//--> //--> //-->
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:"Sonderforschungsbereich 649: Ökonomisches Risiko - Diskussionspapiere"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Theory"
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-Modell"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Theory
Black-Scholes-Modell
45
Black-Scholes model
40
Theorie
33
Optionspreistheorie
18
Option pricing theory
14
Volatilität
13
Volatility
11
Option trading
10
Optionsgeschäft
10
Hedging
8
Stochastic process
7
Stochastischer Prozess
7
Search theory
5
Suchtheorie
5
Finanzmathematik
4
Mathematical finance
4
Börsenkurs
3
Portfolio selection
3
Portfolio-Management
3
Share price
3
American options
2
Analysis
2
Estimation
2
Experiment
2
Martingal
2
Martingale
2
Mathematical analysis
2
Risiko
2
Risikomaß
2
Risk
2
Risk measure
2
Schätzung
2
Transaction costs
2
Transaktionskosten
2
stochastic volatility models
2
1988-1990
1
Aktie
1
Aktienmarkt
1
Aktienoption
1
more ...
less ...
Type of publication
All
Article
33
Type of publication (narrower categories)
All
Article in journal
33
Aufsatz in Zeitschrift
33
Language
All
English
33
Author
All
Bermin, Hans-Peter
2
Duck, Peter W.
2
Linetsky, Vadim
2
Newton, David P.
2
Touzi, Nizar
2
Widdicks, Martin
2
Andricopoulos, Ari D.
1
Benaim, S.
1
Bouleau, Nicolas
1
Buchen, Peter W.
1
Carmona, René
1
Chadam, John M.
1
Chen, Xinfu
1
Comte, Fabienne
1
Diener, Francine
1
Diener, Marc
1
El Karoui, Nicole
1
Elliott, Robert J. R.
1
Emmer, Susanne
1
Frey, Rüdiger
1
Friz, P.
1
Gorovoi, Viatcheslav
1
Göttsche, Ove E.
1
Haussmann, Ulrich G.
1
Hoek, John van der
1
Hörfelt, Per
1
Jeanblanc, Monique
1
Jiang, Lishang
1
Joshi, Mark S.
1
Kijima, Masaaki
1
Klüppelberg, Claudia
1
Konstandatos, Otto
1
Korn, Ralf
1
Kyprianou, Andreas E.
1
Kühn, Christoph
1
Lee, Roger W.
1
Li, Tiecheng
1
Lindberg, Carl
1
Ncube, Mthuli
1
Platen, Eckhard
1
more ...
less ...
Published in...
All
Sonderforschungsbereich 649: Ökonomisches Risiko - Diskussionspapiere
Mathematical finance : an international journal of mathematics, statistics and financial theory
International journal of theoretical and applied finance
24
Finance and stochastics
20
Applied mathematical finance
18
The journal of futures markets
17
The journal of derivatives : the official publication of the International Association of Financial Engineers
16
Options : classic approaches to pricing and modelling
11
Review of derivatives research
10
The journal of computational finance
9
Asia-Pacific financial markets
8
CoFE discussion papers
7
The review of financial studies
7
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
6
The European journal of finance
6
Advances in futures and options research : a research annual
5
Decisions in economics and finance : DEF ; a journal of applied mathematics
5
Discussion paper / B
5
Finanzmarkt und Portfolio-Management
5
Journal of economic dynamics & control
5
Mathematical methods of operations research
5
Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
5
Working paper series / Centre for Practical Quantitative Finance
5
Journal of banking & finance
4
Journal of econometrics
4
Springer eBook Collection / Business and Economics
4
Studium
4
Universitext
4
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
4
Advances in quantitative analysis of finance and accounting : a research annual
3
Berichte zur Stochastik und verwandten Gebieten
3
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
Finance research letters
3
Graduate studies in mathematics : GSM
3
International review of economics & finance : IREF
3
International review of financial analysis
3
Journal of financial and quantitative analysis : JFQA
3
Journal of political economy
3
Kredit und Kapital
3
Mathematical control theory and finance
3
Nonlinear models in mathematical finance : new research trends in option pricing
3
more ...
less ...
Source
All
ECONIS (ZBW)
33
Showing
1
-
33
of
33
Sort
Relevance
Date (newest first)
Date (oldest first)
1
The early exercise premium for the American put under discrete dividends
Göttsche, Ove E.
;
Vellekoop, Michel
- In:
Mathematical finance : an international journal of …
21
(
2011
)
2
,
pp. 335-354
Persistent link: https://www.econbiz.de/10008935660
Saved in:
2
The cost of illiquidity and its effects on hedging
Rogers, Leonard C. G.
