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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:"Stochastischer Prozess"
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Search: subject_exact:"Black-Scholes model"
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Stochastischer Prozess
Black-Scholes model
52
Black-Scholes-Modell
52
Theorie
37
Theory
37
Option pricing theory
20
Optionspreistheorie
20
Volatility
13
Volatilität
13
Option trading
12
Optionsgeschäft
12
Hedging
8
Stochastic process
8
Finanzmathematik
6
Börsenkurs
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Mathematical finance
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Search theory
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Derivat
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Derivative
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Schätzung
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USA
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United States
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Aktienoption
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American options
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Analysis
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Martingal
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Alòs, Elisa
1
Andersen, Torben
1
Benzoni, Luca
1
Chen, Zhanyu
1
Comte, Fabienne
1
El Karoui, Nicole
1
Elliott, Robert J. R.
1
Goodman, Jonathan
1
Hoek, John van der
1
Jeanblanc, Monique
1
Lindberg, Carl
1
Lund, Jesper
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Mitchell, Daniel
1
Muthuraman, Kumar
1
Renault, Eric
1
Rheinländer, Thorsten
1
Shreve, Steven E.
1
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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
International journal of theoretical and applied finance
25
Applied mathematical finance
12
The journal of computational finance
12
Finance and stochastics
10
Computational economics
9
International journal of financial engineering
9
Journal of mathematical finance
9
Quantitative finance
8
Asia-Pacific financial markets
6
Journal of banking & finance
6
European journal of operational research : EJOR
5
Review of derivatives research
5
Applied economics
4
Journal of financial economics
4
Research paper series / Swiss Finance Institute
4
The journal of futures markets
4
Universitext
4
CoFE discussion papers
3
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
3
Finance research letters
3
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
3
International journal of theoretical and applied finance : IJTAF
3
Journal of econometrics
3
Journal of economic dynamics & control
3
Mathematics and financial economics
3
Options : classic approaches to pricing and modelling
3
Review of quantitative finance and accounting
3
Risk and decision analysis
3
The North American journal of economics and finance : a journal of financial economics studies
3
Annals of financial economics
2
Decisions in economics and finance : DEF ; a journal of applied mathematics
2
Discussion paper / B
2
International journal of financial markets and derivatives
2
International review of economics & finance : IREF
2
Journal of financial engineering
2
Journal of risk and financial management : JRFM
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Passauer Diskussionspapiere / Betriebswirtschaftliche Reihe : Diskussionsbeitrag ...
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Quantitative Finanzwirtschaft : Schriftenreihe zu Statistik und Ökonometrie
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ECONIS (ZBW)
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1
Valuation of barrier options via a general self-duality
Alòs, Elisa
;
Chen, Zhanyu
;
Rheinländer, Thorsten
- In:
Mathematical finance : an international journal of …
26
(
2016
)
3
,
pp. 492-515
Persistent link: https://www.econbiz.de/10011583542
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2
From smile asymptotics to market risk measures
Sircar, Kaushik Ronnie
;
Sturm, Stephan
- In:
Mathematical finance : an international journal of …
25
(
2015
)
2
,
pp. 400-425
Persistent link: https://www.econbiz.de/10011350605
Saved in:
3
Boundary evolution equations for American options
Mitchell, Daniel
;
Goodman, Jonathan
;
Muthuraman, Kumar
- In:
Mathematical finance : an international journal of …
24
(
2014
)
3
,
pp. 505-532
Persistent link: https://www.econbiz.de/10010486015
Saved in:
4
New-generated dependence and optimal portfolios for n stocks in a market of Barndorff-Nielsen and shephard type
Lindberg, Carl
- In:
Mathematical finance : an international journal of …
16
(
2006
)
3
,
pp. 549-568
Persistent link: https://www.econbiz.de/10003338695
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5
A general fractional white noise theory and applications to finance
Elliott, Robert J. R.
;
Hoek, John van der
- In:
Mathematical finance : an international journal of …
13
(
2003
)
2
,
pp. 301-330
Persistent link: https://www.econbiz.de/10001765692
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6
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
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7
Long memory in continuous-time stochastic volatility models
Comte, Fabienne
- In:
Mathematical finance : an international journal of …
8
(
1998
)
4
,
pp. 291-323
Persistent link: https://www.econbiz.de/10001252788
Saved in:
8
Robustness of the black and scholes formula
El Karoui, Nicole
- In:
Mathematical finance : an international journal of …
8
(
1998
)
2
,
pp. 93-126
Persistent link: https://www.econbiz.de/10001242959
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