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~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of economic dynamics & control"
~subject:"Black-Scholes model"
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Search: subject_exact:"Option pricing theory"
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Black-Scholes model
Option pricing theory
177
Optionspreistheorie
177
Option trading
58
Optionsgeschäft
58
Volatility
57
Volatilität
57
Stochastic process
45
Stochastischer Prozess
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Option pricing
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Real options analysis
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Ballestra, Luca Vincenzo
1
Barletta, Andrea
1
Chen, Nan
1
Chen, Wen-ting
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Cui, Zhenyu
1
El-Khatib, Youssef
1
Goutte, Stéphane
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1
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1
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1
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1
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1
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International review of economics & finance : IREF
Journal of economic dynamics & control
International journal of theoretical and applied finance
47
Computational economics
28
Applied mathematical finance
24
The journal of computational finance
23
International journal of financial engineering
20
Journal of mathematical finance
20
Quantitative finance
20
Finance and stochastics
19
The journal of futures markets
19
Review of derivatives research
17
Mathematical finance : an international journal of mathematics, statistics and financial theory
14
Journal of banking & finance
13
The North American journal of economics and finance : a journal of financial economics studies
13
Asia-Pacific financial markets
9
Risks : open access journal
9
European journal of operational research : EJOR
8
Review of quantitative finance and accounting
8
The European journal of finance
8
Decisions in economics and finance : DEF ; a journal of applied mathematics
7
Finance research letters
7
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7
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7
The journal of derivatives : the official publication of the International Association of Financial Engineers
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International journal of financial markets and derivatives
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International journal of theoretical and applied finance : IJTAF
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Wiley finance series
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Annals of financial economics
4
Computational Management Science : CMS
4
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
4
Journal of empirical finance
4
Journal of financial economics
4
Journal of risk
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
Mathematics and financial economics
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Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
4
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1
A hybrid stochastic volatility model in a Lévy market
El-Khatib, Youssef
;
Goutte, Stéphane
;
Makumbe, Zororo S.
; …
- In:
International review of economics & finance : IREF
85
(
2023
),
pp. 220-235
Persistent link: https://www.econbiz.de/10014424191
Saved in:
2
CTMC integral equation method for American options under stochastic local volatility models
Ma, Jingtang
;
Yang, Wensheng
;
Cui, Zhenyu
- In:
Journal of economic dynamics & control
128
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012628259
Saved in:
3
It only takes a few moments to hedge options
Barletta, Andrea
;
Santucci de Magistris, Paolo
;
Sloth, David
- In:
Journal of economic dynamics & control
100
(
2019
),
pp. 251-269
Persistent link: https://www.econbiz.de/10012130971
Saved in:
4
Pricing discrete barrier options under jump-diffusion model with liquidity risk
Li, Zhe
;
Zhang, Wei-guo
;
Liu, Yong-Jun
;
Zhang, Yue
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 347-368
Persistent link: https://www.econbiz.de/10012202898
Saved in:
5
Approximate arbitrage-free option pricing under the SABR model
Yang, Nian
;
Chen, Nan
;
Liu, Yanchu
;
Wan, Xiangwei
- In:
Journal of economic dynamics & control
83
(
2017
),
pp. 198-214
Persistent link: https://www.econbiz.de/10011915586
Saved in:
6
Pricing external barrier options in a regime-switching model
Kim, Jerim
;
Kim, Jeongsim
;
Yoo, Hyun Joo
;
Kim, Bara
- In:
Journal of economic dynamics & control
53
(
2015
),
pp. 123-143
Persistent link: https://www.econbiz.de/10011526900
Saved in:
7
Pricing European and American options with two stochastic factors : a highly efficient radial basis function approach
Ballestra, Luca Vincenzo
;
Pacelli, Graziella
- In:
Journal of economic dynamics & control
37
(
2013
)
6
,
pp. 1142-1167
Persistent link: https://www.econbiz.de/10009740447
Saved in:
8
An inverse finite element method for pricing American options
Zhu, Song-ping
;
Chen, Wen-ting
- In:
Journal of economic dynamics & control
37
(
2013
)
1
,
pp. 231-250
Persistent link: https://www.econbiz.de/10009703598
Saved in:
9
Large traders and illiquid options : Hedging vs. manipulation
Kraft, Holger
;
Kühn, Christoph
- In:
Journal of economic dynamics & control
35
(
2011
)
11
,
pp. 1898-1915
Persistent link: https://www.econbiz.de/10009316466
Saved in:
10
A Monte Carlo approach for the American put under stochastic interest rates
Lindset, Snorre
;
Lund, Arne-Christian
- In:
Journal of economic dynamics & control
31
(
2007
)
4
,
pp. 1081-1105
Persistent link: https://www.econbiz.de/10003443353
Saved in:
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