//--> //--> //-->
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
isPartOf:"International review of financial analysis"
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_exact:"Black-Scholes option pricing model"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Black-Scholes model
8
Black-Scholes-Modell
8
Option pricing theory
3
Optionspreistheorie
3
Theorie
3
Theory
3
Volatility
3
Volatilität
3
CAPM
2
Derivat
2
Derivative
2
Option trading
2
Optionsgeschäft
2
ARCH model
1
ARCH-Modell
1
Asset payouts
1
Asymmetry
1
Barrier option
1
China
1
Contingent claims
1
Credit rating
1
Credit risk
1
Currency option
1
Default barrier
1
Devisenoption
1
Estimation
1
Finland
1
Finnland
1
Implied volatility function
1
Industrialized countries
1
Industrieländer
1
Insolvency
1
Insolvenz
1
Issuer credit ratings
1
Kreditrisiko
1
Kreditwürdigkeit
1
Leverage effect
1
Markov chain
1
Markov switching model
1
Markov-Kette
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
8
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Language
All
English
8
Author
All
Batten, Jonathan A.
1
Bougias, Alexandros
1
Butler, John S.
1
Choi, Youngsoo
1
Ellis, Craig
1
Episcopos, Athanasios
1
Leledakis, George N.
1
Liu, Qing
1
McGoun, Elton G.
1
Nikkinen, Jussi
1
Schachter, Barry
1
Sui, Cong
1
Tian, Ping
1
Wang, Shouyang
1
Zhou, Duotai
1
Zhou, Hang
1
more ...
less ...
Published in...
All
International review of financial analysis
International journal of theoretical and applied finance
76
Mathematical finance : an international journal of mathematics, statistics and financial theory
40
Applied mathematical finance
39
The journal of futures markets
33
The journal of computational finance
32
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
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
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
more ...
less ...
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Analysis about the black-scholes asset price under the regime-switching framework
Tian, Ping
;
Zhou, Hang
;
Zhou, Duotai
- In:
International review of financial analysis
88
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014471870
Saved in:
3
The role of asset payouts in the estimation of default barriers
Bougias, Alexandros
;
Episcopos, Athanasios
;
Leledakis, …
- In:
International review of financial analysis
81
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013396237
Saved in:
4
An analytical approximation to the option formula for the GARCH model
Choi, Youngsoo
- In:
International review of financial analysis
14
(
2005
)
2
,
pp. 149-164
Persistent link: https://www.econbiz.de/10002738237
Saved in:
5
Parameter estimation bias and volatility scaling in Black-Scholes option prices
Batten, Jonathan A.
;
Ellis, Craig
- In:
International review of financial analysis
14
(
2005
)
2
,
pp. 165-176
Persistent link: https://www.econbiz.de/10002738262
Saved in:
6
Finance models as metaphors
McGoun, Elton G.
- In:
International review of financial analysis
12
(
2003
)
4
,
pp. 421-433
Persistent link: https://www.econbiz.de/10001814336
Saved in:
7
Normality test of option-implied risk-neutral densities : evidence from the small Finnish market
Nikkinen, Jussi
- In:
International review of financial analysis
12
(
2003
)
2
,
pp. 99-116
Persistent link: https://www.econbiz.de/10001769969
Saved in:
8
The statistical properties of parameters inferred from the Black-Scholes formula
Butler, John S.
- In:
International review of financial analysis
5
(
1996
)
3
,
pp. 223-235
Persistent link: https://www.econbiz.de/10001233346
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->