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~isPartOf:"Discussion paper series"
~isPartOf:"Mathematics and financial economics"
~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
16
Black-Scholes-Modell
16
Option pricing theory
13
Optionspreistheorie
13
Volatility
9
Theorie
7
Theory
7
Option trading
4
Optionsgeschäft
4
Estimation
3
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Stochastic process
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CAPM
2
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Derivat
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European options
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Risk management
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2001-2006
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Asia
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Asien
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Barrier option
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Black-Scholes
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Compatibility of valuation models
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EU countries
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Carr, Peter
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1
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1
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1
Rybczyński, Jarosław
1
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1
Song, Shiyu
1
Su, Tie
1
Talponen, Jarno
1
Wang, Guanying
1
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Xiao, Yajun
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Discussion paper series
Mathematics and financial economics
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
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11
Review of derivatives research
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Journal of banking & finance
10
The journal of futures markets
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Asia-Pacific financial markets
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Journal of mathematical finance
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The journal of derivatives : the official publication of the International Association of Financial Engineers
6
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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
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Journal of derivatives & hedge funds
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Journal of economic dynamics & control
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Journal of risk and financial management : JRFM
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Risk and decision analysis
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Risks : open access journal
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ECONIS (ZBW)
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1
A closed-form pricing formula for European options under a new stochastic volatility model with a stochastic long-term mean
He, Xin-Jiang
;
Chen, Wenting
- In:
Mathematics and financial economics
15
(
2021
)
2
,
pp. 381-396
Persistent link: https://www.econbiz.de/10012500035
Saved in:
2
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:
3
Black-Scholes in a CEV random environment
Jacquier, Antoine
;
Roome, Patrick
- In:
Mathematics and financial economics
12
(
2018
)
3
,
pp. 445-474
Persistent link: https://www.econbiz.de/10011963872
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
On volatility smile and an investment strategy with out-of-the-money calls
Talponen, Jarno
- In:
Mathematics and financial economics
10
(
2016
)
2
,
pp. 113-125
Persistent link: https://www.econbiz.de/10011485897
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
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:
8
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:
9
Implied volatility skews and stock return skewness and kurtosis implied by stock option prices
Corrado, Charles Joseph
- In:
The European journal of finance
3
(
1997
)
1
,
pp. 73-85
Persistent link: https://www.econbiz.de/10001219143
Saved in:
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