//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"European journal of operational research : EJOR"
~language:"eng"
~person:"Ševčovič, Daniel"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Black-Scholes-Modell"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Black-Scholes model
2
Black-Scholes-Modell
2
Option pricing theory
2
Optionspreistheorie
2
Volatility
2
Volatilität
2
Black-Scholes equation with nonlinear volatility
1
Derivat
1
Derivative
1
Early exercise boundary
1
Experiment
1
Nonlinear Black-Scholes equation
1
Option pricing
1
Option trading
1
Optionsgeschäft
1
Perpetual American put option
1
Quasilinear parabolic equation
1
Transaction costs
1
Transaktionskosten
1
Variable transaction costs
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
Author
All
Ševčovič, Daniel
Fujita, Takahiko
2
Kim, Yong-jin
2
Marazzina, Daniele
2
Takahashi, Akihiko
2
Takaoka, Koichiro
2
Abramov, Vyacheslav M.
1
Ballotta, Laura
1
Bandi, Chaithanya
1
Batten, Jonathan A.
1
Bertsimas, Dimitris
1
Choi, Yongho
1
Corsaro, Stefania
1
Cui, Zhenyu
1
Fusai, Gianluca
1
Futami, Hidenori
1
Germano, Guido
1
Grossinho, Maria do Rosário
1
Hwang, Hyeongseok
1
Ishimura, Naoyuki
1
Jeong, Darae
1
Jo, Jaehyun
1
Johnson, Brock N.
1
Kagenishi, Yoshiteru
1
Kawanishi, Yasuhiro
1
Kim, Junseok
1
Kim, Taekkeun
1
Kirkby, J. Lars
1
Klebaner, Fima C.
1
Kord, Yaser
1
Kunitomo, Naoto
1
Kyriakou, Ioannis
1
Lee, Seunggyu
1
Li, Minqiang
1
Lo, Yu Wai
1
Madan, Dilip B.
1
Marino, Zelda
1
Meng, Li
1
Miura, Ryozo
1
Nguyen, Duy
1
more ...
less ...
Published in...
All
Asia-Pacific financial markets
European journal of operational research : EJOR
Journal of risk and financial management : JRFM
1
Nonlinear models in mathematical finance : new research trends in option pricing
1
The journal of computational finance
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Pricing perpetual put options by the Black-Scholes equation with a nonlinear volatility function
Grossinho, Maria do Rosário
;
Kord, Yaser
;
Ševčovič, …
- In:
Asia-Pacific financial markets
24
(
2017
)
4
,
pp. 291-308
Persistent link: https://www.econbiz.de/10011797690
Saved in:
2
Analysis of the nonlinear option pricing model under variable transaction costs
Ševčovič, Daniel
;
Žitňanská, Magdaléna
- In:
Asia-Pacific financial markets
23
(
2016
)
2
,
pp. 153-174
Persistent link: https://www.econbiz.de/10011619901
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->