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Search: subject:"Black-Scholes-Modell"
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Volatility
Black-Scholes model
22
Black-Scholes-Modell
22
Option pricing theory
20
Optionspreistheorie
20
Volatilität
11
Option trading
8
Optionsgeschäft
8
Stochastic process
8
Stochastischer Prozess
8
Hedging
6
Analysis
5
Derivat
5
Derivative
5
Experiment
5
Mathematical analysis
5
Implied volatility
4
Arbitrage
3
Monte Carlo simulation
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Monte-Carlo-Simulation
3
Option pricing
3
Stochastic differential equations
3
American options
2
Arbitrage Pricing
2
Arbitrage pricing
2
Artificial intelligence
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Black-Scholes
2
Delta hedging
2
European option pricing
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Künstliche Intelligenz
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Machine learning
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Neuronale Netze
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Partial differential equations
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Portfolio selection
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SABR model
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Small-time asymptotics
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Stochastic volatility
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Friz, Peter K.
2
Gulisashvili, Archil
2
Horvath, Blanka Nora
2
Alexander, Carol
1
Bayer, Christian
1
Bégin, Jean-François
1
De Spiegeleer, Jan
1
Gassiat, Paul
1
Godin, Frédéric
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He, Xin-Jiang
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Huh, Jeonggyu
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Imeraj, Arben
1
Jacquier, Antoine
1
Jeon, Jaegi
1
Kim, Jeong-Hoon
1
Madan, Dilip B.
1
Matić, Ivan
1
Mingone, A.
1
Mingone, Arianna
1
Park, Hyejin
1
Pigato, Paolo
1
Radoičić, Radoš
1
Reyners, Sofie
1
Schoutens, Wim
1
Stefanica, Dan
1
Stemper, Benjamin
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Zhu, Song-Ping
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Quantitative finance
International journal of theoretical and applied finance
38
Applied mathematical finance
16
The journal of computational finance
15
International journal of financial engineering
14
Mathematical finance : an international journal of mathematics, statistics and financial theory
11
Review of derivatives research
11
Journal of banking & finance
10
The journal of futures markets
10
Asia-Pacific financial markets
9
Computational economics
7
Finance and stochastics
6
Journal of mathematical finance
6
The journal of derivatives : the official publication of the International Association of Financial Engineers
6
Discussion paper / B
5
European journal of operational research : EJOR
5
Finance research letters
5
Journal of econometrics
5
The European journal of finance
5
Applied economics
4
Applied financial economics
4
Decisions in economics and finance : DEF ; a journal of applied mathematics
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
Review of quantitative finance and accounting
4
The North American journal of economics and finance : a journal of financial economics studies
4
Finanzmarkt und Portfolio-Management
3
International journal of theoretical and applied finance : IJTAF
3
International review of financial analysis
3
Journal of derivatives & hedge funds
3
Journal of economic dynamics & control
3
Journal of emerging market finance
3
Journal of empirical finance
3
Journal of financial economics
3
Journal of risk and financial management : JRFM
3
Mathematics and financial economics
3
Risk and decision analysis
3
Risks : open access journal
3
The review of financial studies
3
Working paper / National Bureau of Economic Research, Inc.
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ECONIS (ZBW)
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1
Delta hedging bitcoin options with a smile
Alexander, Carol
;
Imeraj, Arben
- In:
Quantitative finance
23
(
2023
)
5
,
pp. 799-817
Persistent link: https://www.econbiz.de/10014304354
Saved in:
2
Short-dated smile under rough volatility : asymptotics and numerics
Friz, Peter K.
;
Gassiat, Paul
;
Pigato, Paolo
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 463-480
Persistent link: https://www.econbiz.de/10013167770
Saved in:
3
Smiles in delta
Mingone, Arianna
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1713-1728
Persistent link: https://www.econbiz.de/10014452438
Saved in:
4
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:
5
No arbitrage global parametrization for the eSSVI volatility surface
Mingone, A.
- In:
Quantitative finance
22
(
2022
)
12
,
pp. 2205-2217
Persistent link: https://www.econbiz.de/10013490938
Saved in:
6
A revised option pricing formula with the underlying being banned from short selling
He, Xin-Jiang
;
Zhu, Song-Ping
- In:
Quantitative finance
20
(
2020
)
6
,
pp. 935-948
Persistent link: https://www.econbiz.de/10012262638
Saved in:
7
A PDE method for estimation of implied volatility
Matić, Ivan
;
Radoičić, Radoš
;
Stefanica, Dan
- In:
Quantitative finance
20
(
2020
)
3
,
pp. 393-408
Persistent link: https://www.econbiz.de/10012194873
Saved in:
8
A reduced PDE method for European option pricing under multi-scale, multi-factor stochastic volatility
Huh, Jeonggyu
;
Jeon, Jaegi
;
Kim, Jeong-Hoon
;
Park, Hyejin
- In:
Quantitative finance
19
(
2019
)
1
,
pp. 155-175
Persistent link: https://www.econbiz.de/10012194627
Saved in:
9
Short-time near-the-money skew in rough fractional volatility models
Bayer, Christian
;
Friz, Peter K.
;
Gulisashvili, Archil
; …
- In:
Quantitative finance
19
(
2019
)
5
,
pp. 779-798
Persistent link: https://www.econbiz.de/10012194716
Saved in:
10
Machine learning for quantitative finance : fast derivative pricing, hedging and fitting
De Spiegeleer, Jan
;
Madan, Dilip B.
;
Reyners, Sofie
; …
- In:
Quantitative finance
18
(
2018
)
10
,
pp. 1635-1643
Persistent link: https://www.econbiz.de/10012259802
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