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~type_genre:"Collection of articles of several authors"
~type_genre:"Conference paper"
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Search: subject:"Black-Scholes-Modell"
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Black-Scholes-Modell
255
Black-Scholes model
246
Theorie
155
Theory
155
Optionspreistheorie
146
Option pricing theory
145
Stochastischer Prozess
62
Stochastic process
61
Volatilität
48
Volatility
47
Derivat
38
Derivative
38
Finanzmathematik
37
Option trading
35
Optionsgeschäft
35
Portfolio selection
35
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35
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29
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27
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21
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19
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19
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17
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17
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16
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16
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16
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15
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14
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14
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14
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14
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11
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11
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11
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11
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10
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10
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10
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9
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99
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14
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Book / Working Paper
248
Article
7
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Case study
Collection of articles of several authors
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Non-commercial literature
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941
Aufsatz in Zeitschrift
941
Graue Literatur
198
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197
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172
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80
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80
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58
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49
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47
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11
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9
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8
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8
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7
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7
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6
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6
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6
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6
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5
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5
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5
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4
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4
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3
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3
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3
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3
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234
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17
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2
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1
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Kohlmann, Michael
6
Wystup, Uwe
6
Garcia, René
5
Jüngel, Ansgar
5
Renault, Eric
5
Seydel, Rüdiger
5
Fengler, Matthias R.
4
Franke, Günter
4
Irle, Albrecht
4
Luger, Richard
4
Sandmann, Klaus
4
Stapleton, Richard C.
4
Barone-Adesi, Giovanni
3
Başak, Suleyman
3
Brooks, Robert
3
Chabakauri, Georgy
3
Chance, Don M.
3
Düring, Bertram
3
Ehrhardt, Matthias
3
Engle, Robert F.
3
Goovaerts, Marc J.
3
Härdle, Wolfgang
3
Joshi, Mark S.
3
Korn, Ralf
3
Rosenberg, Joshua V.
3
Sala, Carlo
3
Subrahmanyam, Marti G.
3
Wilhelm, Jochen
3
Andersen, Torben
2
Balder, Sven
2
Bank, Peter
2
Berg, Tobias
2
Darsinos, Theofanis
2
Das, Sanjiv R.
2
Dert, Cees
2
Dhaene, Jan
2
Dineen, Seán
2
Dudenhausen, Antje
2
Elliott, Robert J.
2
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2
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
3
Johannes Gutenberg-Universität Mainz
2
Bonn Graduate School of Economics
1
Capital Markets Conference <UTI Institute of Capital Markets, Navi Mumbai> <1, 1997, Navi Muṃbaī>
1
Center for Economic Research <Tilburg>
1
ESCP-EAP European School of Management
1
Eberhard Karls Universität Tübingen
1
Ekonomiska forskningsinstitutet <Stockholm>
1
Federal Reserve Bank of Chicago
1
Hochschule für Bankwirtschaft
1
Institut für Weltwirtschaft
1
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1
Society of Actuaries
1
Springer Fachmedien Wiesbaden
1
Svenska Handelshögskolan <Helsinki>
1
Technische Hochschule Mittelhessen
1
UTI Institute of Capital Markets <Navi Muṃbaī>
1
Universiteit Antwerpen / Faculteit Toegepaste Economische Wetenschappen
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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CoFE discussion papers
8
Research paper series / Swiss Finance Institute
8
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
6
Working paper / National Bureau of Economic Research, Inc.
5
Working paper series / Centre for Practical Quantitative Finance
5
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
5
Discussion paper / B
4
Universitext
4
Working papers
4
Berichte zur Stochastik und verwandten Gebieten
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
Finance and economics discussion series
3
Graduate studies in mathematics : GSM
3
Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik
3
Research report / Katholieke Universiteit Leuven, Faculty of Economics and Applied Economics, Department of Applied Economics
3
Studium
3
Série des documents de travail / Centre de Recherche en Économie et Statistique
3
Working paper / Department of Econometrics and Business Statistics, Monash University
3
A Chapman & Hall book
2
AFI
2
Cahier / Département de Sciences Économiques, Université de Montréal
2
Cahier / Institut de Sciences Actuarielles, Ecole des Hautes Etudes Commerciales, Université de Lausanne
2
Chapman & Hall/CRC financial mathematics series
2
Discussion paper / Center for Economic Research, Tilburg University
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
Manuskripte aus den Instituten für Betriebswirtschaftslehre der Universität Kiel
2
Mathematical finance
2
Passauer Diskussionspapiere / Betriebswirtschaftliche Reihe : Diskussionsbeitrag ...
2
Queen's Economics Department working paper
2
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
2
Studienbücher Wirtschaftsmathematik
2
Undergraduate texts in mathematics
2
Wiley series in probability and statistics
2
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
2
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ECONIS (ZBW)
255
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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
Pricing Kernels inferred from Bitcoin options
Winkel, Julian
-
2021
Persistent link: https://www.econbiz.de/10013257965
Saved in:
8
Quantification of risk in classical models of finance
Pichler, Alois
;
Schlotter, Ruben
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 31-45
Persistent link: https://www.econbiz.de/10012872493
Saved in:
9
The valuation of option contracts subject to counterparty risk
Sturn, Raphael Christian Benedikt
-
2019
Persistent link: https://www.econbiz.de/10012173134
Saved in:
10
Simple and good - option pricing with regime switching skew tree models
Hausmann, Wilfried
-
Technische Hochschule Mittelhessen
-
2018
Persistent link: https://www.econbiz.de/10012155050
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