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~subject:"Volatility"
~subject:"Volatilität"
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Search: subject:"Black-Scholes-Modell"
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Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
4
Options : classic approaches to pricing and modelling
3
Current topics in quantitative finance : with 23 tables
2
Advanced mathematical methods for finance
1
Asia Pacific financial markets in comparative perspective : issues and implications for the 21st century
1
Bewertung und Einsatz von Finanzderivaten
1
Contemporary quantitative finance : essays in honour of Eckhard Platen
1
Contributions to accounting and finance : essays in honour of Paavo Yli-Olli
1
Decision making and risk/return optimization in financial economics
1
Economic dynamics and sustainable development ; Part 2
1
Finanzwirtschaft, Kapitalmarkt und Banken : Festschrift für Manfred Steiner zum 60. Geburtstag
1
Forecasting volatility in the financial markets
1
Frontiers in quantitative finance : volatility and credit risk modeling
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International financial systems and stock volatility : issues and remedies
1
Risk management decisions and value under uncertainty
1
Soft computing for risk evaluation and management : applications in technology, environment and finance
1
Sovereign risk and financial crises ; with 40 tables
1
Trends in mathematical economics : dialogues between Southern Europe and Latin America
1
University-business partnership through the Triple Helix Approach : [... workshops and roundtable debate "University-business partnership through the Triple Helix Approach" which took place at the International Conference "Europen Integration and Baltic Sea Region: Diversity and Perspectives", held in Riga from 26th to 27th September 2011]
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Probability-free models in option pricing : statistically indistinguishable dynamics and historical vs implied volatility
Brigo, Damiano
- In:
Options - 45 years since the publication of the …
,
(pp. 47-61)
.
2023
Persistent link: https://www.econbiz.de/10014366586
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2
Cumulant formulas for implied volatility
Lee, Roger
- In:
Options - 45 years since the publication of the …
,
(pp. 185-193)
.
2023
Persistent link: https://www.econbiz.de/10014366604
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3
Implied volatility asymptotics : Black-Scholes and beyond
Tankov, Peter
- In:
Options - 45 years since the publication of the …
,
(pp. 195-212)
.
2023
Persistent link: https://www.econbiz.de/10014366651
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4
A general theory of option pricing
Geršôn, Dāwid
- In:
Options - 45 years since the publication of the …
,
(pp. 293-330)
.
2023
Persistent link: https://www.econbiz.de/10014366656
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5
Closed form valuation of barrier options with stochastic barriers
Guillaume, Tristan
- In:
Risk management decisions and value under uncertainty
,
(pp. 1021-1050)
.
2022
Persistent link: https://www.econbiz.de/10013342082
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6
On the multidimensional Black-Scholes partial differential equation
Guillaume, Tristan
- In:
Decision making and risk/return optimization in …
,
(pp. 229-251)
.
2019
Persistent link: https://www.econbiz.de/10012134802
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7
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
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8
Volatility analysis of Shanghai composite index and financial crises
Sheraz, Muhammad
;
Breda, Vasile
-
2016
Persistent link: https://www.econbiz.de/10013164574
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9
Risk of options : impact of volatility parameter
Jajuga, Krzysztof
;
Kuziak, Katarzyna
- In:
Soft computing for risk evaluation and management : …
,
(pp. 487-500)
.
2013
Persistent link: https://www.econbiz.de/10010188102
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10
On comparison of the Black-Scholes and the Black-Merton stochastic models
Kowgier, Henryk
-
2012
Persistent link: https://www.econbiz.de/10009723641
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