//--> //--> //-->
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:"The review of financial studies"
~subject:"Derivat"
~subject:"Hedging"
~subject:"Volatility"
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
| 4 applied filters
Year of publication
From:
To:
Subject
All
Derivat
Hedging
Volatility
Black-Scholes model
9
Black-Scholes-Modell
9
Theorie
7
Theory
7
USA
3
United States
3
Volatilität
3
Incomplete market
2
Option trading
2
Optionsgeschäft
2
Stochastic process
2
Stochastischer Prozess
2
Unvollkommener Markt
2
1986-2006
1
1987-2012
1
1995-1998
1
Aktienoption
1
Bid-ask spread
1
Bubbles
1
Börsenkurs
1
CAPM
1
Capital income
1
Derivative
1
Financial market
1
Finanzmarkt
1
Geld-Brief-Spanne
1
Index derivative
1
Index futures
1
Index-Futures
1
Indexderivat
1
Information
1
Kapitaleinkommen
1
Liquidity
1
Liquidität
1
Market microstructure
1
Marktmikrostruktur
1
Portfolio selection
1
more ...
less ...
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
5
Author
All
Başak, Suleyman
1
Chabakauri, Georgy
1
Chambers, Donald Robert
1
Foy, Matthew
1
Heston, Steven L.
1
Liebner, Jeffrey
1
Loewenstein, Mark A.
1
Lu, Qin
1
Stein, Elias M.
1
Stein, Jeremy C.
1
Vanden, Joel M.
1
Willard, Gregory A.
1
more ...
less ...
Published in...
All
The review of financial studies
International journal of theoretical and applied finance
54
Applied mathematical finance
23
Mathematical finance : an international journal of mathematics, statistics and financial theory
19
The journal of computational finance
19
Quantitative finance
17
International journal of financial engineering
16
Journal of mathematical finance
13
The journal of futures markets
13
Review of derivatives research
12
Journal of banking & finance
11
Computational economics
10
Finance and stochastics
10
Asia-Pacific financial markets
9
The journal of derivatives : the official publication of the International Association of Financial Engineers
9
Finance research letters
8
The European journal of finance
7
Decisions in economics and finance : DEF ; a journal of applied mathematics
6
Journal of econometrics
6
Discussion paper / B
5
European journal of operational research : EJOR
5
Journal of derivatives & hedge funds
5
Research paper series / Swiss Finance Institute
5
Review of quantitative finance and accounting
5
Risks : open access journal
5
The North American journal of economics and finance : a journal of financial economics studies
5
Applied economics
4
Applied financial economics
4
International journal of financial markets and derivatives
4
International review of financial analysis
4
Journal of economic dynamics & control
4
Journal of financial and quantitative analysis : JFQA
4
Journal of financial economics
4
Journal of risk and financial management : JRFM
4
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
4
SpringerLink / Bücher
4
Studium
4
The journal of finance : the journal of the American Finance Association
4
Working paper / National Bureau of Economic Research, Inc.
4
Advances in futures and options research : a research annual
3
more ...
less ...
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Index option returns : still puzzling
Chambers, Donald Robert
;
Foy, Matthew
;
Liebner, Jeffrey
; …
- In:
The review of financial studies
27
(
2014
)
6
,
pp. 1915-1928
Persistent link: https://www.econbiz.de/10010371332
Saved in:
2
Dynamic hedging in incomplete markets : a simple solution
Başak, Suleyman
;
Chabakauri, Georgy
- In:
The review of financial studies
25
(
2012
)
6
,
pp. 1845-1896
Persistent link: https://www.econbiz.de/10009571749
Saved in:
3
Information quality and options
Vanden, Joel M.
- In:
The review of financial studies
21
(
2008
)
6
,
pp. 2635-2676
Persistent link: https://www.econbiz.de/10003805104
Saved in:
4
Options and bubbles
Heston, Steven L.
;
Loewenstein, Mark A.
;
Willard, Gregory A.
- In:
The review of financial studies
20
(
2007
)
2
,
pp. 359-390
Persistent link: https://www.econbiz.de/10003554435
Saved in:
5
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->