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Search: subject_exact:"Black-Scholes option pricing model"
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Theory
Black-Scholes model
31
Black-Scholes-Modell
31
Option pricing theory
17
Optionspreistheorie
17
Volatility
15
Volatilität
15
Theorie
11
Stochastic process
10
Stochastischer Prozess
10
Option trading
8
Optionsgeschäft
8
Derivat
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Option pricing
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Analysis
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Asia
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Asien
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Asymptotic expansion
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Bid-ask spread
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Black-Scholes equation
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Black-Scholes equation with nonlinear volatility
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Black-Scholes option price
1
CVA
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Closed-form solution
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Discontinuous payoff
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English
11
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Fujita, Takahiko
2
Kim, Yong-jin
2
Ahmadian, D.
1
Alcock, Jamie
1
Ballestra, L.V.
1
Carr, Peter
1
Ewald, Christian-Oliver
1
Golbabai, A.
1
Gray, Philip K.
1
Ishimura, Naoyuki
1
Kagenishi, Yoshiteru
1
Kunitomo, Naoto
1
Miura, Ryozo
1
Shinohara, Yoshitane
1
Shirakawa, Hiroshi
1
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1
Xiao, Yajun
1
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Asia-Pacific financial markets
Finance research letters
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
Decisions in economics and finance : DEF ; a journal of applied mathematics
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
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
Superconvergence of the finite element solutions of the Black-Scholes equation
Golbabai, A.
;
Ballestra, L.V.
;
Ahmadian, D.
- In:
Finance research letters
10
(
2013
)
1
,
pp. 17-26
Persistent link: https://www.econbiz.de/10009728610
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
On the qualitative effect of volatility and duration on prices of Asian options
Carr, Peter
;
Ewald, Christian-Oliver
;
Xiao, Yajun
- In:
Finance research letters
5
(
2008
)
3
,
pp. 162-171
Persistent link: https://www.econbiz.de/10003769897
Saved in:
4
Dynamic, nonparametric hedging of European style contigent claims using canonical valuation
Alcock, Jamie
;
Gray, Philip K.
- In:
Finance research letters
2
(
2005
)
1
,
pp. 41-50
Persistent link: https://www.econbiz.de/10002685784
Saved in:
5
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:
6
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:
7
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:
8
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:
9
Pricing options under stochastic interest rates : a new approach
Kim, Yong-jin
;
Kunitomo, Naoto
- In:
Asia-Pacific financial markets
6
(
1999
)
1
,
pp. 49-70
Persistent link: https://www.econbiz.de/10001506396
Saved in:
10
An asymptotic expansion approach to pricing financial contingent claims
Takahashi, Akihiko
- In:
Asia-Pacific financial markets
6
(
1999
)
2
,
pp. 115-151
Persistent link: https://www.econbiz.de/10001449307
Saved in:
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