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~isPartOf:"Discussion paper series"
~isPartOf:"Finance and stochastics"
~isPartOf:"The European journal of finance"
~subject:"Volatilität"
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Search: subject_exact:"Black-Scholes-Modell"
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Volatilität
Black-Scholes model
41
Black-Scholes-Modell
41
Option pricing theory
28
Optionspreistheorie
28
Theorie
27
Theory
27
Volatility
12
Stochastic process
10
Stochastischer Prozess
10
Option trading
9
Optionsgeschäft
9
Derivat
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5
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Estimation
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Finanzmathematik
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Implied volatility
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Mathematical finance
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Model-independent pricing
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Search theory
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2001-2006
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Bentata, Amel
1
Carr, Peter
1
Cont, Rama
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Ewald, CXhristian-Oliver
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Frey, Rüdiger
1
Gao, Kun
1
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1
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1
Ielpo, Florian
1
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1
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1
Muzzioli, Silvia
1
Nutz, Marcel
1
Pigato, Paolo
1
Rybczyński, Jarosław
1
Simon, Guillaume
1
Song, Shiyu
1
Su, Tie
1
Wang, Guanying
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Wang, Yongjin
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Discussion paper series
Finance and stochastics
The European journal of finance
International journal of theoretical and applied finance
38
Applied mathematical finance
16
The journal of computational finance
15
International journal of financial engineering
14
Mathematical finance : an international journal of mathematics, statistics and financial theory
11
Quantitative finance
11
Review of derivatives research
11
Journal of banking & finance
10
The journal of futures markets
10
Asia-Pacific financial markets
9
Computational economics
7
Journal of mathematical finance
6
The journal of derivatives : the official publication of the International Association of Financial Engineers
6
Discussion paper / B
5
European journal of operational research : EJOR
5
Finance research letters
5
Journal of econometrics
5
Applied economics
4
Applied financial economics
4
Decisions in economics and finance : DEF ; a journal of applied mathematics
4
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
4
Research paper series / Swiss Finance Institute
4
Review of quantitative finance and accounting
4
The North American journal of economics and finance : a journal of financial economics studies
4
Finanzmarkt und Portfolio-Management
3
International journal of theoretical and applied finance : IJTAF
3
International review of financial analysis
3
Journal of derivatives & hedge funds
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Journal of economic dynamics & control
3
Journal of emerging market finance
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Mathematics and financial economics
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Risk and decision analysis
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Risks : open access journal
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The review of financial studies
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ECONIS (ZBW)
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1
Pricing European options under a diffusion model with psychological barriers and leverage effect
Song, Shiyu
;
Wang, Guanying
;
Wang, Yongjin
- In:
The European journal of finance
26
(
2020
)
12
,
pp. 1184-1206
Persistent link: https://www.econbiz.de/10012264954
Saved in:
2
Extreme at-the-money skew in a local volatility model
Pigato, Paolo
- In:
Finance and stochastics
23
(
2019
)
4
,
pp. 827-859
Persistent link: https://www.econbiz.de/10012114660
Saved in:
3
A risk-neutral equilibrium leading to uncertain volatility pricing
Muhle-Karbe, Johannes
;
Nutz, Marcel
- In:
Finance and stochastics
22
(
2018
)
2
,
pp. 281-295
Persistent link: https://www.econbiz.de/10011945712
Saved in:
4
How Spanish options market smiles in summer : an empirical analysis for options on IBEX-35
García-Machado, Juan J.
;
Rybczyński, Jarosław
- In:
The European journal of finance
23
(
2017
)
1/3
,
pp. 153-169
Persistent link: https://www.econbiz.de/10011736237
Saved in:
5
Forward equations for option prices in semimartingale models
Bentata, Amel
;
Cont, Rama
- In:
Finance and stochastics
19
(
2015
)
3
,
pp. 617-651
Persistent link: https://www.econbiz.de/10011418317
Saved in:
6
On the qualitative effect of volatility and duration on prices of Asian options
Carr, Peter
;
Ewald, CXhristian-Oliver
;
Xiao, Yajun
-
2008
Persistent link: https://www.econbiz.de/10003680543
Saved in:
7
Asymptotics of implied volatility to arbitrary order
Gao, Kun
;
Lee, Roger
- In:
Finance and stochastics
18
(
2014
)
2
,
pp. 349-392
Persistent link: https://www.econbiz.de/10010340727
Saved in:
8
Mean-reversion properties of implied volatilities
Ielpo, Florian
;
Simon, Guillaume
- In:
The European journal of finance
16
(
2010
)
5/6
,
pp. 587-610
Persistent link: https://www.econbiz.de/10008698544
Saved in:
9
Option-based forecasts of volatility : an empirical study in the DAX-index options market
Muzzioli, Silvia
- In:
The European journal of finance
16
(
2010
)
5/6
,
pp. 561-586
Persistent link: https://www.econbiz.de/10008698557
Saved in:
10
Comparison results for stochastic volatility models via coupling
Hobson, David G.
- In:
Finance and stochastics
14
(
2010
)
1
,
pp. 129-152
Persistent link: https://www.econbiz.de/10003924831
Saved in:
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