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isPartOf:"The European journal of finance"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Aktienoption"
~subject:"Black-Scholes model"
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Aktienoption
Black-Scholes model
Option trading
135
Optionsgeschäft
135
Option pricing theory
100
Optionspreistheorie
100
Volatility
41
Volatilität
41
Stochastic process
31
Stochastischer Prozess
31
Derivat
30
Derivative
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Theorie
27
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Black-Scholes-Modell
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Hedging
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American options
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barrier options
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Ap Gwilym, Owain
2
Verousis, Thanos
2
Barrera, Patricia Saavedra
1
Bernard, Carole
1
Boyarchenko, Mitya
1
Boyle, Phelim P.
1
Branger, Nicole
1
Brody, Dorje C.
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1
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Di Graziano, Giuseppe
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Ern, Alexandre
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1
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1
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1
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1
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The European journal of finance
International journal of theoretical and applied finance
Journal of banking & finance
15
Review of derivatives research
14
The journal of futures markets
13
The journal of derivatives : the official publication of the International Association of Financial Engineers
12
Applied mathematical finance
11
International journal of financial engineering
11
Mathematical finance : an international journal of mathematics, statistics and financial theory
11
The North American journal of economics and finance : a journal of financial economics studies
11
The journal of computational finance
11
Computational economics
10
Finance research letters
9
Quantitative finance
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Applied economics
7
Journal of mathematical finance
7
Review of quantitative finance and accounting
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Journal of derivatives & hedge funds
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Journal of economic dynamics & control
6
Journal of financial economics
6
Asia-Pacific financial markets
5
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5
Journal of risk and financial management : JRFM
5
International journal of theoretical and applied finance : IJTAF
4
International review of economics & finance : IREF
4
Research paper series / Swiss Finance Institute
4
Theoretical economics letters
4
Asia-Pacific journal of financial studies
3
Cogent economics & finance
3
Decisions in economics and finance : DEF ; a journal of applied mathematics
3
European journal of operational research : EJOR
3
International review of financial analysis
3
Investment management and financial innovations
3
Journal of econometrics
3
Journal of emerging market finance
3
Journal of empirical finance
3
Mathematics of operations research
3
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
3
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ECONIS (ZBW)
31
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1
Pricing American options with the Runge-Kutta-Legendre finite difference scheme
Le Floc'h, Fabien
- In:
International journal of theoretical and applied finance
24
(
2021
)
3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012652624
Saved in:
2
The value of being lucky : option backdating and nondiversifiable risk
Henderson, Vicky
;
Sun, Jia
;
Whalley, A. Elizabeth
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012652678
Saved in:
3
Collocating volatility : a competitive alternative to stochastic local volatility models
Stoep, Anthonie W. van der
;
Grzelak, Lech A.
; …
- In:
International journal of theoretical and applied finance
23
(
2020
)
6
,
pp. 1-42
Persistent link: https://www.econbiz.de/10012496758
Saved in:
4
Pricing European options under a diffusion model with psychological barriers and leverage effect
Song, Shiyu
;
Wang, Guanying
;
Wang, Yongjin
- In:
The European journal of finance
26
(
2020
)
12
,
pp. 1184-1206
Persistent link: https://www.econbiz.de/10012264954
Saved in:
5
The early exercise premium in American options by using nonparametric regressions
Li, Weiping
;
Chen, Su
- In:
International journal of theoretical and applied finance
21
(
2018
)
7
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011956935
Saved in:
6
Sensitivities of Asian options in the black-scholes model
Pirjol, Dan
;
Zhu, Lingjiong
- In:
International journal of theoretical and applied finance
21
(
2018
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10011846502
Saved in:
7
The valuation of self-funding instalment warrants
Dewynne, Jeff N.
;
Hassan, Nadima el
- In:
International journal of theoretical and applied finance
20
(
2017
)
4
,
pp. 1-48
Persistent link: https://www.econbiz.de/10011687010
Saved in:
8
Barrier options pricing with joint distribution of Gaussian process and its maximum
Deng, Pingjin
;
Li, Xiufang
- In:
International journal of theoretical and applied finance
20
(
2017
)
6
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011734153
Saved in:
9
How Spanish options market smiles in summer : an empirical analysis for options on IBEX-35
García-Machado, Juan J.
;
Rybczyński, Jarosław
- In:
The European journal of finance
23
(
2017
)
1/3
,
pp. 153-169
Persistent link: https://www.econbiz.de/10011736237
Saved in:
10
The intraday determination of liquidity in the NYSE LIFFE equity option markets
Verousis, Thanos
;
Ap Gwilym, Owain
;
Chen, XiaoHua
- In:
The European journal of finance
22
(
2016
)
10/12
,
pp. 1164-1188
Persistent link: https://www.econbiz.de/10011715335
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