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~isPartOf:"Discussion paper series"
~isPartOf:"International journal of financial engineering"
~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
34
Black-Scholes-Modell
34
Option pricing theory
29
Optionspreistheorie
29
Volatility
20
Option trading
13
Optionsgeschäft
13
Derivat
10
Derivative
10
Stochastic process
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Stochastischer Prozess
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Theorie
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Theory
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Estimation
4
Hedging
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Schätzung
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Statistical distribution
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Option pricing
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option pricing
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Analysis
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Black-Scholes formula
2
Capital income
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Estimation theory
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Implied volatility
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Implied volatility surface
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Kapitaleinkommen
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Mathematical analysis
2
Risikomanagement
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Risk management
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Schätztheorie
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volatility smile
2
2001-2006
1
ARCH model
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ARCH-Modell
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ATM-forward options
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American put option
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Analytical approximation
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Aghili, A.
1
Carr, Peter
1
Chen, Bangren
1
Corrado, Charles Joseph
1
Dash, Mihir
1
Ewald, CXhristian-Oliver
1
Fan, Yulian
1
García-Machado, Juan J.
1
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1
Ielpo, Florian
1
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1
Kılıçman, Adem
1
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1
Liu, Xunzhi
1
Lu, Peili
1
Madan, Dilip B.
1
Magdziarz, Marcin
1
Muhammad, Atif Sattar
1
Muzzioli, Silvia
1
Ngoc Quynh Anh Nguyen
1
Qin, Haoyang
1
Radoičić, Radoš
1
Rybczyński, Jarosław
1
Sahar, Saoud
1
Shen, Jiaqi
1
Shokrollahi, Foad
1
Simon, Guillaume
1
Song, Shiyu
1
Stefanica, Dan
1
Stilger, Przemyslaw S.
1
Su, Tie
1
Tri Minh Nguyen
1
Wang, Guanying
1
Wang, King
1
Wang, Yongjin
1
Wirjanto, Tony S.
1
Wu, KangZahng
1
Xiao, Yajun
1
Yang, Ying
1
Ye, Zhongxing
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Discussion paper series
International journal of financial engineering
The European journal of finance
International journal of theoretical and applied finance
38
Applied mathematical finance
16
The journal of computational finance
15
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
Finance and stochastics
6
Journal of mathematical finance
6
The journal of derivatives : the official publication of the International Association of Financial Engineers
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Discussion paper / B
5
European journal of operational research : EJOR
5
Finance research letters
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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
3
Journal of economic dynamics & control
3
Journal of emerging market finance
3
Journal of empirical finance
3
Journal of financial economics
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Journal of risk and financial management : JRFM
3
Mathematics and financial economics
3
Risk and decision analysis
3
Risks : open access journal
3
The review of financial studies
3
Working paper / National Bureau of Economic Research, Inc.
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ECONIS (ZBW)
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1
Improvized implied volatility function and nonparametric approach to unbiased estimation
Muhammad, Atif Sattar
;
Zhang, Hailiang
;
Kanwal, Samra
; …
- In:
International journal of financial engineering
10
(
2023
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014251229
Saved in:
2
Fast generation of implied volatility surface : optimize the traditional numerical analysis and machine learning
Yen, Jerome
;
Chen, Bangren
;
Wu, KangZahng
;
Yen, Joseph
- In:
International journal of financial engineering
8
(
2021
)
2
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012662246
Saved in:
3
Double barrier American put option pricing under uncertain volatility model
Zaineb, El Kharrazi
;
Sahar, Saoud
;
Zouhir, Mahani
- In:
International journal of financial engineering
8
(
2021
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012662317
Saved in:
4
Empirical performance of stochastic volatility option pricing models
Stilger, Przemyslaw S.
;
Ngoc Quynh Anh Nguyen
;
Tri Minh …
- In:
International journal of financial engineering
8
(
2021
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012654781
Saved in:
5
Price risk management by using dynamic hedging based on advanced Black-Scholes model
Lu, Peili
;
Shen, Jiaqi
;
Zhao, Liheng
;
Qin, Haoyang
; …
- In:
International journal of financial engineering
7
(
2020
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10012602709
Saved in:
6
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:
7
Modeling of implied volatility surfaces of nifty index options
Dash, Mihir
- In:
International journal of financial engineering
6
(
2019
)
3
,
pp. 1-11
Persistent link: https://www.econbiz.de/10012314517
Saved in:
8
Implied volatility surfaces during the period of global financial crisis
Wirjanto, Tony S.
;
Zhu, Anyi
- In:
International journal of financial engineering
5
(
2018
)
1
,
pp. 1-50
Persistent link: https://www.econbiz.de/10011922944
Saved in:
9
Analytical approximation for spread option pricing in local volatility model
Yang, Ying
- In:
International journal of financial engineering
4
(
2017
)
4
,
pp. 1-17
Persistent link: https://www.econbiz.de/10011807086
Saved in:
10
Asymmetries in financial returns
Madan, Dilip B.
;
Wang, King
- In:
International journal of financial engineering
4
(
2017
)
4
,
pp. 1-37
Persistent link: https://www.econbiz.de/10011807103
Saved in:
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