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~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~subject:"Black-Scholes model"
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Black-Scholes model
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The journal of derivatives : the official publication of the International Association of Financial Engineers
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
4
GITAM journal of management : a quarterly publication of GITAM Institute of Management
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
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International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
1
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1
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1
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ECONIS (ZBW)
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1
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:
2
Curve-fitting method for implied volatility
Wu, Desheng Dash
;
Liu, Tianxiang
- In:
The journal of derivatives : the official publication …
26
(
2018
)
2
,
pp. 19-37
Persistent link: https://www.econbiz.de/10011968684
Saved in:
3
Conic option pricing
Madan, Dilip B.
;
Schoutens, Wim
- In:
The journal of derivatives : the official publication …
25
(
2017
)
1
,
pp. 10-36
Persistent link: https://www.econbiz.de/10011931506
Saved in:
4
The valuation of compound options : a correction and an extension
Chen, Ren-Raw
;
He, Wei
- In:
The journal of derivatives : the official publication …
22
(
2015
)
4
,
pp. 92-104
Persistent link: https://www.econbiz.de/10011399781
Saved in:
5
Valuation of perpetual strangles : a quasi-analytical approach
Chuang, Chienmin
- In:
The journal of derivatives : the official publication …
21
(
2013
)
1
,
pp. 64-72
Persistent link: https://www.econbiz.de/10010191934
Saved in:
6
European compound options written on perpetual American options
Barone, Gaia
- In:
The journal of derivatives : the official publication …
20
(
2012
)
3
,
pp. 61-74
Persistent link: https://www.econbiz.de/10009725348
Saved in:
7
Impact of net buying pressure on changes in implied volatility : before and after the onset of the subprime crisis
Shiu, Yung-ming
;
Pan, Ging-ginq
;
Lin, Shu-hui
;
Wu, Tu-cheng
- In:
The journal of derivatives : the official publication …
17
(
2009/10
)
4
,
pp. 54-66
Persistent link: https://www.econbiz.de/10003985513
Saved in:
8
On perpetual American strangles
Moraux, Franck
- In:
The journal of derivatives : the official publication …
16
(
2008/09
)
4
,
pp. 82-97
Persistent link: https://www.econbiz.de/10003862829
Saved in:
9
Four things you might not know about the Black-Scholes formula
Poulsen, Rolf
- In:
The journal of derivatives : the official publication …
15
(
2007
)
2
,
pp. 77-81
Persistent link: https://www.econbiz.de/10003673319
Saved in:
10
Calibration risk for exotic options
Detlefsen, K.
;
Härdle, Wolfgang
- In:
The journal of derivatives : the official publication …
14
(
2007
)
4
,
pp. 47-63
Persistent link: https://www.econbiz.de/10003498957
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