//--> //--> //--> //-->
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
~subject:"Option pricing"
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
Option pricing
Black-Scholes-Modell
1,706
Black-Scholes model
1,609
Optionspreistheorie
1,092
Option pricing theory
1,051
Theorie
646
Theory
626
Volatilität
521
Volatility
512
Optionsgeschäft
398
Option trading
394
Stochastischer Prozess
351
Stochastic process
343
Derivat
275
Derivative
274
Hedging
170
Portfolio-Management
131
Portfolio selection
126
CAPM
122
Schätzung
114
Estimation
113
Experiment
91
USA
85
United States
83
Finanzmathematik
78
Börsenkurs
60
Share price
59
Mathematical finance
58
Statistische Verteilung
55
Aktienoption
54
Statistical distribution
54
Index-Futures
50
Index futures
48
Stock option
47
Analysis
46
Estimation theory
45
Schätztheorie
45
Zinsstruktur
45
Risiko
44
Risk
44
more ...
less ...
Online availability
All
Undetermined
40
Free
5
Type of publication
All
Article
58
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
56
Aufsatz in Zeitschrift
56
Aufsatz im Buch
2
Book section
2
Conference paper
2
Konferenzbeitrag
2
Working Paper
2
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
more ...
less ...
Language
All
English
60
Author
All
Kim, Junseok
3
D'Addona, Stefano
2
Düring, Bertram
2
Fournié, Michel
2
Jeong, Darae
2
Jüngel, Ansgar
2
Marazzina, Daniele
2
Marinelli, Carlo
2
Yoo, Minhyun
2
Abdi-Mazraeh, Somayeh
1
Alghalith, Moawia
1
Andreou, Panayiotis C.
1
Arin, Efe
1
Bajaj, Parminder
1
Ballestra, Luca Vincenzo
1
Ballotta, Laura
1
Bandi, Chaithanya
1
Bentata, Amel
1
Bertsimas, Dimitris
1
Boetticher, Sven T. von
1
Bouchaud, Jean-Philippe
1
Breda, Vasile
1
Brorsen, B. Wade
1
Burro, Giacomo
1
Bégin, Jean-François
1
Chance, Don M.
1
Chang, Ming-Chi
1
Charalambous, Chris
1
Choi, Yongho
1
Cont, Rama
1
Corsaro, Stefania
1
Corsi, Fulvio
1
Cuesdeanu, Horatio
1
Dao, Tung-Lam
1
DeMarzo, Peter M.
1
Duck, Peter W.
1
Elyasiani, Elyas
1
Eskiizmirliler, Saadet
1
Evatt, Geoffrey W.
1
Fusai, Gianluca
1
more ...
less ...
Published in...
All
Computational economics
8
European journal of operational research : EJOR
5
Review of derivatives research
5
International journal of financial engineering
3
Quantitative finance
3
Review of quantitative finance and accounting
3
Applied economics
2
Applied mathematical finance
2
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
2
International journal of theoretical and applied finance
2
The North American journal of economics and finance : a journal of financial economics studies
2
Annals of finance
1
Annals of financial economics
1
Asia-Pacific financial markets
1
Asia-Pacific journal of financial studies
1
CoFE Discussion Paper
1
CoFE discussion papers
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Decisions in economics and finance : a journal of applied mathematics
1
Economic dynamics and sustainable development ; Part 2
1
Finance and stochastics
1
Finance research letters
1
International review of financial analysis
1
Journal of economic dynamics & control
1
Journal of economic theory
1
Journal of economics and finance
1
Journal of empirical finance
1
Journal of financial economics
1
Journal of risk and financial management : JRFM
1
Mathematical methods of operations research : ZOR
1
Mudra : journal of finance and accounting
1
Operations research letters
1
Research bulletin / The Institute of Cost Accountants of India
1
Trends in mathematical economics : dialogues between Southern Europe and Latin America
1
more ...
less ...
Source
All
ECONIS (ZBW)
59
EconStor
1
Showing
1
-
10
of
60
Sort
Relevance
Date (newest first)
Date (oldest first)
1
A deep learning based numerical PDE method for option pricing
Wang, Xiang
;
Li, Jessica
;
Li, Jichun
- In:
Computational economics
62
(
2023
)
1
,
pp. 149-164
Persistent link: https://www.econbiz.de/10014327247
Saved in:
2
Nonparametric estimates of option prices via Hermite basis functions
Marinelli, Carlo
;
D'Addona, Stefano
- In:
Annals of finance
19
(
2023
)
4
,
pp. 477-522
Persistent link: https://www.econbiz.de/10014448291
Saved in:
3
Analysis about the black-scholes asset price under the regime-switching framework
Tian, Ping
;
Zhou, Hang
;
Zhou, Duotai
- In:
International review of financial analysis
88
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014471870
Saved in:
4
The Black-Scholes paper : a personal perspective
Neuberger, Anthony
- In:
Decisions in economics and finance : a journal of …
46
(
2023
)
2
,
pp. 713-730
Persistent link: https://www.econbiz.de/10014443763
Saved in:
5
Numerical approximation to a variable-order time-fractional Black-Scholes model with applications in option pricing
Zhang, Meihui
;
Zheng, Xiangcheng
- In:
Computational economics
62
(
2023
)
3
,
pp. 1155-1175
Persistent link: https://www.econbiz.de/10014382889
Saved in:
6
Option pricing under stochastic volatility models with latent volatility
Bégin, Jean-François
;
Godin, Frédéric
- In:
Quantitative finance
23
(
2023
)
7/8
,
pp. 1079-1097
Persistent link: https://www.econbiz.de/10014321665
Saved in:
7
Accurate and efficient finite difference method for the black-scholes model with no far-field boundary conditions
Lee, Chaeyoung
;
Kwak, Soobin
;
Hwang, Youngjin
;
Kim, Junseok
- In:
Computational economics
61
(
2023
)
3
,
pp. 1207-1224
Persistent link: https://www.econbiz.de/10014252173
Saved in:
8
Deep learning based hybrid computational intelligence models for options pricing
Arin, Efe
;
Özbayoglu, Ahmet Murat
- In:
Computational economics
59
(
2022
)
1
,
pp. 39-58
Persistent link: https://www.econbiz.de/10013168900
Saved in:
9
The power of deterministic option-implied trees in pricing European options
Elyasiani, Elyas
;
Muzzioli, Silvia
- In:
Applied economics
54
(
2022
)
22
,
pp. 2596-2609
Persistent link: https://www.econbiz.de/10013171107
Saved in:
10
Smiles & smirks : volatility and leverage by jumps
Ballotta, Laura
;
Rayée, Grégory
- In:
European journal of operational research : EJOR
298
(
2022
)
3
,
pp. 1145-1161
Persistent link: https://www.econbiz.de/10013206930
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->