operational research : EJOR
5
International review of financial analysis
5
Journal of financial economics
5
Mathematical methods of operations research
5
The North American journal of economics and finance : a journal of financial economics studies
5
The journal of risk and insurance : the journal of the American Risk and Insurance Association
5
Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
5
Working paper series / Centre for Practical Quantitative Finance
5
Applied economics
4
International review of economics & finance : IREF
4
Journal of derivatives & hedge funds
4
Journal of financial and quantitative analysis : JFQA
4
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
4
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1
A novel method for arbitrage-free option surface construction
Orosi, Greg
- In:
Annals of financial economics
14
(
2019
)
4
,
pp. 1-14
Persistent link: https://www.econbiz.de/10012226655
Saved in:
2
Statistical arbitrage in the multi-asset Black-Scholes economy
Göncü, Ahmet
;
Akyildirim, Erdinc
- In:
Annals of financial economics
12
(
2017
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011716058
Saved in:
3
Are real options "real"? : isolating uncertainty from risk in real options analysis
So, Leh-Chyan
- In:
Annals of financial economics
9
(
2014
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10010489151
Saved in:
4
Risk value analysis of covered short call and protective put portfolio strategies
Adam, Michael
;
Maurer, Raimond
- In:
Finanzmarkt und Portfolio-Management
13
(
1999
)
4
,
pp. 431-449
Persistent link: https://www.econbiz.de/10001517964
Saved in:
5
Heath, Jarrow, Morton made easy : zur präferenzfreien Bewertung von Swaptions
Rudolf, Markus
- In:
Finanzmarkt und Portfolio-Management
12
(
1998
)
2
,
pp. 170-196
Persistent link: https://www.econbiz.de/10001407737
Saved in:
6
Volatilitäts-Smile von Dax®-Optionen
Ripper, Klaus
;
Günzel, Achim
- In:
Finanzmarkt und Portfolio-Management
11
(
1997
)
4
,
pp. 470-479
Persistent link: https://www.econbiz.de/10001456611
Saved in:
7
The jump-diffusion process in Swiss stock returns and its influence on option valuation
Bruand, Martin
- In:
Finanzmarkt und Portfolio-Management
10
(
1996
)
1
,
pp. 75-98
Persistent link: https://www.econbiz.de/10001221522
Saved in:
8
The valuation of options for constant elasticity of variance processes : a review of the theory and empirical evidence for options written on Swiss stocks
Adjaoute, Kpate
- In:
Finanzmarkt und Portfolio-Management
7
(
1993
)
4
,
pp. 495-509
Persistent link: https://www.econbiz.de/10001222030
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