//--> //--> //-->
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:"Volatility"
~subject:"Optionsgeschäft"
~isPartOf:"Journal of derivatives & hedge funds"
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
| 3 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Optionsgeschäft
Black-Scholes model
7
Black-Scholes-Modell
7
Option pricing theory
7
Optionspreistheorie
7
Option trading
5
Volatilität
3
American options
2
Derivat
2
Derivative
2
European options
2
India
2
Indien
2
investment
2
Außenwirtschaftstheorie
1
Black-Scholes
1
Black-scholes
1
Convertibility
1
Convertible bond
1
European-style option pricing
1
Experiment
1
Gram-Charlier
1
International economics
1
Konvertibilität
1
Nifty
1
Statistical distribution
1
Statistische Verteilung
1
Stochastic process
1
Stochastischer Prozess
1
Theorie
1
Theory
1
USA
1
United States
1
Wandelanleihe
1
barrier options
1
call
1
constant elasticity of variance
1
deterministic
1
implied volatility
1
more ...
less ...
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
5
Author
All
Alghalith, Moawia
2
Aboura, Sofiane
1
Deng, Geng
1
Dulaney, Tim
1
McCann, Craig
1
Singh, Vipul Kumar
1
Valeyre, Sebastien
1
Wagner, Niklas F.
1
more ...
less ...
Published in...
All
Journal of derivatives & hedge funds
International journal of theoretical and applied finance
48
Applied mathematical finance
21
The journal of computational finance
20
Mathematical finance : an international journal of mathematics, statistics and financial theory
19
International journal of financial engineering
16
Quantitative finance
16
Computational economics
15
Review of derivatives research
14
The journal of futures markets
13
Journal of banking & finance
12
The journal of derivatives : the official publication of the International Association of Financial Engineers
12
Asia-Pacific financial markets
11
Journal of mathematical finance
11
Finance and stochastics
10
The North American journal of economics and finance : a journal of financial economics studies
10
Finance research letters
8
Journal of economic dynamics & control
7
Applied economics
6
Decisions in economics and finance : DEF ; a journal of applied mathematics
6
European journal of operational research : EJOR
6
Journal of econometrics
6
Journal of risk and financial management : JRFM
6
Review of quantitative finance and accounting
6
Risks : open access journal
6
Applied financial economics
5
Discussion paper / B
5
International journal of theoretical and applied finance : IJTAF
5
The European journal of finance
5
Finanzmarkt und Portfolio-Management
4
International review of economics & finance : IREF
4
International review of financial analysis
4
Journal of empirical finance
4
Journal of financial economics
4
Mathematics and financial economics
4
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
4
Research paper series / Swiss Finance Institute
4
The review of financial studies
4
Working paper / National Bureau of Economic Research, Inc.
4
Annals of finance
3
more ...
less ...
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Option pricing with a dynamic fat-tailed model
Aboura, Sofiane
;
Valeyre, Sebastien
;
Wagner, Niklas F.
- In:
Journal of derivatives & hedge funds
20
(
2014
)
3
,
pp. 131-155
Persistent link: https://www.econbiz.de/10010462976
Saved in:
2
Option pricing : very simple formulas
Alghalith, Moawia
- In:
Journal of derivatives & hedge funds
20
(
2014
)
2
,
pp. 71-73
Persistent link: https://www.econbiz.de/10010463001
Saved in:
3
An exceedingly simple method of pricing American options
Alghalith, Moawia
- In:
Journal of derivatives & hedge funds
19
(
2013
)
2
,
pp. 75-76
Persistent link: https://www.econbiz.de/10010209499
Saved in:
4
Valuation of reverse convertibles in the variance gamma economy
Deng, Geng
;
Dulaney, Tim
;
McCann, Craig
- In:
Journal of derivatives & hedge funds
19
(
2013
)
4
,
pp. 244-258
Persistent link: https://www.econbiz.de/10010259402
Saved in:
5
Modeling volatility smile : empirical evidence from India
Singh, Vipul Kumar
- In:
Journal of derivatives & hedge funds
19
(
2013
)
3
,
pp. 208-240
Persistent link: https://www.econbiz.de/10010259418
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->