//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Câmara, António"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Black-Scholes-Modell"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Black-Scholes model
9
Black-Scholes-Modell
9
Option pricing theory
9
Optionspreistheorie
9
Theorie
5
Theory
5
Volatility
3
Volatilität
3
Modellierung
2
Scientific modelling
2
2008
1
Börsenkurs
1
Estimation
1
Experiment
1
Foreign exchange options
1
Insolvency
1
Insolvenz
1
Nutzenfunktion
1
Risiko
1
Risikopräferenz
1
Risk
1
Risk attitude
1
S u jump-diffusion
1
Schätzung
1
Share price
1
USA
1
United States
1
Utility function
1
jump diffusion
1
risk-neutral valuation relationships
1
volatility smile
1
more ...
less ...
Type of publication
All
Article
9
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Aufsatz im Buch
1
Book section
1
Language
All
English
9
Author
All
Câmara, António
Madan, Dilip B.
13
Alghalith, Moawia
11
Jarrow, Robert A.
11
Jüngel, Ansgar
11
Kohlmann, Michael
11
Wystup, Uwe
11
Lee, Cheng F.
10
Ehrhardt, Matthias
9
Franke, Günter
9
Härdle, Wolfgang
9
Korn, Ralf
9
Schoutens, Wim
9
Singh, Vipul Kumar
9
Stapleton, Richard C.
9
Elliott, Robert J.
8
Fengler, Matthias R.
8
Seydel, Rüdiger
8
Carr, Peter
7
Chance, Don M.
7
Frey, Rüdiger
7
Gikhman, Ilya I.
7
Günther, Michael
7
Kühn, Christoph
7
Mahayni, Antje
7
Renault, Eric
7
Subrahmanyam, Marti G.
7
Vanduffel, Steven
7
Cui, Zhenyu
6
Düring, Bertram
6
Engle, Robert F.
6
Garcia, René
6
Goovaerts, Marc J.
6
Lee, John C.
6
Merk, Andreas
6
Orlando, Giuseppe
6
Rosenberg, Joshua V.
6
Satchell, Stephen
6
Zhu, Song-Ping
6
Alexander, Carol
5
more ...
less ...
Published in...
All
The journal of futures markets
5
Financial derivatives : pricing and risk management
1
International journal of finance & economics : IJFE
1
Review of derivatives research
1
The journal of business : B
1
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Options on troubled stock
Câmara, António
;
Popova, Ivilina
;
Simkins, Betty J.
- In:
The journal of futures markets
34
(
2014
)
7
,
pp. 637-657
Persistent link: https://www.econbiz.de/10010507943
Saved in:
2
Comment on "A new simple square root option pricing model"
Kim, Hwa-sung
;
Kang, Jangkoo
;
Shin, Jeongwoo
- In:
The journal of futures markets
32
(
2012
)
2
,
pp. 191-198
Persistent link: https://www.econbiz.de/10009487021
Saved in:
3
FX risk-neutral valuation relationships for the S u jump-diffusion family
Câmara, Ana
;
Câmara, António
;
Popova, Ivilina
; …
- In:
International journal of finance & economics : IJFE
16
(
2011
)
4
,
pp. 339-356
Persistent link: https://www.econbiz.de/10009508891
Saved in:
4
The Black-Scholes legacy : closed-form option pricing models
Câmara, António
- In:
Financial derivatives : pricing and risk management
,
(pp. 387-404)
.
2010
Persistent link: https://www.econbiz.de/10003920436
Saved in:
5
A new simple square root option pricing model
Câmara, António
;
Wang, Yaw-huei
- In:
The journal of futures markets
30
(
2010
)
11
,
pp. 1007-1025
Persistent link: https://www.econbiz.de/10008900941
Saved in:
6
Closed-form option pricing formulas with extreme events
Câmara, António
;
Heston, Steven L.
- In:
The journal of futures markets
28
(
2008
)
3
,
pp. 213-230
Persistent link: https://www.econbiz.de/10003699314
Saved in:
7
Option prices sustained by risk-preferences
Câmara, António
- In:
The journal of business : B
78
(
2005
)
5
,
pp. 1683-1708
Persistent link: https://www.econbiz.de/10003232488
Saved in:
8
The valuation of options with restrictions on preferences and distributions
Câmara, António
- In:
The journal of futures markets
21
(
2001
)
12
,
pp. 1091-1117
Persistent link: https://www.econbiz.de/10001620297
Saved in:
9
An extended set of risk neutral valuation relationships for the pricing of contingent claims
Câmara, António
- In:
Review of derivatives research
3
(
1999
)
1
,
pp. 67-83
Persistent link: https://www.econbiz.de/10001445809
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->