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~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"Decisions in economics and finance : DEF ; a journal of applied mathematics"
~subject:"Theorie"
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Search: subject_exact:"Black-Scholes option pricing model"
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Theorie
Black-Scholes model
28
Black-Scholes-Modell
28
Option pricing theory
16
Optionspreistheorie
16
Theory
13
Volatility
13
Volatilität
13
Stochastic process
8
Stochastischer Prozess
8
Option trading
7
Optionsgeschäft
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Derivat
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Estimation theory
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Interest rate
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Schätztheorie
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Malliavin calculus
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Option pricing
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Risikoprämie
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Risk model
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Transaction costs
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Transaktionskosten
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Yield curve
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Alternating direction implicit (ADI) method
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Analysis
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Asia
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Asian options
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Asien
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English
13
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Fujita, Takahiko
2
Kim, Yong-jin
2
Assa, Hirbod
1
Campi, Luciano
1
Gaudenzi, Marcellino
1
Ishimura, Naoyuki
1
Jourdain, Benjamin
1
Kagenishi, Yoshiteru
1
Kunitomo, Naoto
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Miura, Ryozo
1
Nieuwenhuis, J. H.
1
Pressacco, Flavio
1
Shinohara, Yoshitane
1
Shirakawa, Hiroshi
1
Takahashi, Akihiko
1
Vellekoop, Michel
1
Zanette, Antonino
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Asia-Pacific financial markets
Decisions in economics and finance : DEF ; a journal of applied mathematics
Mathematical finance : an international journal of mathematics, statistics and financial theory
33
International journal of theoretical and applied finance
24
Finance and stochastics
20
Applied mathematical finance
18
The journal of futures markets
17
The journal of derivatives : the official publication of the International Association of Financial Engineers
16
Options : classic approaches to pricing and modelling
11
Review of derivatives research
10
The journal of computational finance
9
CoFE discussion papers
7
The review of financial studies
7
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
6
The European journal of finance
6
Advances in futures and options research : a research annual
5
Discussion paper / B
5
Finanzmarkt und Portfolio-Management
5
Journal of economic dynamics & control
5
Mathematical methods of operations research
5
Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
5
Working paper series / Centre for Practical Quantitative Finance
5
Journal of banking & finance
4
Journal of econometrics
4
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
4
Advances in quantitative analysis of finance and accounting : a research annual
3
Berichte zur Stochastik und verwandten Gebieten
3
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
Finance research letters
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Graduate studies in mathematics : GSM
3
International review of economics & finance : IREF
3
International review of financial analysis
3
Journal of financial and quantitative analysis : JFQA
3
Journal of political economy
3
Kredit und Kapital
3
Mathematical control theory and finance
3
Nonlinear models in mathematical finance : new research trends in option pricing
3
Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik
3
Reihe Quantitative Ökonomie : Ökon
3
Review of Pacific Basin financial markets and policies
3
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ECONIS (ZBW)
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1
Risk management under a prudential policy
Assa, Hirbod
- In:
Decisions in economics and finance : DEF ; a journal of …
38
(
2015
)
2
,
pp. 217-230
Persistent link: https://www.econbiz.de/10011342170
Saved in:
2
Remarks on the nonlinear Black-Scholes equations with the effect of transaction costs
Ishimura, Naoyuki
- In:
Asia-Pacific financial markets
17
(
2010
)
3
,
pp. 241-259
Persistent link: https://www.econbiz.de/10009237116
Saved in:
3
A moments and strike matching binominal algorithm for pricing American put options
Jourdain, Benjamin
;
Zanette, Antonino
- In:
Decisions in economics and finance : DEF ; a journal of …
31
(
2008
)
1
,
pp. 33-49
Persistent link: https://www.econbiz.de/10003771585
Saved in:
4
Arbitrage and completeness in financial markets with given N-dimensional distributions
Campi, Luciano
- In:
Decisions in economics and finance : DEF ; a journal of …
27
(
2004
)
1
,
pp. 57-80
Persistent link: https://www.econbiz.de/10002092513
Saved in:
5
Weak convergence of tree methods to price options on defaultable assets
Nieuwenhuis, J. H.
;
Vellekoop, Michel
- In:
Decisions in economics and finance : DEF ; a journal of …
27
(
2004
)
2
,
pp. 87-107
Persistent link: https://www.econbiz.de/10003095202
Saved in:
6
An efficient binomial method for pricing American options
Gaudenzi, Marcellino
;
Pressacco, Flavio
- In:
Decisions in economics and finance : DEF ; a journal of …
26
(
2003
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10003837087
Saved in:
7
Edokko options : a new framework of barrier options
Fujita, Takahiko
;
Miura, Ryozo
- In:
Asia-Pacific financial markets
9
(
2002
)
2
,
pp. 141-151
Persistent link: https://www.econbiz.de/10001758329
Saved in:
8
Option pricing under stochastic interest rates : an empirical investigation
Kim, Yong-jin
- In:
Asia-Pacific financial markets
9
(
2002
)
1
,
pp. 23-44
Persistent link: https://www.econbiz.de/10001722346
Saved in:
9
A note on computation of implied volatility
Kagenishi, Yoshiteru
;
Shinohara, Yoshitane
- In:
Asia-Pacific financial markets
8
(
2001
)
4
,
pp. 361-368
Persistent link: https://www.econbiz.de/10001712367
Saved in:
10
A note on the joint distribution of a, ß-percentiles and its application to the option pricing
Fujita, Takahiko
- In:
Asia-Pacific financial markets
7
(
2000
)
4
,
pp. 339-344
Persistent link: https://www.econbiz.de/10001557975
Saved in:
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