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Search: subject_exact:"Black-Scholes-Modell"
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Black-Scholes model
13
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Option pricing theory
9
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6
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Journal of economic dynamics & control
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
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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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
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Journal of econometrics
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Options : classic approaches to pricing and modelling
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The European journal of finance
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Review of quantitative finance and accounting
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Risks : open access journal
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European journal of operational research : EJOR
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International review of financial analysis
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Research paper series / Swiss Finance Institute
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The journal of risk and insurance : the journal of the American Risk and Insurance Association
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Advances in futures and options research : a research annual
7
Journal of derivatives & hedge funds
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Journal of risk and financial management : JRFM
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The journal of finance : the journal of the American Finance Association
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Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
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Annals of financial economics
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ECONIS (ZBW)
13
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1
CTMC integral equation method for American options under stochastic local volatility models
Ma, Jingtang
;
Yang, Wensheng
;
Cui, Zhenyu
- In:
Journal of economic dynamics & control
128
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012628259
Saved in:
2
It only takes a few moments to hedge options
Barletta, Andrea
;
Santucci de Magistris, Paolo
;
Sloth, David
- In:
Journal of economic dynamics & control
100
(
2019
),
pp. 251-269
Persistent link: https://www.econbiz.de/10012130971
Saved in:
3
Approximate arbitrage-free option pricing under the SABR model
Yang, Nian
;
Chen, Nan
;
Liu, Yanchu
;
Wan, Xiangwei
- In:
Journal of economic dynamics & control
83
(
2017
),
pp. 198-214
Persistent link: https://www.econbiz.de/10011915586
Saved in:
4
Pricing external barrier options in a regime-switching model
Kim, Jerim
;
Kim, Jeongsim
;
Yoo, Hyun Joo
;
Kim, Bara
- In:
Journal of economic dynamics & control
53
(
2015
),
pp. 123-143
Persistent link: https://www.econbiz.de/10011526900
Saved in:
5
An inverse finite element method for pricing American options
Zhu, Song-ping
;
Chen, Wen-ting
- In:
Journal of economic dynamics & control
37
(
2013
)
1
,
pp. 231-250
Persistent link: https://www.econbiz.de/10009703598
Saved in:
6
Pricing European and American options with two stochastic factors : a highly efficient radial basis function approach
Ballestra, Luca Vincenzo
;
Pacelli, Graziella
- In:
Journal of economic dynamics & control
37
(
2013
)
6
,
pp. 1142-1167
Persistent link: https://www.econbiz.de/10009740447
Saved in:
7
Large traders and illiquid options : Hedging vs. manipulation
Kraft, Holger
;
Kühn, Christoph
- In:
Journal of economic dynamics & control
35
(
2011
)
11
,
pp. 1898-1915
Persistent link: https://www.econbiz.de/10009316466
Saved in:
8
Minimum return guarantees with fund switching rights : an optimal stopping problem
Mahayni, Antje
;
Schoenmakers, John
- In:
Journal of economic dynamics & control
35
(
2011
)
11
,
pp. 1880-1897
Persistent link: https://www.econbiz.de/10009316471
Saved in:
9
From structural assumptions to a link between assets and interrest rates
Reiß, Oliver
;
Schoenmakers, John
;
Schweizer, Martin
- In:
Journal of economic dynamics & control
31
(
2007
)
2
,
pp. 593-612
Persistent link: https://www.econbiz.de/10003412327
Saved in:
10
A Monte Carlo approach for the American put under stochastic interest rates
Lindset, Snorre
;
Lund, Arne-Christian
- In:
Journal of economic dynamics & control
31
(
2007
)
4
,
pp. 1081-1105
Persistent link: https://www.econbiz.de/10003443353
Saved in:
11
Analysis of quadrature methods for pricing discrete barrier options
Fusai, Gianluca
;
Recchioni, Maria Cristina
- In:
Journal of economic dynamics & control
31
(
2007
)
3
,
pp. 826-860
Persistent link: https://www.econbiz.de/10003421624
Saved in:
12
Option prices under Bayesian learning : implied volatility dynamics and predictive densities
Guidolin, Massimo
;
Timmermann, Allan
- In:
Journal of economic dynamics & control
27
(
2003
)
5
,
pp. 717-769
Persistent link: https://www.econbiz.de/10001719690
Saved in:
13
American option pricing under GARCH by a Markov chain approximation
Duan, Jin-Chuan
;
Simonato, Jean-Guy
- In:
Journal of economic dynamics & control
25
(
2001
)
11
,
pp. 1689-1718
Persistent link: https://www.econbiz.de/10001599252
Saved in:
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