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~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~subject:"Black-Scholes-Modell"
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Black-Scholes-Modell
Option trading
151
Optionsgeschäft
151
Option pricing theory
115
Optionspreistheorie
115
Theorie
67
Theory
67
Aktienoption
58
Stock option
58
USA
56
United States
56
Volatility
56
Volatilität
56
Derivat
28
Derivative
28
Black-Scholes model
25
Börsenkurs
25
Share price
25
Hedging
24
Stochastic process
23
Stochastischer Prozess
23
Estimation
17
Schätzung
17
Real options analysis
15
Realoptionsansatz
15
Portfolio selection
14
Portfolio-Management
14
Führungskräfte
13
Managers
13
Capital income
11
Credit risk
11
Kapitaleinkommen
11
Kreditrisiko
11
Risikoprämie
10
Risk premium
10
Bid-ask spread
9
CAPM
9
Geld-Brief-Spanne
9
Investitionsentscheidung
9
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English
25
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Ko, Bangwon
4
Lee, Hangsuck
4
Ahn, Soohan
1
Bakshi, Gurdip S.
1
Barone, Gaia
1
Boyle, Phelim P.
1
Carr, Peter
1
Cassano, Mark A.
1
Chance, Don M.
1
Chuang, Chienmin
1
Detlefsen, K.
1
Hsu, Wei-tze
1
Huang, Hung-Hsi
1
Härdle, Wolfgang
1
Jeon, Junkee
1
Jiang, I-Ming
1
Juh, Steve
1
Jun, Doobae
1
Kapadia, Nikunj
1
Kim, Eunchae
1
Kim, Geonwoo
1
Ku, Hyejin
1
Kumar, Raman
1
Lee, Minha
1
Li, Dan
1
Lin, Shin-Hung
1
Lin, Shu-hui
1
Liu, Lixin
1
Liu, Tianxiang
1
Liu, Yu-hong
1
Moore, Lyndon
1
Moraux, Franck
1
Nagy, László
1
Ormos, Mihály
1
Pan, Ging-ginq
1
Pandher, Gurupdesh S.
1
Pearson, Neil D.
1
Picron, Jean-Francois
1
Rich, Don R.
1
Scott, William R.
1
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The North American journal of economics and finance : a journal of financial economics studies
The journal of derivatives : the official publication of the International Association of Financial Engineers
The journal of finance : the journal of the American Finance Association
International journal of theoretical and applied finance
25
The journal of computational finance
13
Applied mathematical finance
12
Mathematical finance : an international journal of mathematics, statistics and financial theory
12
Review of derivatives research
12
Computational economics
11
International journal of financial engineering
11
Journal of mathematical finance
11
Quantitative finance
10
Journal of banking & finance
7
The journal of futures markets
7
Finance and stochastics
6
Journal of economic dynamics & control
6
Applied economics
5
Finance research letters
5
Journal of derivatives & hedge funds
5
Journal of risk and financial management : JRFM
5
Asia-Pacific financial markets
4
Decisions in economics and finance : DEF ; a journal of applied mathematics
4
International journal of theoretical and applied finance : IJTAF
4
Review of quantitative finance and accounting
4
Risks : open access journal
4
Working paper series / Centre for Practical Quantitative Finance
4
Annals of finance
3
Annals of financial economics
3
CPQF Working Paper Series
3
Economic modelling
3
European journal of operational research : EJOR
3
Finanzmarkt und Portfolio-Management
3
International journal of financial markets and derivatives
3
International review of economics & finance : IREF
3
Journal of econometrics
3
Journal of emerging market finance
3
Journal of financial economics
3
Manuskripte aus den Instituten für Betriebswirtschaftslehre der Universität Kiel
3
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
3
The European journal of finance
3
The review of financial studies
3
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ECONIS (ZBW)
25
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1
Psychological barriers and option pricing in a local volatility model
Li, Dan
;
Liu, Lixin
;
Xu, Guangli
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014246900
Saved in:
2
Pricing European continuous-installment currency
options
with mean-reversion
Jeon, Junkee
;
Kim, Geonwoo
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013413559
Saved in:
3
Valuing lookback
options
with barrier
Lee, Hangsuck
;
Kim, Eunchae
;
Ko, Bangwon
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013449142
Saved in:
4
Is the nonlinear hedge of
options
more effective? : evidence from the SSE 50 ETF
options
in China
Yu, Xiao-Jian
;
Wang, Zi-Ling
;
Xiao, Wei-Lin
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012665985
Saved in:
5
Reasonable evaluation of VIX
options
for the Taiwan stock index
Huang, Hung-Hsi
;
Lin, Shin-Hung
;
Wang, Chiu-Ping
- In:
The North American journal of economics and finance : a …
48
(
2019
),
pp. 111-130
Persistent link: https://www.econbiz.de/10012120217
Saved in:
6
A semi-analytic valuation of two-asset barrier
options
and autocallable products using Brownian bridge
Lee, Hangsuck
;
Lee, Minha
;
Ko, Bangwon
- In:
The North American journal of economics and finance : a …
61
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013449375
Saved in:
7
Generalizing the reflection principle of Brownian motion, and closed-form pricing of barrier
options
and autocallable investments
Lee, Hangsuck
;
Ahn, Soohan
;
Ko, Bangwon
- In:
The North American journal of economics and finance : a …
50
(
2019
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012203169
Saved in:
8
Valuing step barrier
options
and their icicled variations
Lee, Hangsuck
;
Ko, Bangwon
;
Song, Seongjoo
- In:
The North American journal of economics and finance : a …
49
(
2019
),
pp. 396-411
Persistent link: https://www.econbiz.de/10012269361
Saved in:
9
Volatility surface calibration to illiquid
options
Nagy, László
;
Ormos, Mihály
- In:
The journal of derivatives : the official publication …
26
(
2019
)
3
,
pp. 87-96
Persistent link: https://www.econbiz.de/10012306175
Saved in:
10
Compound option pricing under a double exponential Jump-diffusion model
Liu, Yu-hong
;
Jiang, I-Ming
;
Hsu, Wei-tze
- In:
The North American journal of economics and finance : a …
43
(
2018
),
pp. 30-53
Persistent link: https://www.econbiz.de/10012036254
Saved in:
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