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isPartOf:"Wiley finance series"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~subject:"Schätzung"
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Search: subject_exact:"Black-Scholes model"
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Black-Scholes model
52
Black-Scholes-Modell
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Option pricing theory
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Optionspreistheorie
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Andersen, Torben
1
Benzoni, Luca
1
Gorovoi, Viatcheslav
1
Juh, Steve
1
Linetsky, Vadim
1
Lund, Jesper
1
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Wiley finance series
Mathematical finance : an international journal of mathematics, statistics and financial theory
The journal of finance : the journal of the American Finance Association
The journal of futures markets
6
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3
Finanzmarkt und Portfolio-Management
3
Advances in futures and options research : a research annual
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Research paper series / Swiss Finance Institute
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Review of quantitative finance and accounting
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The European journal of finance
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Working paper / National Bureau of Economic Research, Inc.
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Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
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Advances in Pacific Basin financial markets
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Bank- und finanzwirtschaftliche Forschungen
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Business analyst : a refereed journal of Shri Ram College of Commerce
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Current topics in quantitative finance : with 23 tables
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Decision
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Discussion paper / Monash University, Department of Accounting and Finance, Faculty of Business and Economics / Monash University, Department of Accounting and Finance, Faculty of Economics, Commerce and Management
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Discussion paper series / School of Economics and Finance, the University of Hong Kong
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Discussion papers in economics
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Discussion papers of interdisciplinary research project 373
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Economic research paper / Loughborough University, Department of Economics
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Economic research paper / Loughborough University, Department of Economics / Loughborough University, Department of Economics
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Economics letters
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
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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:
2
Black's model of interest rates as options, eigenfunction expansions and Japanese interest rates
Gorovoi, Viatcheslav
;
Linetsky, Vadim
- In:
Mathematical finance : an international journal of …
14
(
2004
)
1
,
pp. 49-78
Persistent link: https://www.econbiz.de/10001917699
Saved in:
3
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:
4
The statistical properties of the Black-Scholes option
Ncube, Mthuli
- In:
Mathematical finance : an international journal of …
7
(
1997
)
3
,
pp. 287-305
Persistent link: https://www.econbiz.de/10001224012
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