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~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"Journal of derivatives & hedge funds"
~subject:"Stochastischer Prozess"
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Search: subject_exact:"Black-Scholes option pricing model"
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Stochastischer Prozess
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Option pricing theory
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Optionspreistheorie
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Volatility
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Black-Scholes equation with nonlinear volatility
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Kim, Yong-jin
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Abramov, Vyacheslav M.
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Deng, Geng
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Dulaney, Tim
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Kawanishi, Yasuhiro
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Klebaner, Fima C.
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Kunitomo, Naoto
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McCann, Craig
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Takahashi, Akihiko
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Asia-Pacific financial markets
Journal of derivatives & hedge funds
International journal of theoretical and applied finance
23
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12
The journal of computational finance
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10
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9
International journal of financial engineering
9
Journal of mathematical finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
7
Journal of banking & finance
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European journal of operational research : EJOR
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Review of derivatives research
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Journal of financial economics
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Research paper series / Swiss Finance Institute
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The journal of futures markets
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CoFE discussion papers
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Finance research letters
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Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
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International journal of theoretical and applied finance : IJTAF
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Journal of econometrics
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Journal of economic dynamics & control
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Options : classic approaches to pricing and modelling
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Review of quantitative finance and accounting
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Risk and decision analysis
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The North American journal of economics and finance : a journal of financial economics studies
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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International journal of financial markets and derivatives
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An asymptotic expansion for forward-backward SDEs : a malliavin calculus approach
Takahashi, Akihiko
;
Yamada, Toshihiro
- In:
Asia-Pacific financial markets
23
(
2016
)
4
,
pp. 337-373
Persistent link: https://www.econbiz.de/10011619975
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2
A new type of barrier options : lizard option
Kawanishi, Yasuhiro
- In:
Asia-Pacific financial markets
22
(
2015
)
1
,
pp. 75-86
Persistent link: https://www.econbiz.de/10010511547
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3
Valuation of reverse convertibles in the variance gamma economy
Deng, Geng
;
Dulaney, Tim
;
McCann, Craig
- In:
Journal of derivatives & hedge funds
19
(
2013
)
4
,
pp. 244-258
Persistent link: https://www.econbiz.de/10010259402
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4
Comparison of Black-Scholes formula with fractional Black-Scholes formula in the foreign exchange option market with changing volatility
Meng, Li
;
Wang, Mei
- In:
Asia-Pacific financial markets
17
(
2010
)
2
,
pp. 99-111
Persistent link: https://www.econbiz.de/10009237122
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5
Estimation and prediction of a non-constant volatility
Abramov, Vyacheslav M.
;
Klebaner, Fima C.
- In:
Asia-Pacific financial markets
14
(
2007
)
1/2
,
pp. 1-23
Persistent link: https://www.econbiz.de/10003609524
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6
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
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7
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
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