//--> //--> //-->
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"
~subject:"Lévy processes"
~subject:"Stochastic process"
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_exact:"Black-Scholes option pricing model"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Lévy processes
Stochastic process
Black-Scholes model
18
Black-Scholes-Modell
18
Option pricing theory
9
Optionspreistheorie
9
Volatility
9
Volatilität
9
Theorie
8
Theory
8
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
Malliavin calculus
1
Mathematical analysis
1
Mathematical finance
1
Nonlinear Black-Scholes equation
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Language
All
English
6
Author
All
Kim, Yong-jin
2
Abramov, Vyacheslav M.
1
Kawanishi, Yasuhiro
1
Klebaner, Fima C.
1
Kunitomo, Naoto
1
Meng, Li
1
Takahashi, Akihiko
1
Wang, Mei
1
Yamada, Toshihiro
1
more ...
less ...
Published in...
All
Asia-Pacific financial markets
International journal of theoretical and applied finance
23
Applied mathematical finance
12
The journal of computational finance
12
Finance and stochastics
10
Computational economics
9
International journal of financial engineering
9
Journal of mathematical finance
9
Quantitative finance
8
Mathematical finance : an international journal of mathematics, statistics and financial theory
7
Journal of banking & finance
6
European journal of operational research : EJOR
5
Review of derivatives research
5
Applied economics
4
Journal of financial economics
4
Research paper series / Swiss Finance Institute
4
The journal of futures markets
4
CoFE discussion papers
3
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
3
Finance research letters
3
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
3
International journal of theoretical and applied finance : IJTAF
3
Journal of econometrics
3
Journal of economic dynamics & control
3
Mathematics and financial economics
3
Options : classic approaches to pricing and modelling
3
Review of quantitative finance and accounting
3
Risk and decision analysis
3
The North American journal of economics and finance : a journal of financial economics studies
3
Annals of financial economics
2
Decisions in economics and finance : DEF ; a journal of applied mathematics
2
Discussion paper / B
2
International journal of financial markets and derivatives
2
International review of economics & finance : IREF
2
Journal of financial engineering
2
Journal of risk and financial management : JRFM
2
Passauer Diskussionspapiere / Betriebswirtschaftliche Reihe : Diskussionsbeitrag ...
2
Reihe Quantitative Ökonomie : Ökon
2
Risks : open access journal
2
The North American journal of economics and finance : a journal of theory and practice
2
more ...
less ...
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
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
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:
4
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:
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
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->