;
Singh, Surbjeet
- In:
Mathematical finance : an international journal of …
20
(
2010
)
4
,
pp. 597-615
Persistent link: https://www.econbiz.de/10008666989
Saved in:
3
Pricing and hedging American options analytically : a perturbation method
Zhang, Jin E.
;
Li, Tiecheng
- In:
Mathematical finance : an international journal of …
20
(
2010
)
1
,
pp. 59-87
Persistent link: https://www.econbiz.de/10003955680
Saved in:
4
Achieving higher order convergence for the prices of European options in binomial trees
Joshi, Mark S.
- In:
Mathematical finance : an international journal of …
20
(
2010
)
1
,
pp. 89-103
Persistent link: https://www.econbiz.de/10003955683
Saved in:
5
Singular perturbation techniques applied to multiasset option pricing
Duck, Peter W.
;
Yang, Chao
;
Newton, David P.
;
Widdicks, …
- In:
Mathematical finance : an international journal of …
19
(
2009
)
3
,
pp. 457-486
Persistent link: https://www.econbiz.de/10003882793
Saved in:
6
Regular variation and smile asymptotics
Benaim, S.
;
Friz, P.
- In:
Mathematical finance : an international journal of …
19
(
2009
)
1
,
pp. 1-12
Persistent link: https://www.econbiz.de/10003818197
Saved in:
7
How close are the option pricing formulas of Bachelier and Black-Merton-Scholes?
Schachermayer, Walter
;
Teichmann, Josef
- In:
Mathematical finance : an international journal of …
18
(
2008
)
1
,
pp. 155-170
Persistent link: https://www.econbiz.de/10003643489
Saved in:
8
Convexity of the exercise boundary of the American put option on a zero dividend asset
Chen, Xinfu
;
Chadam, John M.
;
Jiang, Lishang
;
Zheng, Weian
- In:
Mathematical finance : an international journal of …
18
(
2008
)
1
,
pp. 185-197
Persistent link: https://www.econbiz.de/10003643514
Saved in:
9
Optimal multiple stopping and valuation of swing options
Carmona, René
;
Touzi, Nizar
- In:
Mathematical finance : an international journal of …
18
(
2008
)
2
,
pp. 239-268
Persistent link: https://www.econbiz.de/10003683246
Saved in:
10
Callable puts as composite exotic options
Kühn, Christoph
;
Kyprianou, Andreas E.
- In:
Mathematical finance : an international journal of …
17
(
2007
)
4
,
pp. 487-502
Persistent link: https://www.econbiz.de/10003626591
Saved in:
11
Hedging under gamma constraints by optimal stopping and face-lifting
Soner, Halil Mete
;
Touzi, Nizar
- In:
Mathematical finance : an international journal of …
17
(
2007
)
1
,
pp. 59-79
Persistent link: https://www.econbiz.de/10003543104
Saved in:
12
Stock loans
Xia, Jianming
;
Zhou, Xun Yu
- In:
Mathematical finance : an international journal of …
17
(
2007
)
2
,
pp. 307-317
Persistent link: https://www.econbiz.de/10003543133
Saved in:
13
Pricing equity derivates subject to bankruptcy
Linetsky, Vadim
- In:
Mathematical finance : an international journal of …
16
(
2006
)
2
,
pp. 255-282
Persistent link: https://www.econbiz.de/10003325841
Saved in:
14
New-generated dependence and optimal portfolios for n stocks in a market of Barndorff-Nielsen and shephard type
Lindberg, Carl
- In:
Mathematical finance : an international journal of …
16
(
2006
)
3
,
pp. 549-568
Persistent link: https://www.econbiz.de/10003338695
Saved in:
15
A new method of pricing lookback options
Buchen, Peter W.
;
Konstandatos, Otto
- In:
Mathematical finance : an international journal of …
15
(
2005
)
2
,
pp. 245-259
Persistent link: https://www.econbiz.de/10002725467
Saved in:
16
The Black-scholes equation revisited : asymptotic expansions and singular perturbations
Widdicks, Martin
;
Duck, Peter W.
;
Andricopoulos, Ari D.
