//--> //--> //-->
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:"International journal of financial engineering"
~person:"Futami, Hidenori"
~person:"Magdziarz, Marcin"
~subject:"Black-Scholes-Modell"
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:"Option"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Black-Scholes-Modell
Black-Scholes model
2
Option pricing theory
2
Optionspreistheorie
2
Volatility
2
Volatilität
2
Stochastic process
1
Stochastischer Prozess
1
inverse β-stable subordinator
1
mixed fractional Brownian motion
1
subdiffusion
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Futami, Hidenori
Magdziarz, Marcin
Fujita, Takahiko
2
Kim, Yong-jin
2
Madan, Dilip B.
2
Takahashi, Akihiko
2
Takaoka, Koichiro
2
Ševčovič, Daniel
2
Abramov, Vyacheslav M.
1
Aghili, A.
1
Batten, Jonathan A.
1
Burro, Giacomo
1
Chen, Bangren
1
Dash, Mihir
1
Duran, Ahmet
1
Fan, Yulian
1
Feng, Yuqiang
1
Gardi, Bayar
1
Giribone, Pier Giuseppe
1
Grossinho, Maria do Rosário
1
Ishimura, Naoyuki
1
Jahandizi, R. Shokri
1
Johnson, Brock N.
1
Kagenishi, Yoshiteru
1
Kanwal, Samra
1
Kawanishi, Yasuhiro
1
Khalsaraei, M. Mehdizadeh
1
Klebaner, Fima C.
1
Kord, Yaser
1
Kunitomo, Naoto
1
Kılıçman, Adem
1
Lalit, Prasad Narahar
1
Li, Yu
1
Ligato, Simone
1
Liu, Xunzhi
1
Lu, Peili
1
Meng, Li
1
Miura, Ryozo
1
Muhammad, Atif Sattar
1
Mulas, Martina
1
more ...
less ...
Published in...
All
Asia-Pacific financial markets
International journal of financial engineering
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Pricing European options and currency options by time changed mixed fractional Brownian motion with transaction costs
Shokrollahi, Foad
;
Kılıçman, Adem
;
Magdziarz, Marcin
- In:
International journal of financial engineering
3
(
2016
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011532750
Saved in:
2
The instantaneous volatility and the implied volatility surface for a generalized black-scholes model
Takaoka, Koichiro
;
Futami, Hidenori
- In:
Asia-Pacific financial markets
17
(
2010
)
4
,
pp. 391-436
Persistent link: https://www.econbiz.de/10009237752
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->