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~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~subject:"Black-Scholes-Modell"
~subject:"CAPM"
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Black-Scholes-Modell
CAPM
Option pricing theory
130
Optionspreistheorie
130
Theorie
86
Theory
86
USA
71
United States
71
Volatility
49
Volatilität
49
Option trading
46
Optionsgeschäft
46
Aktienoption
38
Stock option
38
Stochastic process
32
Stochastischer Prozess
32
Yield curve
29
Zinsstruktur
29
Estimation
27
Schätzung
27
Black-Scholes model
25
Derivat
21
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16
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48
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Ritchken, Peter H.
3
Carr, Peter
2
Driessen, Joost
2
Fujita, Takahiko
2
Kim, Yong-jin
2
Klebaner, Fima C.
2
Lo, Andrew W.
2
Madan, Dilip B.
2
Takahashi, Akihiko
2
Takaoka, Koichiro
2
Ševčovič, Daniel
2
Abramov, Vyacheslav M.
1
Andersen, Torben
1
Asiimwe, Pious
1
Aït-Sahalia, Yacine
1
Batten, Jonathan A.
1
Ben Salah, Zied
1
Benninga, Simon
1
Benzoni, Luca
1
Blume, Marshall E.
1
Boenawan, Kiekie
1
Bongaerts, Dion
1
Briys, Eric
1
Chiarella, Carl
1
Crouhy, Michel
1
Cvitanić, Jakša
1
Duffie, Darrell
1
Elliott, Robert J.
1
Fan, Rong
1
Figlewski, Stephen
1
Futami, Hidenori
1
Gay, Gerald D.
1
Grossinho, Maria do Rosário
1
Gupta, Anurag
1
Hamza, Kais
1
Hemler, Michael Lee
1
Hodder, James E.
1
Hull, John
1
Ishimura, Naoyuki
1
Johnson, Brock N.
1
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American Finance Association
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Asia-Pacific financial markets
The journal of finance : the journal of the American Finance Association
International journal of theoretical and applied finance
107
Mathematical finance : an international journal of mathematics, statistics and financial theory
61
The journal of futures markets
54
Applied mathematical finance
51
Finance and stochastics
48
Journal of banking & finance
37
Quantitative finance
36
The journal of derivatives : the official publication of the International Association of Financial Engineers
36
The journal of computational finance
35
Journal of mathematical finance
34
Review of derivatives research
34
International journal of financial engineering
32
Computational economics
31
Journal of economic dynamics & control
25
Finance research letters
24
Journal of financial economics
23
The review of financial studies
22
The European journal of finance
20
Risks : open access journal
18
Advances in futures and options research : a research annual
17
The North American journal of economics and finance : a journal of financial economics studies
17
Discussion paper / B
16
Journal of econometrics
16
Research paper series / Swiss Finance Institute
16
Review of quantitative finance and accounting
16
Annals of finance
14
European journal of operational research : EJOR
14
Journal of risk and financial management : JRFM
14
Decisions in economics and finance : DEF ; a journal of applied mathematics
13
Journal of financial and quantitative analysis : JFQA
13
NBER working paper series
13
Working paper / National Bureau of Economic Research, Inc.
13
Management science : journal of the Institute for Operations Research and the Management Sciences
12
CoFE discussion papers
11
International review of economics & finance : IREF
11
International review of financial analysis
11
Options : classic approaches to pricing and modelling
11
Applied economics
10
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ECONIS (ZBW)
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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
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
Saved in:
3
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:
4
On the price of risk under a regime switching CGMY process
Asiimwe, Pious
;
Mahera, Charles Wilson
;
Menoukeu-Pamen, …
- In:
Asia-Pacific financial markets
23
(
2016
)
4
,
pp. 305-335
Persistent link: https://www.econbiz.de/10011619970
Saved in:
5
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
Saved in:
6
Derivative pricing 60 years before black-scholes : evidence from the Johannesburg Stock Exchange
Moore, Lyndon
;
Juh, Steve
- In:
The journal of finance : the journal of the American …
61
(
2006
)
6
,
pp. 3069-3098
Persistent link: https://www.econbiz.de/10003398551
Saved in:
7
Information-based model with noisy anticipation and its application in finance
Thoednithi, Kirati
- In:
Asia-Pacific financial markets
25
(
2018
)
3
,
pp. 159-177
Persistent link: https://www.econbiz.de/10012033004
Saved in:
8
Option
pricing for symmetric Lévy returns with applications
Hamza, Kais
;
Klebaner, Fima C.
;
Landsman, Zinoviy
;
Tan, …
- In:
Asia-Pacific financial markets
22
(
2015
)
1
,
pp. 27-52
Persistent link: https://www.econbiz.de/10010511553
Saved in:
9
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:
10
Evaluation of the Asian
option
by the dual martingale measure
Shirakawa, Hiroshi
- In:
Asia-Pacific financial markets
6
(
1999
)
2
,
pp. 183-194
Persistent link: https://www.econbiz.de/10001449324
Saved in:
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