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subject:"Black-Scholes model"
~isPartOf:"Applied economics"
~isPartOf:"Decisions in economics and finance : DEF ; a journal of applied mathematics"
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Black-Scholes model
Option trading
35
Optionsgeschäft
35
Option pricing theory
26
Optionspreistheorie
26
Volatility
18
Volatilität
18
Black-Scholes-Modell
8
Theorie
8
Theory
8
Stochastic process
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Stochastischer Prozess
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Estimation
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Schätzung
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CAPM
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Aktienoption
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Capital income
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Derivat
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Derivative
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Index futures
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Kapitaleinkommen
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Risiko
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Risk
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Securities trading
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Statistical distribution
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Stock option
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Wertpapierhandel
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Aktienmarkt
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Behavioural finance
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Börsenkurs
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Forecasting model
2
Implied volatility
2
Implied volatility (IV)
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Option pricing
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Gehricke, Sebastian A.
2
Zhang, Jin E.
2
Alòs, Elisa
1
Aziz, Saqib
1
Elyasiani, Elyas
1
Gaudenzi, Marcellino
1
Guo, Wei
1
Jalan, Akanksha
1
Jourdain, Benjamin
1
León, Jorge A.
1
Lin, Chien-chih
1
Matkovskyy, Roman
1
Muzzioli, Silvia
1
Pressacco, Flavio
1
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1
Zanette, Antonino
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Applied economics
Decisions in economics and finance : DEF ; a journal of applied mathematics
International journal of theoretical and applied finance
22
Applied mathematical finance
11
Review of derivatives research
11
Computational economics
10
International journal of financial engineering
10
Mathematical finance : an international journal of mathematics, statistics and financial theory
10
The journal of computational finance
10
The journal of derivatives : the official publication of the International Association of Financial Engineers
10
The North American journal of economics and finance : a journal of financial economics studies
9
Quantitative finance
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Journal of mathematical finance
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Journal of economic dynamics & control
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Journal of banking & finance
5
Journal of derivatives & hedge funds
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The journal of futures markets
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Asia-Pacific financial markets
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Finance research letters
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International journal of theoretical and applied finance : IJTAF
4
Journal of risk and financial management : JRFM
4
Annals of finance
3
European journal of operational research : EJOR
3
Journal of econometrics
3
Journal of emerging market finance
3
Journal of financial economics
3
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
3
Risks : open access journal
3
The European journal of finance
3
Working paper series / Centre for Practical Quantitative Finance
3
Applied financial economics
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Cogent economics & finance
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Discussion paper / B
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Economic modelling
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Finanzmarkt und Portfolio-Management
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International review of economics & finance : IREF
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International review of financial analysis
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1
The power of deterministic option-implied trees in pricing European options
Elyasiani, Elyas
;
Muzzioli, Silvia
- In:
Applied economics
54
(
2022
)
22
,
pp. 2596-2609
Persistent link: https://www.econbiz.de/10013171107
Saved in:
2
The Bitcoin options market : a first look at pricing and risk
Jalan, Akanksha
;
Matkovskyy, Roman
;
Aziz, Saqib
- In:
Applied economics
53
(
2021
)
17
,
pp. 2026-2041
Persistent link: https://www.econbiz.de/10012500934
Saved in:
3
The implied volatility smirk in SPY options
Guo, Wei
;
Gehricke, Sebastian A.
;
Ruan, Xinfeng
;
Zhang, …
- In:
Applied economics
53
(
2021
)
23
,
pp. 2671-2692
Persistent link: https://www.econbiz.de/10012501393
Saved in:
4
The implied volatility smirk in the VXX options market
Gehricke, Sebastian A.
;
Zhang, Jin E.
- In:
Applied economics
52
(
2020
)
8
,
pp. 769-788
Persistent link: https://www.econbiz.de/10012197465
Saved in:
5
A note on the implied volatility of floating strike Asian options
Alòs, Elisa
;
León, Jorge A.
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 743-758
Persistent link: https://www.econbiz.de/10012127320
Saved in:
6
Option smiling when investors' estimates of asset volatility disagree
Lin, Chien-chih
- In:
Applied economics
46
(
2014
)
31/33
,
pp. 3812-3827
Persistent link: https://www.econbiz.de/10010419898
Saved in:
7
A moments and strike matching binominal algorithm for pricing American put options
Jourdain, Benjamin
;
Zanette, Antonino
- In:
Decisions in economics and finance : DEF ; a journal of …
31
(
2008
)
1
,
pp. 33-49
Persistent link: https://www.econbiz.de/10003771585
Saved in:
8
An efficient binomial method for pricing American options
Gaudenzi, Marcellino
;
Pressacco, Flavio
- In:
Decisions in economics and finance : DEF ; a journal of …
26
(
2003
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10003837087
Saved in:
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