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Search: subject:"Black-Scholes-Modell"
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Black-Scholes model
252
Black-Scholes-Modell
252
Theorie
142
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142
Option pricing theory
135
Optionspreistheorie
135
Volatility
61
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48
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48
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38
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9
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198
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Kohlmann, Michael
6
Garcia, René
5
Renault, Eric
5
Wystup, Uwe
5
Fengler, Matthias R.
4
Franke, Günter
4
Luger, Richard
4
Stapleton, Richard C.
4
Barone-Adesi, Giovanni
3
Başak, Suleyman
3
Chabakauri, Georgy
3
Düring, Bertram
3
Engle, Robert F.
3
Frey, Rüdiger
3
Härdle, Wolfgang
3
Joshi, Mark S.
3
Jüngel, Ansgar
3
Merton, Robert C.
3
Rosenberg, Joshua V.
3
Sala, Carlo
3
Satchell, Stephen
3
Subrahmanyam, Marti G.
3
Wilhelm, Jochen
3
Alziary, Bénédicte
2
Alòs, Elisa
2
Amilon, Henrik
2
Andersen, Torben
2
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2
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2
Black, Fischer
2
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2
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2
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2
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2
Das, Sanjiv R.
2
Dert, Cees
2
Ehrhardt, Matthias
2
Fouque, Jean-Pierre
2
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2
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2
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
3
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1
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1
ESCP-EAP European School of Management
1
Ekonomiska forskningsinstitutet <Stockholm>
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
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Options : classic approaches to pricing and modelling
11
CoFE discussion papers
9
Research paper series / Swiss Finance Institute
8
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
6
Nonlinear models in mathematical finance : new research trends in option pricing
5
Working paper / National Bureau of Economic Research, Inc.
5
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
5
Discussion paper / B
4
Finance and economics discussion series
4
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
4
Série des documents de travail / Centre de Recherche en Économie et Statistique
4
Working papers
4
Discussion paper / Center for Economic Research, Tilburg University
3
Discussion paper / Centre for Economic Policy Research
3
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
Discussion papers of interdisciplinary research project 373
3
Financial derivatives : pricing and risk management
3
Financial engineering
3
Mathematical control theory and finance
3
Mathematical finance
3
SFB 649 discussion paper
3
Working paper / Department of Econometrics and Business Statistics, Monash University
3
Working paper series / Centre for Practical Quantitative Finance
3
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
3
AFI
2
Advances in finance and stochastics : essays in honour of Dieter Sondermann
2
Bonn Econ Discussion Papers / BGSE
2
Cahier / Département de Sciences Économiques, Université de Montréal
2
Cahier / Institut de Sciences Actuarielles, Ecole des Hautes Etudes Commerciales, Université de Lausanne
2
Current topics in quantitative finance : with 23 tables
2
Discussion paper / Department of Business and Management Science
2
Discussion paper / Tinbergen Institute
2
Discussion paper series / LSE Financial Markets Group
2
Discussion paper series / School of Economics and Finance, the University of Hong Kong
2
Diskussionsbeiträge der Mercator School of Management der Universität Duisburg-Essen, Campus Duisburg
2
International finance discussion papers
2
Les cahiers de recherche / HEC Paris
2
Manuskripte aus den Instituten für Betriebswirtschaftslehre der Universität Kiel
2
Passauer Diskussionspapiere / Betriebswirtschaftliche Reihe : Diskussionsbeitrag ...
2
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ECONIS (ZBW)
252
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1
Self-pricing options
Edelman, David
-
2023
Persistent link: https://www.econbiz.de/10014477093
Saved in:
2
The pricing kernel in options
Heston, Steven L.
;
Jacobs, Kris
;
Kim, Hyung Joo
-
2023
Persistent link: https://www.econbiz.de/10014385050
Saved in:
3
Endogenous option pricing
Gamba, Andrea
;
Saretto, Alessio
-
2022
Persistent link: https://www.econbiz.de/10013170529
Saved in:
4
Pricing the exotic: path-dependent american options with stochastic barriers
Rojas-Bernal, Alejandro
;
Villamizar-Villegas, Mauricio
; …
-
2021
Persistent link: https://www.econbiz.de/10012804267
Saved in:
5
Approximation method using black-scholes formula for barrier option pricing under Lévy models
Li, Yuan
;
Miyachi, Kaimon
;
Shiraya, Kenichiro
; …
-
2021
-
This version : June 7, 2021
Persistent link: https://www.econbiz.de/10012807890
Saved in:
6
Variance Gamma process in the option pricing model
Drahokoupil, Jakub
-
2021
Persistent link: https://www.econbiz.de/10012493120
Saved in:
7
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
Saved in:
8
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
Saved in:
9
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
Saved in:
10
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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