//--> //--> //--> //-->
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:"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"
~type:"article"
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 model"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Black-Scholes model
47
Black-Scholes-Modell
47
Theorie
35
Theory
35
Option pricing theory
15
Optionspreistheorie
15
Volatility
12
Volatilität
12
Option trading
11
Optionsgeschäft
11
Hedging
8
Stochastic process
8
Stochastischer Prozess
8
Börsenkurs
5
Finanzmathematik
5
Mathematical finance
5
Portfolio selection
5
Portfolio-Management
5
Search theory
5
Share price
5
Suchtheorie
5
Derivat
4
Derivative
4
Estimation
4
Schätzung
4
USA
3
United States
3
American options
2
Analysis
2
Capital income
2
Experiment
2
Kapitaleinkommen
2
Martingal
2
Martingale
2
Mathematical analysis
2
Risiko
2
Risikomaß
2
Risk
2
Risk measure
2
Transaction costs
2
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
Book / Working Paper
5
Type of publication (narrower categories)
All
Article in journal
46
Aufsatz in Zeitschrift
46
Rezension
1
Language
All
English
47
Author
All
Bermin, Hans-Peter
2
Duck, Peter W.
2
Linetsky, Vadim
2
Newton, David P.
2
Touzi, Nizar
2
Widdicks, Martin
2
Alòs, Elisa
1
Andersen, Torben
1
Andricopoulos, Ari D.
1
Benaim, S.
1
Benninga, Simon
1
Benzoni, Luca
1
Blume, Marshall E.
1
Bouleau, Nicolas
1
Buchen, Peter W.
1
Carmona, René
1
Chadam, John M.
1
Chen, Xinfu
1
Chen, Zhanyu
1
Cheng Ouyang
1
Comte, Fabienne
1
Cvitanić, Jakša
1
Diener, Francine
1
Diener, Marc
1
Dolinsky, Yan
1
El Karoui, Nicole
1
Elliott, Robert J.
1
Elliott, Robert J. R.
1
Emmer, Susanne
1
Fan, Rong
1
Figlewski, Stephen
1
Frey, Rüdiger
1
Friz, P.
1
Fukasawa, Masaaki
1
Gatheral, Jim
1
Goodman, Jonathan
1
Gorovoi, Viatcheslav
1
Gupta, Anurag
1
Göttsche, Ove E.
1
Haussmann, Ulrich G.
1
more ...
less ...
Published in...
All
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
79
Applied mathematical finance
37
The journal of futures markets
33
The journal of computational finance
32
Computational economics
29
Finance and stochastics
29
The journal of derivatives : the official publication of the International Association of Financial Engineers
28
Review of derivatives research
25
Quantitative finance
23
International journal of financial engineering
22
Journal of mathematical finance
22
Asia-Pacific financial markets
18
Journal of banking & finance
18
The North American journal of economics and finance : a journal of financial economics studies
14
Journal of economic dynamics & control
13
Finance research letters
12
Journal of econometrics
12
Options : classic approaches to pricing and modelling
11
The European journal of finance
11
Decisions in economics and finance : DEF ; a journal of applied mathematics
10
Review of quantitative finance and accounting
9
Risks : open access journal
9
The review of financial studies
9
European journal of operational research : EJOR
8
International review of financial analysis
8
The journal of risk and insurance : the journal of the American Risk and Insurance Association
8
Advances in futures and options research : a research annual
7
Annals of financial economics
7
Applied economics
7
Journal of derivatives & hedge funds
7
Journal of risk and financial management : JRFM
7
Applied financial economics
6
Finanzmarkt und Portfolio-Management
6
International journal of financial markets and derivatives
6
International review of economics & finance : IREF
6
Journal of financial economics
6
Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
6
Advances in quantitative analysis of finance and accounting : a research annual
5
more ...
less ...
Source
All
ECONIS (ZBW)
47
Showing
1
-
10
of
47
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
Saved in:
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
Black-scholes representation for Asian options
Večeř, Jan
- In:
Mathematical finance : an international journal of …
24
(
2014
)
3
,
pp. 598-626
Persistent link: https://www.econbiz.de/10010485999
Saved in:
4
Limit theorems for partial hedging under transaction costs
Dolinsky, Yan
- In:
Mathematical finance : an international journal of …
24
(
2014
)
3
,
pp. 567-597
Persistent link: https://www.econbiz.de/10010486001
Saved in:
5
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:
6
The normalizing transformation of the implied volatility smile
Fukasawa, Masaaki
- In:
Mathematical finance : an international journal of …
22
(
2012
)
4
,
pp. 753-762
Persistent link: https://www.econbiz.de/10009614936
Saved in:
7
Asymptotics of implied volatility in local volatility models
Gatheral, Jim
;
Hsu, Elton P.
;
Laurence, Peter
;
Cheng Ouyang
- In:
Mathematical finance : an international journal of …
22
(
2012
)
4
,
pp. 591-620
Persistent link: https://www.econbiz.de/10009614946
Saved in:
8
The early exercise premium for the American put under discrete dividends
Göttsche, Ove E.
;
Vellekoop, Michel
- In:
Mathematical finance : an international journal of …
21
(
2011
)
2
,
pp. 335-354
Persistent link: https://www.econbiz.de/10008935660
Saved in:
9
The cost of illiquidity and its effects on hedging
Rogers, Leonard C. G.
;
Singh, Surbjeet
- In:
Mathematical finance : an international journal of …
20
(
2010
)
4
,
pp. 597-615
Persistent link: https://www.econbiz.de/10008666989
Saved in:
10
Pricing and hedging American options analytically : a perturbation method
Zhang, Jin E.
;
Li, Tiecheng
- In:
Mathematical finance : an international journal of …
20
(
2010
)
1
,
pp. 59-87
Persistent link: https://www.econbiz.de/10003955680
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->