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~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"International journal of financial engineering"
~subject:"Black-Scholes-Modell"
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Search: subject:"Option"
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Black-Scholes-Modell
Option pricing theory
192
Optionspreistheorie
192
Stochastic process
80
Stochastischer Prozess
80
Volatility
69
Volatilität
69
Option trading
53
Optionsgeschäft
53
Black-Scholes model
40
Derivat
32
Derivative
32
Theorie
31
Theory
31
Yield curve
27
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27
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23
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18
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14
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Estimation theory
11
Hedging
11
Schätztheorie
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option pricing
10
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9
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9
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40
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Fujita, Takahiko
2
Kim, Yong-jin
2
Madan, Dilip B.
2
Takahashi, Akihiko
2
Takaoka, Koichiro
2
Ševčovič, Daniel
2
Abramov, Vyacheslav M.
1
Aghili, A.
1
Batten, Jonathan A.
1
Burro, Giacomo
1
Chen, Bangren
1
Dash, Mihir
1
Duran, Ahmet
1
Fan, Yulian
1
Feng, Yuqiang
1
Futami, Hidenori
1
Gardi, Bayar
1
Giribone, Pier Giuseppe
1
Grossinho, Maria do Rosário
1
Ishimura, Naoyuki
1
Jahandizi, R. Shokri
1
Johnson, Brock N.
1
Kagenishi, Yoshiteru
1
Kanwal, Samra
1
Kawanishi, Yasuhiro
1
Khalsaraei, M. Mehdizadeh
1
Klebaner, Fima C.
1
Kord, Yaser
1
Kunitomo, Naoto
1
Kılıçman, Adem
1
Lalit, Prasad Narahar
1
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1
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1
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1
Lu, Peili
1
Magdziarz, Marcin
1
Meng, Li
1
Miura, Ryozo
1
Muhammad, Atif Sattar
1
Mulas, Martina
1
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Asia-Pacific financial markets
International journal of financial engineering
International journal of theoretical and applied finance
76
Mathematical finance : an international journal of mathematics, statistics and financial theory
40
Applied mathematical finance
37
The journal of futures markets
33
The journal of computational finance
31
Computational economics
29
Finance and stochastics
29
The journal of derivatives : the official publication of the International Association of Financial Engineers
28
Review of derivatives research
25
Journal of mathematical finance
22
Quantitative finance
22
Journal of banking & finance
19
The North American journal of economics and finance : a journal of financial economics studies
14
Journal of economic dynamics & control
13
Finance research letters
12
Journal of econometrics
12
Options : classic approaches to pricing and modelling
11
The European journal of finance
11
Decisions in economics and finance : DEF ; a journal of applied mathematics
10
CoFE discussion papers
9
Review of quantitative finance and accounting
9
Risks : open access journal
9
The review of financial studies
9
European journal of operational research : EJOR
8
International review of financial analysis
8
Research paper series / Swiss Finance Institute
8
The journal of risk and insurance : the journal of the American Risk and Insurance Association
8
Advances in futures and options research : a research annual
7
Journal of derivatives & hedge funds
7
Journal of risk and financial management : JRFM
7
The journal of finance : the journal of the American Finance Association
7
Annals of financial economics
6
Applied economics
6
Applied financial economics
6
Discussion paper / B
6
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
6
Finanzmarkt und Portfolio-Management
6
International journal of financial markets and derivatives
6
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ECONIS (ZBW)
40
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1
Improvized implied volatility function and nonparametric approach to unbiased estimation
Muhammad, Atif Sattar
;
Zhang, Hailiang
;
Kanwal, Samra
; …
- In:
International journal of financial engineering
10
(
2023
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014251229
Saved in:
2
Double barrier American put
option
pricing under uncertain volatility model
Zaineb, El Kharrazi
;
Sahar, Saoud
;
Zouhir, Mahani
- In:
International journal of financial engineering
8
(
2021
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012662317
Saved in:
3
Binomial tree method for
option
pricing : discrete Carr and Madan formula approach
Muroi, Yoshifumi
;
Saeki, Ryota
;
Suda, Shintaro
- In:
International journal of financial engineering
8
(
2021
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012662360
Saved in:
4
Price risk management by using dynamic hedging based on advanced Black-Scholes model
Lu, Peili
;
Shen, Jiaqi
;
Zhao, Liheng
;
Qin, Haoyang
; …
- In:
International journal of financial engineering
7
(
2020
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10012602709
Saved in:
5
Modeling of implied volatility surfaces of nifty index options
Dash, Mihir
- In:
International journal of financial engineering
6
(
2019
)
3
,
pp. 1-11
Persistent link: https://www.econbiz.de/10012314517
Saved in:
6
A meshless multiquadric quasi-interpolation method for time fractional Black-Scholes model
Pan, Gaoyongqi
;
Zhang, Shengliang
- In:
International journal of financial engineering
10
(
2023
)
2
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014304284
Saved in:
7
Implied volatility surfaces during the period of global financial crisis
Wirjanto, Tony S.
;
Zhu, Anyi
- In:
International journal of financial engineering
5
(
2018
)
1
,
pp. 1-50
Persistent link: https://www.econbiz.de/10011922944
Saved in:
8
Pricing perpetual put options by the Black-Scholes equation with a nonlinear volatility function
Grossinho, Maria do Rosário
;
Kord, Yaser
;
Ševčovič, …
- In:
Asia-Pacific financial markets
24
(
2017
)
4
,
pp. 291-308
Persistent link: https://www.econbiz.de/10011797690
Saved in:
9
Negative interest rates effects on
option
pricing : back to basics?
Burro, Giacomo
;
Giribone, Pier Giuseppe
;
Ligato, Simone
; …
- In:
International journal of financial engineering
4
(
2017
)
2/3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011778279
Saved in:
10
Analytical approximation for spread
option
pricing in local volatility model
Yang, Ying
- In:
International journal of financial engineering
4
(
2017
)
4
,
pp. 1-17
Persistent link: https://www.econbiz.de/10011807086
Saved in:
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