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Black-Scholes model
6
Black-Scholes-Modell
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Option pricing theory
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Göncü, Ahmet
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Orosi, Greg
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Annals of financial economics
International journal of theoretical and applied finance
76
Mathematical finance : an international journal of mathematics, statistics and financial theory
40
Applied mathematical finance
39
The journal of futures markets
33
The journal of computational finance
32
Computational economics
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Finance and stochastics
29
The journal of derivatives : the official publication of the International Association of Financial Engineers
28
Review of derivatives research
25
Quantitative finance
23
International journal of financial engineering
22
Journal of mathematical finance
22
Journal of banking & finance
19
Asia-Pacific financial markets
18
The North American journal of economics and finance : a journal of financial economics studies
14
Finance research letters
13
Journal of economic dynamics & control
13
Journal of econometrics
12
Options : classic approaches to pricing and modelling
11
The European journal of finance
11
Decisions in economics and finance : DEF ; a journal of applied mathematics
10
CoFE discussion papers
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Review of quantitative finance and accounting
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Risks : open access journal
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The review of financial studies
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CoFE Discussion Paper
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European journal of operational research : EJOR
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International review of financial analysis
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Research paper series / Swiss Finance Institute
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The journal of risk and insurance : the journal of the American Risk and Insurance Association
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Advances in futures and options research : a research annual
7
Journal of derivatives & hedge funds
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Journal of risk and financial management : JRFM
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The journal of finance : the journal of the American Finance Association
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Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
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Applied economics
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Applied financial economics
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Discussion paper / B
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Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
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1
Pricing options under stochastic interest rate and the Frasca-Farina process : a simple, explicit formula
Alghalith, Moawia
- In:
Annals of financial economics
16
(
2021
)
1
,
pp. 1-4
Persistent link: https://www.econbiz.de/10012650873
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2
A novel method for arbitrage-free option surface construction
Orosi, Greg
- In:
Annals of financial economics
14
(
2019
)
4
,
pp. 1-14
Persistent link: https://www.econbiz.de/10012226655
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3
Statistical arbitrage in the multi-asset Black-Scholes economy
Göncü, Ahmet
;
Akyildirim, Erdinc
- In:
Annals of financial economics
12
(
2017
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011716058
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4
Explicit formulae for parameters of stochastic models of a discounted equity index using maximum likelihood estimation with applications
Fergusson, K.
- In:
Annals of financial economics
12
(
2017
)
2
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011716156
Saved in:
5
Boundary control of the black-scholes pde for option dynamics stabilization
Rigatos, Gerasimos G.
- In:
Annals of financial economics
11
(
2016
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011685692
Saved in:
6
Are real options "real"? : isolating uncertainty from risk in real options analysis
So, Leh-Chyan
- In:
Annals of financial economics
9
(
2014
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10010489151
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