//--> //--> //--> //-->
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
~subject:"Deutscher Aktienindex"
~subject:"European quanto derivatives"
~subject:"Stochastischer Prozess"
~type_genre:"Conference paper"
~type_genre:"Hochschulschrift"
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:"Black-Scholes-Modell"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Deutscher Aktienindex
European quanto derivatives
Stochastischer Prozess
Black-Scholes-Modell
62
Black-Scholes model
57
Optionspreistheorie
40
Theorie
40
Theory
40
Option pricing theory
37
Volatilität
16
Stochastic process
15
Deutschland
14
Germany
14
Volatility
14
Estimation
12
Schätzung
12
Derivat
10
Derivative
10
Option trading
10
Optionsgeschäft
10
Portfolio selection
10
Portfolio-Management
10
Börsenkurs
9
Share price
9
CAPM
8
Risikomanagement
8
Hedging
7
Finanzmathematik
6
Statistical distribution
6
Statistische Verteilung
6
Aktienoption
5
Bewertung
5
Kapitalmarkttheorie
5
Risk management
5
Aktienmarkt
4
Derivat <Wertpapier>
4
Financial economics
4
Indexoption
4
Mathematical finance
4
Numerisches Verfahren
4
Transaction costs
4
more ...
less ...
Online availability
All
Free
2
Undetermined
2
Type of publication
All
Book / Working Paper
17
Article
2
Type of publication (narrower categories)
All
Conference paper
Hochschulschrift
Article in journal
215
Aufsatz in Zeitschrift
215
Graue Literatur
42
Non-commercial literature
42
Working Paper
41
Arbeitspapier
37
Lehrbuch
18
Textbook
17
Thesis
13
Aufsatz im Buch
11
Book section
11
Dissertation u.a. Prüfungsschriften
4
Forschungsbericht
4
Reprint
3
Einführung
2
Konferenzbeitrag
2
Accompanied by computer file
1
Amtsdruckschrift
1
Aufsatzsammlung
1
Bibliografie enthalten
1
Bibliography included
1
CD-ROM, DVD
1
Collection of articles of several authors
1
Collection of articles written by one author
1
Elektronischer Datenträger als Beilage
1
Government document
1
Sammelwerk
1
Sammlung
1
more ...
less ...
Language
All
German
11
English
8
French
1
Author
All
Andres, Peter
1
Bär, Jürgen
1
Dyachenko, Artem
1
Fischer, Matthias
1
Hok, Julien
1
Holtrode, Rainer
1
Mordecki, Ernesto
1
Ngare, Philip
1
Olivera, Federico de
1
Papapantoleon, Antonis
1
Popovici, Stefan Alex
1
Rieken, Sascha
1
Rudolf, Markus
1
Sachtler, Michael
1
Studer, Michael
1
Sturn, Raphael Christian Benedikt
1
Thiel, Dirk
1
Volz, Thilo
1
Wallmeier, Martin
1
Wehrmann, Dirk C.
1
Yu, Jialin
1
Zufferey, Yannick
1
more ...
less ...
Institution
All
Eberhard Karls Universität Tübingen
1
Universität Trier
1
Published in...
All
Reihe Quantitative Ökonomie : Ökon
2
Betriebswirtschaftliche Studien
1
Europäische Hochschulschriften / 5
1
Forschungsbericht
1
International journal of theoretical and applied finance
1
Karlsruher Reihe
1
Quantitative Finanzwirtschaft : Schriftenreihe zu Statistik und Ökonometrie
1
Quantitative Wirtschaftsforschung : Schriftenreihe zu Statistik und Ökonometrie
1
Reihe: Finanzierung, Kapitalmarkt und Banken
1
Studies in contemporary economics
1
Trends in mathematical economics : dialogues between Southern Europe and Latin America
1
Wirtschafts- und Sozialwissenschaften
1
more ...
less ...
Source
All
ECONIS (ZBW)
19
Showing
1
-
10
of
19
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The valuation of option contracts subject to counterparty risk
Sturn, Raphael Christian Benedikt
-
2019
Persistent link: https://www.econbiz.de/10012173134
Saved in:
2
Projections of the stochastic discount factor and optimal volatility derivatives
Dyachenko, Artem
-
2019
Persistent link: https://www.econbiz.de/10012416803
Saved in:
3
Expansion formulas for European quanto options in a local volatility FX-LIBOR model
Hok, Julien
;
Ngare, Philip
;
Papapantoleon, Antonis
- In:
International journal of theoretical and applied finance
21
(
2018
)
2
,
pp. 1-43
Persistent link: https://www.econbiz.de/10011854564
Saved in:
4
Computing Greeks for Lévy models : the fourier transform approach
Olivera, Federico de
;
Mordecki, Ernesto
- In:
Trends in mathematical economics : dialogues between …
,
(pp. 99-121)
.
2016
Persistent link: https://www.econbiz.de/10011800675
Saved in:
5
Stochastic Taylor expansions and saddlepoint approximations for risk management
Studer, Michael
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001674056
Saved in:
6
Three essays on financial econometrics
Yu, Jialin
-
2005
Persistent link: https://www.econbiz.de/10003555366
Saved in:
7
Prognosemodelle und Handelsansätze für Implizite Volatilitäten
Sachtler, Michael
-
2004
Persistent link: https://www.econbiz.de/10002392690
Saved in:
8
Der Informationsgehalt von Optionspreisen
Wallmeier, Martin
-
2003
Persistent link: https://www.econbiz.de/10001747262
Saved in:
9
Contrôle combiné stochastique et stratégies d'entreprise
Zufferey, Yannick
-
2002
Persistent link: https://www.econbiz.de/10001736673
Saved in:
10
Selected infinitely divisible distributions as models for financial return data - unconditional fit and option pricing
Fischer, Matthias
-
2002
-
1. Aufl.
Persistent link: https://www.econbiz.de/10001679700
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->