//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Lee, Hangsuck"
~person:"Merton, Robert C."
~subject:"Optionspreistheorie"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Black-Scholes option pricing model"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Optionspreistheorie
Black-Scholes model
9
Black-Scholes-Modell
9
Option pricing theory
6
Esscher transform
4
Option trading
4
Optionsgeschäft
4
Theorie
4
Theory
4
Experiment
3
Stochastic process
3
Stochastischer Prozess
3
Autocallable structured product
2
Icicled barrier option
2
Reflection principle
2
Aktienoption
1
Barrier option
1
Barrier options
1
Black-Scholes option price
1
Corporate bond
1
Hedging
1
Industrial research
1
Industrieforschung
1
Jump diffusion
1
Lookback option
1
Lookback-barrier option
1
Multi-step double barrier option
1
Myron S. Scholes
1
Non-exit probability
1
Rationality
1
Rationalität
1
Risikoprämie
1
Risk premium
1
Robert C. Merton
1
Static hedging
1
Step barrier option
1
Stock option
1
Two-dimensional Brownian bridge
1
Unternehmensanleihe
1
Yield curve
1
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Aufsatz im Buch
1
Book section
1
Reprint
1
Language
All
English
6
Author
All
Lee, Hangsuck
Merton, Robert C.
Alghalith, Moawia
10
Madan, Dilip B.
10
Câmara, António
9
Ehrhardt, Matthias
9
Lee, Cheng F.
9
Cui, Zhenyu
6
Engle, Robert F.
6
Garcia, René
6
Jarrow, Robert A.
6
Lee, John C.
6
Renault, Eric
6
Rosenberg, Joshua V.
6
Zhu, Song-Ping
6
Alexander, Carol
5
Gatheral, Jim
5
Ko, Bangwon
5
Luger, Richard
5
Orlando, Giuseppe
5
Schoutens, Wim
5
Singh, Vipul Kumar
5
Stefanica, Dan
5
Takahashi, Akihiko
5
Ševčovič, Daniel
5
Chance, Don M.
4
Elliott, Robert J.
4
Fengler, Matthias R.
4
Frey, Rüdiger
4
Funahashi, Hideharu
4
Gikhman, Ilya I.
4
Guidolin, Massimo
4
Henry-Labordere, Pierre
4
Härdle, Wolfgang
4
Joshi, Mark S.
4
Kim, Junseok
4
Mininni, Michele
4
Orosi, Greg
4
Pirjol, Dan
4
Reisinger, Christoph
4
Sandmann, Klaus
4
more ...
less ...
Published in...
All
The North American journal of economics and finance : a journal of financial economics studies
4
Finance research letters
1
Options : classic approaches to pricing and modelling
1
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The pricing and static hedging of multi-step double barrier options
Lee, Hangsuck
;
Ko, Bangwon
;
Lee, Minha
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014473264
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->