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~subject:"Volatility"
~subject:"Optionsgeschäft"
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Search: subject:"Black-Scholes-Modell"
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Volatility
Optionsgeschäft
Black-Scholes-Modell
1,706
Black-Scholes model
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Optionspreistheorie
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Option pricing theory
1,051
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646
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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
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7
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6
Decisions in economics and finance : DEF ; a journal of applied mathematics
6
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6
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6
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International journal of theoretical and applied finance : IJTAF
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International review of economics & finance : IREF
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International review of financial analysis
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Journal of empirical finance
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Journal of financial economics
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Mathematics and financial economics
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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
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ECONIS (ZBW)
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EconStor
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61
Short-maturity asymptotics for option prices with interest rate effects
Pirjol, Dan
;
Zhu, Lingjiong
- In:
International journal of theoretical and applied …
26
(
2023
)
6/7
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014500189
Saved in:
62
Subleading correction to the Asian options volatility in the black-scholes model
Pirjol, Dan
- In:
International journal of theoretical and applied …
26
(
2023
)
2/3
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014365668
Saved in:
63
Probability-free models in option pricing : statistically indistinguishable dynamics and historical vs implied volatility
Brigo, Damiano
- In:
Options - 45 years since the publication of the …
,
(pp. 47-61)
.
2023
Persistent link: https://www.econbiz.de/10014366586
Saved in:
64
Cumulant formulas for implied volatility
Lee, Roger
- In:
Options - 45 years since the publication of the …
,
(pp. 185-193)
.
2023
Persistent link: https://www.econbiz.de/10014366604
Saved in:
65
Implied volatility asymptotics : Black-Scholes and beyond
Tankov, Peter
- In:
Options - 45 years since the publication of the …
,
(pp. 195-212)
.
2023
Persistent link: https://www.econbiz.de/10014366651
Saved in:
66
A general theory of option pricing
Geršôn, Dāwid
- In:
Options - 45 years since the publication of the …
,
(pp. 293-330)
.
2023
Persistent link: https://www.econbiz.de/10014366656
Saved in:
67
Can a machine correct option pricing models?
Almeida, Caio
;
Fan, Jianqing
;
Freire, Gustavo
;
Tang, …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 995-1009
Persistent link: https://www.econbiz.de/10014448492
Saved in:
68
Risk appetite and option prices : evidence from the Chinese SSE50 options market
Liu, Qing
;
Wang, Shouyang
;
Sui, Cong
- In:
International review of financial analysis
86
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014248927
Saved in:
69
Psychological barriers and option pricing in a local volatility model
Li, Dan
;
Liu, Lixin
;
Xu, Guangli
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014246900
Saved in:
70
The convergence investigation of a numerical scheme for the tempered fractional black-scholes model arising European double barrier option
Aghdam, Y. Esmaeelzade
;
Mesgarani, H.
;
Adl, A.
;
Farnam, B.
- In:
Computational economics
61
(
2023
)
2
,
pp. 513-528
Persistent link: https://www.econbiz.de/10014228450
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