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~isPartOf:"Annals of financial economics"
~isPartOf:"International journal of financial engineering"
~source:"econis"
~subject:"Volatility"
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Search: subject_exact:"Black-Scholes-Modell"
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Volatility
Black-Scholes model
28
Black-Scholes-Modell
28
Option pricing theory
24
Optionspreistheorie
24
Volatilität
16
Option trading
11
Optionsgeschäft
11
Stochastic process
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Option pricing
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option pricing
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Black-Scholes formula
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nonlinear feedback control
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options pricing
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American put option
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Tri Minh Nguyen
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Annals of financial economics
International journal of financial engineering
International journal of theoretical and applied finance
38
Applied mathematical finance
16
The journal of computational finance
15
Mathematical finance : an international journal of mathematics, statistics and financial theory
11
Quantitative finance
11
Review of derivatives research
11
Journal of banking & finance
10
The journal of futures markets
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Asia-Pacific financial markets
9
Computational economics
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6
The journal of derivatives : the official publication of the International Association of Financial Engineers
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European journal of operational research : EJOR
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Finance research letters
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Journal of econometrics
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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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Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
4
Research paper series / Swiss Finance Institute
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Review of quantitative finance and accounting
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The North American journal of economics and finance : a journal of financial economics studies
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Finanzmarkt und Portfolio-Management
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International journal of theoretical and applied finance : IJTAF
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International review of financial analysis
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Journal of derivatives & hedge funds
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Journal of economic dynamics & control
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Journal of emerging market finance
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Journal of empirical finance
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Journal of financial economics
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Journal of risk and financial management : JRFM
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Mathematics and financial economics
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Risk and decision analysis
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Risks : open access journal
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The review of financial studies
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Working paper / National Bureau of Economic Research, Inc.
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1
Improvized implied volatility function and nonparametric approach to unbiased estimation
Muhammad, Atif Sattar
;
Zhang, Hailiang
;
Kanwal, Samra
; …
- In:
International journal of financial engineering
10
(
2023
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014251229
Saved in:
2
Fast generation of implied volatility surface : optimize the traditional numerical analysis and machine learning
Yen, Jerome
;
Chen, Bangren
;
Wu, KangZahng
;
Yen, Joseph
- In:
International journal of financial engineering
8
(
2021
)
2
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012662246
Saved in:
3
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:
4
Empirical performance of stochastic volatility option pricing models
Stilger, Przemyslaw S.
;
Ngoc Quynh Anh Nguyen
;
Tri Minh …
- In:
International journal of financial engineering
8
(
2021
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012654781
Saved in:
5
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:
6
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:
7
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:
8
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:
9
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:
10
Asymmetries in financial returns
Madan, Dilip B.
;
Wang, King
- In:
International journal of financial engineering
4
(
2017
)
4
,
pp. 1-37
Persistent link: https://www.econbiz.de/10011807103
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