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isPartOf:"Wiley finance series"
~isPartOf:"International review of financial analysis"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
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Search: subject_exact:"Black-Scholes model"
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Black-Scholes model
15
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15
Derivat
5
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5
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5
Option pricing theory
4
Optionspreistheorie
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Andersen, Torben
1
Batten, Jonathan A.
1
Benninga, Simon
1
Benzoni, Luca
1
Blume, Marshall E.
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Bougias, Alexandros
1
Butler, John S.
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Sheikh, Aamir M.
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Wiley finance series
International review of financial analysis
The journal of finance : the journal of the American Finance Association
International journal of theoretical and applied finance
79
Mathematical finance : an international journal of mathematics, statistics and financial theory
40
Applied mathematical finance
37
The journal of computational finance
33
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Review of derivatives research
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International journal of financial engineering
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Journal of banking & finance
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The North American journal of economics and finance : a journal of financial economics studies
14
Journal of economic dynamics & control
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Finance research letters
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Journal of econometrics
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Options : classic approaches to pricing and modelling
11
The European journal of finance
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Review of quantitative finance and accounting
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Risks : open access journal
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The review of financial studies
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Advances in futures and options research : a research annual
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Finanzmarkt und Portfolio-Management
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International review of economics & finance : IREF
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Journal of financial economics
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Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
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Advances in quantitative analysis of finance and accounting : a research annual
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ECONIS (ZBW)
15
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1
Analysis about the black-scholes asset price under the regime-switching framework
Tian, Ping
;
Zhou, Hang
;
Zhou, Duotai
- In:
International review of financial analysis
88
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014471870
Saved in:
2
Risk appetite and option prices : evidence from the Chinese SSE50 options market
Liu, Qing
;
Wang, Shouyang
;
Sui, Cong
- In:
International review of financial analysis
86
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014248927
Saved in:
3
The role of asset payouts in the estimation of default barriers
Bougias, Alexandros
;
Episcopos, Athanasios
;
Leledakis, …
- In:
International review of financial analysis
81
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013396237
Saved in:
4
Derivative pricing 60 years before black-scholes : evidence from the Johannesburg Stock Exchange
Moore, Lyndon
;
Juh, Steve
- In:
The journal of finance : the journal of the American …
61
(
2006
)
6
,
pp. 3069-3098
Persistent link: https://www.econbiz.de/10003398551
Saved in:
5
An analytical approximation to the option formula for the GARCH model
Choi, Youngsoo
- In:
International review of financial analysis
14
(
2005
)
2
,
pp. 149-164
Persistent link: https://www.econbiz.de/10002738237
Saved in:
6
Parameter estimation bias and volatility scaling in Black-Scholes option prices
Batten, Jonathan A.
;
Ellis, Craig
- In:
International review of financial analysis
14
(
2005
)
2
,
pp. 165-176
Persistent link: https://www.econbiz.de/10002738262
Saved in:
7
Normality test of option-implied risk-neutral densities : evidence from the small Finnish market
Nikkinen, Jussi
- In:
International review of financial analysis
12
(
2003
)
2
,
pp. 99-116
Persistent link: https://www.econbiz.de/10001769969
Saved in:
8
Finance models as metaphors
McGoun, Elton G.
- In:
International review of financial analysis
12
(
2003
)
4
,
pp. 421-433
Persistent link: https://www.econbiz.de/10001814336
Saved in:
9
Hedging in the possible presence of unspanned stochastic volatility : evidence from swaption markets
Fan, Rong
;
Gupta, Anurag
;
Ritchken, Peter H.
- In:
The journal of finance : the journal of the American …
58
(
2003
)
5
,
pp. 2219-2248
Persistent link: https://www.econbiz.de/10001797838
Saved in:
10
An empirical investigation of continuous-time equity return models
Andersen, Torben
;
Benzoni, Luca
;
Lund, Jesper
- In:
The journal of finance : the journal of the American …
57
(
2002
)
3
,
pp. 1239-1284
Persistent link: https://www.econbiz.de/10001684993
Saved in:
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