; …
- In:
Mathematical finance : an international journal of …
15
(
2005
)
2
,
pp. 373-391
Persistent link: https://www.econbiz.de/10002725537
Saved in:
17
Asymptotics of the price oscillations of a European call option in a tree model
Diener, Francine
;
Diener, Marc
- In:
Mathematical finance : an international journal of …
14
(
2004
)
2
,
pp. 271-293
Persistent link: https://www.econbiz.de/10002032700
Saved in:
18
Black's model of interest rates as options, eigenfunction expansions and Japanese interest rates
Gorovoi, Viatcheslav
;
Linetsky, Vadim
- In:
Mathematical finance : an international journal of …
14
(
2004
)
1
,
pp. 49-78
Persistent link: https://www.econbiz.de/10001917699
Saved in:
19
The moment formula for implied volatility at extreme strikes
Lee, Roger W.
- In:
Mathematical finance : an international journal of …
14
(
2004
)
3
,
pp. 469-480
Persistent link: https://www.econbiz.de/10002125588
Saved in:
20
A dynamic investment model with control on the portfolio's worst case outcome
Zhao, Yonggan
;
Haussmann, Ulrich G.
;
Ziemba, William T.
- In:
Mathematical finance : an international journal of …
13
(
2003
)
4
,
pp. 481-501
Persistent link: https://www.econbiz.de/10001803214
Saved in:
21
Pricing discrete European barrier options using lattice random walks
Hörfelt, Per
- In:
Mathematical finance : an international journal of …
13
(
2003
)
4
,
pp. 503-524
Persistent link: https://www.econbiz.de/10001803215
Saved in:
22
Hedging options : the Malliavin calculus approach versus the -hedging approach
Bermin, Hans-Peter
- In:
Mathematical finance : an international journal of …
13
(
2003
)
1
,
pp. 73-84
Persistent link: https://www.econbiz.de/10001765649
Saved in:
23
Error calculus and path sensitivity in financial models
Bouleau, Nicolas
- In:
Mathematical finance : an international journal of …
13
(
2003
)
1
,
pp. 115-134
Persistent link: https://www.econbiz.de/10001765663
Saved in:
24
A general fractional white noise theory and applications to finance
Elliott, Robert J. R.
;
Hoek, John van der
- In:
Mathematical finance : an international journal of …
13
(
2003
)
2
,
pp. 301-330
Persistent link: https://www.econbiz.de/10001765692
Saved in:
25
A general approach to hedging options: applications to barrier and partial barrier options
Bermin, Hans-Peter
- In:
Mathematical finance : an international journal of …
12
(
2002
)
3
,
pp. 199-218
Persistent link: https://www.econbiz.de/10001686368
Saved in:
26
Monotonity and convexity of option prices revisited
Kijima, Masaaki
- In:
Mathematical finance : an international journal of …
12
(
2002
)
4
,
pp. 411-425
Persistent link: https://www.econbiz.de/10001741952
Saved in:
27
Optimal portfolios with bounded capital at risk
Emmer, Susanne
;
Klüppelberg, Claudia
;
Korn, Ralf
- In:
Mathematical finance : an international journal of …
11
(
2001
)
4
,
pp. 365-384
Persistent link: https://www.econbiz.de/10001620446
Saved in:
28
European-type contingent claims in an incomplete market with constrained wealth and portfolio
Yong, Jiongmin
- In:
Mathematical finance : an international journal of …
9
(
1999
)
3
,
pp. 387-412
Persistent link: https://www.econbiz.de/10001444273
Saved in:
29
Long memory in continuous-time stochastic volatility models
Comte, Fabienne
- In:
Mathematical finance : an international journal of …
8
(
1998
)
4
,
pp. 291-323
Persistent link: https://www.econbiz.de/10001252788
Saved in:
30
On feedback effects from hedging derivatives
Platen, Eckhard
- In:
Mathematical finance : an international journal of …
8
(
1998
)
1
,
pp. 67-84
Persistent link: https://www.econbiz.de/10001240796
Saved in:
31
Robustness of the black and scholes formula
El Karoui, Nicole
- In:
Mathematical finance : an international journal of …
8
(
1998
)
2
,
pp. 93-126
Persistent link: https://www.econbiz.de/10001242959
Saved in:
32
The statistical properties of the Black-Scholes option
Ncube, Mthuli
- In:
Mathematical finance : an international journal of …
7
(
1997
)
3
,
pp. 287-305
Persistent link: https://www.econbiz.de/10001224012
Saved in:
33
Market volatility and feedback effects from dynamic hedging
Frey, Rüdiger
- In:
Mathematical finance : an international journal of …
7
(
1997
)
4
,
pp. 351-374
Persistent link: https://www.econbiz.de/10001232778
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->