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~isPartOf:"Asia-Pacific financial markets"
~subject:"Black-Scholes-Modell"
~subject:"Mathematical analysis"
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Search: subject_exact:"Black-Scholes option pricing model"
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Black-Scholes-Modell
Mathematical analysis
Black-Scholes model
18
Option pricing theory
9
Optionspreistheorie
9
Volatility
9
Volatilität
9
Theorie
8
Theory
8
Stochastic process
6
Stochastischer Prozess
6
Option trading
4
Optionsgeschäft
4
Experiment
2
Interest rate
2
Transaction costs
2
Transaktionskosten
2
Zins
2
Analysis
1
Asymptotic expansion
1
Barrier options
1
Black-Scholes equation with nonlinear volatility
1
CAPM
1
CVA
1
Derivat
1
Derivative
1
Early exercise boundary
1
Equilibrium theory
1
Estimation theory
1
Eurobond
1
Finanzmathematik
1
Forecasting model
1
Forward-backward stochastic differential equations (FBSDEs)
1
Gleichgewichtstheorie
1
Japan
1
Local volatility model
1
Lévy processes
1
Malliavin calculus
1
Mathematical finance
1
Nonlinear Black-Scholes equation
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English
18
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Fujita, Takahiko
2
Kim, Yong-jin
2
Takahashi, Akihiko
2
Takaoka, Koichiro
2
Ševčovič, Daniel
2
Abramov, Vyacheslav M.
1
Batten, Jonathan A.
1
Futami, Hidenori
1
Grossinho, Maria do Rosário
1
Ishimura, Naoyuki
1
Johnson, Brock N.
1
Kagenishi, Yoshiteru
1
Kawanishi, Yasuhiro
1
Klebaner, Fima C.
1
Kord, Yaser
1
Kunitomo, Naoto
1
Madan, Dilip B.
1
Meng, Li
1
Miura, Ryozo
1
Roynette, B.
1
Shinohara, Yoshitane
1
Shirakawa, Hiroshi
1
Wang, Mei
1
Yamada, Toshihiro
1
Yor, Marc
1
Žitňanská, Magdaléna
1
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Asia-Pacific financial markets
International journal of theoretical and applied finance
76
Mathematical finance : an international journal of mathematics, statistics and financial theory
40
Applied mathematical finance
39
The journal of futures markets
33
The journal of computational finance
32
Computational economics
31
Finance and stochastics
29
The journal of derivatives : the official publication of the International Association of Financial Engineers
28
Review of derivatives research
25
Quantitative finance
23
International journal of financial engineering
22
Journal of mathematical finance
22
Journal of banking & finance
19
The North American journal of economics and finance : a journal of financial economics studies
14
Finance research letters
13
Journal of economic dynamics & control
13
Journal of econometrics
12
Options : classic approaches to pricing and modelling
11
The European journal of finance
11
Decisions in economics and finance : DEF ; a journal of applied mathematics
10
CoFE discussion papers
9
Review of quantitative finance and accounting
9
Risks : open access journal
9
The review of financial studies
9
European journal of operational research : EJOR
8
International review of financial analysis
8
Research paper series / Swiss Finance Institute
8
The journal of risk and insurance : the journal of the American Risk and Insurance Association
8
Advances in futures and options research : a research annual
7
Journal of derivatives & hedge funds
7
Journal of risk and financial management : JRFM
7
The journal of finance : the journal of the American Finance Association
7
Annals of financial economics
6
Applied economics
6
Applied financial economics
6
Discussion paper / B
6
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
6
Finanzmarkt und Portfolio-Management
6
International journal of financial markets and derivatives
6
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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
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:
3
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:
4
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:
5
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:
6
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
Saved in:
7
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:
8
Unifying Black-Scholes type formulae which involve Brownian last passage times up to a finite horizon
Madan, Dilip B.
;
Roynette, B.
;
Yor, Marc
- In:
Asia-Pacific financial markets
15
(
2008
)
2
,
pp. 97-115
Persistent link: https://www.econbiz.de/10003796203
Saved in:
9
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
Saved in:
10
A complete-market generalization of the black-scholes model
Takaoka, Koichiro
- In:
Asia-Pacific financial markets
11
(
2004
)
4
,
pp. 431-444
Persistent link: https://www.econbiz.de/10003370691
Saved in:
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