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isPartOf:"Options : classic approaches to pricing and modelling"
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Black-Scholes model
11
Black-Scholes-Modell
11
Theorie
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Theory
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Option pricing theory
4
Optionspreistheorie
4
Stochastic process
3
Stochastischer Prozess
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1970-1974
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Aktienoption
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Commodity derivative
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Corporate bond
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Optionsanleihe
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Rationality
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Rationalität
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Risikoprämie
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Stock option
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Merton, Robert C.
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Black, Fischer
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Hull, John
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Litzenberger, Robert H.
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Margrabe, William
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Options : classic approaches to pricing and modelling
International journal of theoretical and applied finance
79
Mathematical finance : an international journal of mathematics, statistics and financial theory
40
Applied mathematical finance
39
The journal of computational finance
33
The journal of futures markets
33
Computational economics
31
Finance and stochastics
29
The journal of derivatives : the official publication of the International Association of Financial Engineers
28
Review of derivatives research
25
Quantitative finance
23
International journal of financial engineering
22
Journal of mathematical finance
22
Journal of banking & finance
19
Asia-Pacific financial markets
18
The North American journal of economics and finance : a journal of financial economics studies
14
Finance research letters
13
Journal of economic dynamics & control
13
Journal of econometrics
12
The European journal of finance
11
Decisions in economics and finance : DEF ; a journal of applied mathematics
10
Risks : open access journal
10
CoFE discussion papers
9
Research paper series / Swiss Finance Institute
9
Review of quantitative finance and accounting
9
The review of financial studies
9
European journal of operational research : EJOR
8
International review of financial analysis
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
Annals of financial economics
7
Applied economics
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
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
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ECONIS (ZBW)
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1
The pricing of options and corporate liabilities
Black, Fischer
;
Scholes, Myron S.
- In:
Options : classic approaches to pricing and modelling
,
(pp. 63-80)
.
1999
Persistent link: https://www.econbiz.de/10001772448
Saved in:
2
Theory of rational option pricing
Merton, Robert C.
- In:
Options : classic approaches to pricing and modelling
,
(pp. 81-133)
.
1999
Persistent link: https://www.econbiz.de/10001772450
Saved in:
3
On the pricing of corporate debt : the risk structure of interest rates
Merton, Robert C.
- In:
Options : classic approaches to pricing and modelling
,
(pp. 135-155)
.
1999
Persistent link: https://www.econbiz.de/10001772451
Saved in:
4
Option pricing when underlying stock returns are discontinuous
Merton, Robert C.
- In:
Options : classic approaches to pricing and modelling
,
(pp. 157-177)
.
1999
Persistent link: https://www.econbiz.de/10001772453
Saved in:
5
The valuation of options for alternative stochastic processes
Cox, John Carrington
;
Ross, Stephen A.
- In:
Options : classic approaches to pricing and modelling
,
(pp. 179-202)
.
1999
Persistent link: https://www.econbiz.de/10001772454
Saved in:
6
The pricing of commodity contracts
Black, Fischer
- In:
Options : classic approaches to pricing and modelling
,
(pp. 203-215)
.
1999
Persistent link: https://www.econbiz.de/10001772455
Saved in:
7
The valuation of warrants : implementing a new approach
Schwartz, Eduardo S.
- In:
Options : classic approaches to pricing and modelling
,
(pp. 217-231)
.
1999
Persistent link: https://www.econbiz.de/10001772456
Saved in:
8
Prices of state-contingent claims implicit in option prices
Breeden, Douglas T.
;
Litzenberger, Robert H.
- In:
Options : classic approaches to pricing and modelling
,
(pp. 249-279)
.
1999
Persistent link: https://www.econbiz.de/10001772458
Saved in:
9
The value of an option to exchange one asset for another
Margrabe, William
- In:
Options : classic approaches to pricing and modelling
,
(pp. 281-292)
.
1999
Persistent link: https://www.econbiz.de/10001772459
Saved in:
10
The valuation of compound options
Geske, Robert Leonard
- In:
Options : classic approaches to pricing and modelling
,
(pp. 293-312)
.
1999
Persistent link: https://www.econbiz.de/10001772460
Saved in:
11
The pricing of options on assets with stochastic volatilities
Hull, John
;
White, Alan
- In:
Options : classic approaches to pricing and modelling
,
(pp. 323-344)
.
1999
Persistent link: https://www.econbiz.de/10001772463
Saved in:
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