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isPartOf:"The review of financial studies"
~isPartOf:"Applied economics"
~isPartOf:"Finance research letters"
~subject:"1995-1998"
~subject:"Derivat"
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Search: subject_exact:"Black-Scholes-Modell"
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1995-1998
Derivat
Black-Scholes model
27
Black-Scholes-Modell
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Option pricing theory
13
Optionspreistheorie
13
Volatility
12
Volatilität
12
Option trading
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Optionsgeschäft
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Theorie
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Theory
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Stochastic process
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Stochastischer Prozess
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1986-2006
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Braouezec, Yann
1
Gehricke, Sebastian A.
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Jarrow, Robert A.
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Lassance, Nathan
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Lin, Chien-chih
1
Liu, Xiaoxing
1
Protter, Philip E.
1
Shi, Guangping
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Stein, Elias M.
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Stein, Jeremy C.
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Tang, Pan
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Todorova, Neda
1
Vrins, Frédéric
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Warachka, M.
1
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The review of financial studies
Applied economics
Finance research letters
International journal of theoretical and applied finance
14
International journal of financial engineering
8
Applied mathematical finance
7
Journal of mathematical finance
7
Quantitative finance
5
Review of derivatives research
5
The journal of computational finance
5
Computational economics
4
Finance and stochastics
4
Journal of banking & finance
4
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4
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3
Risks : open access journal
3
The journal of finance : the journal of the American Finance Association
3
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Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
2
Decisions in economics and finance : DEF ; a journal of applied mathematics
2
Intereconomics : review of European economic policy
2
International journal of financial markets and derivatives
2
International review of financial analysis
2
Journal of derivatives & hedge funds
2
Journal of emerging market finance
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Journal of financial and quantitative analysis : JFQA
2
Journal of financial economics
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Mudra : journal of finance and accounting
2
Paradigm : the journal of Institute of Management Technology
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Research bulletin / The Institute of Cost Accountants of India
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Springer eBook Collection / Business and Economics
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SpringerLink / Bücher
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Studienbücher Wirtschaftsmathematik
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Wiley trading
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Wiley trading series
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Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
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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:
2
A comparison of pricing and hedging performances of equity derivatives models
Lassance, Nathan
;
Vrins, Frédéric
- In:
Applied economics
50
(
2018
)
10
,
pp. 1122-1137
Persistent link: https://www.econbiz.de/10011848262
Saved in:
3
How fundamental is the one-period trinomial model to European option pricing bounds : a new methodological approach
Braouezec, Yann
- In:
Finance research letters
21
(
2017
),
pp. 92-99
Persistent link: https://www.econbiz.de/10011807511
Saved in:
4
Pricing options under the non-affine stochastic volatility models : an extension of the high-order compact numerical scheme
Shi, Guangping
;
Liu, Xiaoxing
;
Tang, Pan
- In:
Finance research letters
16
(
2016
),
pp. 220-229
Persistent link: https://www.econbiz.de/10011656186
Saved in:
5
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:
6
CAPM option pricing
Husmann, Sven
;
Todorova, Neda
- In:
Finance research letters
8
(
2011
)
4
,
pp. 213-219
Persistent link: https://www.econbiz.de/10009425849
Saved in:
7
Pricing options in an extended black scholes economy with illiquidity : theory and empirical evidence
Çetin, U.
;
Jarrow, Robert A.
;
Protter, Philip E.
; …
- In:
The review of financial studies
19
(
2006
)
2
,
pp. 493-529
Persistent link: https://www.econbiz.de/10003355212
Saved in:
8
Stock price distributions with stochastic volatility : an analytic approach
Stein, Elias M.
- In:
The review of financial studies
4
(
1991
)
4
,
pp. 727-752
Persistent link: https://www.econbiz.de/10001120542
Saved in:
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