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~subject:"Statistische Verteilung"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
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Search: subject_exact:"Black-Scholes-Modell"
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Statistische Verteilung
Black-Scholes-Modell
1,020
Black-Scholes model
1,019
Option pricing theory
640
Optionspreistheorie
640
Theorie
370
Theory
370
Volatility
362
Volatilität
362
Option trading
294
Optionsgeschäft
294
Stochastic process
226
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226
Derivat
182
Derivative
182
Hedging
109
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74
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74
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60
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58
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57
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option pricing
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Article in journal
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2
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Madan, Dilip B.
1
Madrigal, Vicente
1
Marinelli, Carlo
1
Necula, Ciprian
1
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International journal of financial engineering
3
International journal of theoretical and applied finance
3
Review of derivatives research
3
The North American journal of economics and finance : a journal of financial economics studies
3
Annals of finance
1
Applied financial economics
1
Contributions to accounting and finance : essays in honour of Paavo Yli-Olli
1
Current topics in quantitative finance : with 23 tables
1
European financial management : the journal of the European Financial Management Association
1
Finance and stochastics
1
Finance research letters
1
International review of economics & finance : IREF
1
International review of financial analysis
1
Journal of derivatives & hedge funds
1
Journal of econometrics
1
Journal of the Operational Research Society
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Mathematics and financial economics
1
Research in banking and finance
1
The international journal of business and finance research : IJBFR
1
The journal of derivatives : JOD
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The journal of futures markets
1
Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
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ECONIS (ZBW)
32
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1
Nonparametric estimates of option prices via Hermite basis functions
Marinelli, Carlo
;
D'Addona, Stefano
- In:
Annals of finance
19
(
2023
)
4
,
pp. 477-522
Persistent link: https://www.econbiz.de/10014448291
Saved in:
2
Vol, skew, and smile trading
Al-Jaaf, Aşty
;
Carr, Peter
- In:
The journal of derivatives : JOD
31
(
2023
)
1
,
pp. 64-95
Persistent link: https://www.econbiz.de/10014422386
Saved in:
3
European option pricing using Gumbel distribution
Purohit, Seema Uday
;
Lalit, Prasad Narahar
- In:
International journal of financial engineering
9
(
2022
)
1
,
pp. 1-11
Persistent link: https://www.econbiz.de/10013188781
Saved in:
4
Nonparametric predictive inference for European option pricing based on the binomial tree model
He, Ting
;
Coolen, Frank P. A.
;
Coolen-Maturi, Tahani
- In:
Journal of the Operational Research Society
70
(
2019
)
10
,
pp. 1692-1708
Persistent link: https://www.econbiz.de/10012214368
Saved in:
5
Extreme at-the-money skew in a local volatility model
Pigato, Paolo
- In:
Finance and stochastics
23
(
2019
)
4
,
pp. 827-859
Persistent link: https://www.econbiz.de/10012114660
Saved in:
6
A general closed form option pricing formula
Necula, Ciprian
;
Drimus, Gabriel
;
Farkas, Walter
- In:
Review of derivatives research
22
(
2019
)
1
,
pp. 1-40
Persistent link: https://www.econbiz.de/10012311636
Saved in:
7
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:
8
Asymmetries in financial returns
Madan, Dilip B.
;
Wang, King
- In:
International journal of financial engineering
4
(
2017
)
4
,
pp. 1-37
Persistent link: https://www.econbiz.de/10011807103
Saved in:
9
A mean bound financial model and options pricing
Li, Yu
- In:
International journal of financial engineering
4
(
2017
)
4
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011807105
Saved in:
10
On volatility smile and an investment strategy with out-of-the-money calls
Talponen, Jarno
- In:
Mathematics and financial economics
10
(
2016
)
2
,
pp. 113-125
Persistent link: https://www.econbiz.de/10011485897
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