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~subject:"Statistische Verteilung"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Black-Scholes-Modell"
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Statistische Verteilung
Black-Scholes-Modell
940
Black-Scholes model
939
Option pricing theory
595
Optionspreistheorie
595
Volatility
346
Volatilität
346
Theorie
323
Theory
323
Option trading
282
Optionsgeschäft
282
Stochastic process
215
Stochastischer Prozess
215
Derivat
169
Derivative
169
Hedging
97
Estimation
72
Schätzung
72
Experiment
71
Option pricing
56
USA
55
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55
CAPM
53
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53
Portfolio-Management
53
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31
Index-Futures
31
Risiko
31
Risk
31
Aktienoption
30
Statistical distribution
30
Stock option
30
ARCH model
27
ARCH-Modell
27
Transaction costs
27
option pricing
27
Analysis
26
Black-Scholes
26
Mathematical analysis
26
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1
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Article
30
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Aufsatz in Zeitschrift
Article in journal
30
Graue Literatur
10
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10
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7
Arbeitspapier
6
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6
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6
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29
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Carr, Peter
2
Aboura, Sofiane
1
Al-Jaaf, Aşty
1
Andersen, Leif B. G.
1
Andreasen, Jesper Fredborg
1
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1
Cao, Lingyan
1
Ch'oe, Pyŏng-uk
1
Chang, Kook-hyun
1
Chung, San-Lin
1
Coolen, Frank P. A.
1
Coolen-Maturi, Tahani
1
D'Addona, Stefano
1
Dao, Tung-Lam
1
Drimus, Gabriel
1
Ewald, Christian-Oliver
1
Farkas, Walter
1
Guo, Zheng-feng
1
He, Ting
1
Hsu, Wei-tze
1
Huang, Hung-Hsi
1
Jiang, I-Ming
1
Ki, Hosam
1
Lalit, Prasad Narahar
1
Leccadito, Arturo
1
Lee, Miyoung
1
Li, Anlong
1
Li, Sheng-Han
1
Li, Yu
1
Lin, Shin-Hung
1
Lin, Shu-hui
1
Liu, Yanxin
1
Liu, Yu-hong
1
Madan, Dilip B.
1
Madrigal, Vicente
1
Marinelli, Carlo
1
Necula, Ciprian
1
Ng, Andrew Cheuk-Yin
1
Nikkinen, Jussi
1
Pan, Ging-ginq
1
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Published in...
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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
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
1
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ECONIS (ZBW)
30
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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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