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~person:"Albeverio, Sergio"
~person:"Merton, Robert C."
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Search: subject_exact:"Black-Scholes option pricing model"
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Black-Scholes model
7
Black-Scholes-Modell
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Theorie
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Theory
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Option pricing theory
3
Optionspreistheorie
3
Stochastic process
2
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Albeverio, Sergio
Merton, Robert C.
Jarrow, Robert A.
10
Câmara, António
9
Madan, Dilip B.
8
Singh, Vipul Kumar
8
Lee, Cheng F.
7
Carr, Peter
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Options : classic approaches to pricing and modelling
3
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Finance and stochastics
1
International journal of theoretical and applied finance
1
The journal of economic perspectives : EP ; a journal of the American Economic Association
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Asymptotic expansion for some local volatility models arising in finance
Albeverio, Sergio
;
Cordoni, Francesco
;
Di Persio, Luca
; …
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 527-573
Persistent link: https://www.econbiz.de/10012127266
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2
A numerical analysis of the extended Black-Scholes model
Albeverio, Sergio
;
Popovici, Alexandru
;
Steblovskaya, …
- In:
International journal of theoretical and applied finance
9
(
2006
)
1
,
pp. 69-89
Persistent link: https://www.econbiz.de/10003285930
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3
A model of financial market with several interacting assets : complete market case
Albeverio, Sergio
;
Steblovskaya, Victoria
- In:
Finance and stochastics
6
(
2002
)
3
,
pp. 383-396
Persistent link: https://www.econbiz.de/10001680687
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4
In honor of the Nobel Laureates Robert C. Merton and Myron S. Scholes : a partial differential equation that changed the world
Jarrow, Robert A.
- In:
The journal of economic perspectives : EP ; a journal …
13
(
1999
)
4
,
pp. 229-248
Persistent link: https://www.econbiz.de/10001431055
Saved in:
5
Theory of rational option pricing
Merton, Robert C.
- In:
Options : classic approaches to pricing and modelling
,
(pp. 81-133)
.
1999
Persistent link: https://www.econbiz.de/10001772450
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6
On the pricing of corporate debt : the risk structure of interest rates
Merton, Robert C.
- In:
Options : classic approaches to pricing and modelling
,
(pp. 135-155)
.
1999
Persistent link: https://www.econbiz.de/10001772451
Saved in:
7
Option pricing when underlying stock returns are discontinuous
Merton, Robert C.
- In:
Options : classic approaches to pricing and modelling
,
(pp. 157-177)
.
1999
Persistent link: https://www.econbiz.de/10001772453
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