//--> //--> //--> //-->
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:"Quantitative finance"
~subject:"Optionspreistheorie"
~type_genre:"Article in journal"
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
Optionspreistheorie
Black-Scholes model
23
Black-Scholes-Modell
23
Option pricing theory
21
Volatility
12
Volatilität
12
Option trading
8
Optionsgeschäft
8
Stochastic process
8
Stochastischer Prozess
8
Hedging
6
Analysis
5
Derivat
5
Derivative
5
Experiment
5
Mathematical analysis
5
Implied volatility
4
Arbitrage
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Neural networks
3
Neuronale Netze
3
Option pricing
3
Stochastic differential equations
3
American options
2
Arbitrage Pricing
2
Arbitrage pricing
2
Artificial intelligence
2
Black-Scholes
2
Delta hedging
2
European option pricing
2
Künstliche Intelligenz
2
Machine learning
2
Partial differential equations
2
Portfolio selection
2
Portfolio-Management
2
SABR model
2
Small-time asymptotics
2
Stochastic volatility
2
Volatility surface
2
more ...
less ...
Online availability
All
Undetermined
19
Free
2
Type of publication
All
Article
21
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
21
CD-ROM, DVD
1
Handbook
1
Handbuch
1
Language
All
English
21
Author
All
Bayer, Christian
2
Friz, Peter K.
2
Gulisashvili, Archil
2
Horvath, Blanka Nora
2
Wan, Justin W. L.
2
Alexander, Carol
1
Bae, Hyeong-Ohk
1
Bégin, Jean-François
1
Chen, Yangang
1
De Spiegeleer, Jan
1
Gassiat, Paul
1
Godin, Frédéric
1
Goudenège, Ludovic
1
Halperin, Igor
1
Hanbali, Hamza
1
He, Xin-Jiang
1
Hong, Youngjoon
1
Hu, Xiaobo
1
Huh, Jeonggyu
1
Häppölä, Juho
1
Imeraj, Arben
1
Jacquier, Antoine
1
Jeon, Jaegi
1
Kim, Jeong-Hoon
1
Kim, Soohan
1
Lee, Muhyun
1
Linders, Daniel
1
Luo, Pengfei
1
Madan, Dilip B.
1
Matić, Ivan
1
Mingone, A.
1
Mingone, Arianna
1
Molent, Andrea
1
Na, Andrew S.
1
Park, Hyejin
1
Pigato, Paolo
1
Radoičić, Radoš
1
Reyners, Sofie
1
Schoutens, Wim
1
Stefanica, Dan
1
more ...
less ...
Published in...
All
Wiley finance series
Quantitative finance
International journal of theoretical and applied finance
49
Computational economics
30
Applied mathematical finance
26
The journal of computational finance
24
International journal of financial engineering
20
Journal of mathematical finance
20
Finance and stochastics
19
The journal of futures markets
19
Review of derivatives research
17
Mathematical finance : an international journal of mathematics, statistics and financial theory
14
Journal of banking & finance
13
The North American journal of economics and finance : a journal of financial economics studies
13
Asia-Pacific financial markets
9
Journal of economic dynamics & control
9
Risks : open access journal
9
European journal of operational research : EJOR
8
Review of quantitative finance and accounting
8
The European journal of finance
8
Applied economics
7
Decisions in economics and finance : DEF ; a journal of applied mathematics
7
Finance research letters
7
Journal of derivatives & hedge funds
7
Journal of risk and financial management : JRFM
7
The journal of derivatives : the official publication of the International Association of Financial Engineers
7
Annals of financial economics
5
International journal of financial markets and derivatives
5
International journal of theoretical and applied finance : IJTAF
5
Journal of econometrics
5
Computational Management Science : CMS
4
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
4
Journal of empirical finance
4
Journal of risk
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
Mathematics and financial economics
4
Risk and decision analysis
4
Annals of finance
3
Cogent economics & finance
3
Economic modelling
3
International review of economics & finance : IREF
3
more ...
less ...
Source
All
ECONIS (ZBW)
21
Showing
11
-
20
of
21
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
11
A PDE method for estimation of implied volatility
Matić, Ivan
;
Radoičić, Radoš
;
Stefanica, Dan
- In:
Quantitative finance
20
(
2020
)
3
,
pp. 393-408
Persistent link: https://www.econbiz.de/10012194873
Saved in:
12
Machine learning for pricing American options in high-dimensional Markovian and non-Markovian models
Goudenège, Ludovic
;
Molent, Andrea
;
Zanette, Antonino
- In:
Quantitative finance
20
(
2020
)
4
,
pp. 573-591
Persistent link: https://www.econbiz.de/10012194908
Saved in:
13
A second-order discretization with Malliavin weight and Quasi-Monte Carlo method for option pricing
Yamada, Toshihiro
;
Yamamoto, Kenta
- In:
Quantitative finance
20
(
2020
)
11
,
pp. 1825-1837
Persistent link: https://www.econbiz.de/10012313518
Saved in:
14
A reduced PDE method for European option pricing under multi-scale, multi-factor stochastic volatility
Huh, Jeonggyu
;
Jeon, Jaegi
;
Kim, Jeong-Hoon
;
Park, Hyejin
- In:
Quantitative finance
19
(
2019
)
1
,
pp. 155-175
Persistent link: https://www.econbiz.de/10012194627
Saved in:
15
Implied stopping rules for American basket options from Markovian projection
Bayer, Christian
;
Häppölä, Juho
;
Tempone, Raúl
- In:
Quantitative finance
19
(
2019
)
3
,
pp. 371-390
Persistent link: https://www.econbiz.de/10012194659
Saved in:
16
Short-time near-the-money skew in rough fractional volatility models
Bayer, Christian
;
Friz, Peter K.
;
Gulisashvili, Archil
; …
- In:
Quantitative finance
19
(
2019
)
5
,
pp. 779-798
Persistent link: https://www.econbiz.de/10012194716
Saved in:
17
Real options under a double exponential jump-diffusion model with regime switching and partial information
Luo, Pengfei
;
Xiong, Jie
;
Yang, Jinqiang
;
Yang, Zhaojun
- In:
Quantitative finance
19
(
2019
)
6
,
pp. 1061-1073
Persistent link: https://www.econbiz.de/10012194743
Saved in:
18
The QLBS Q-Learner goes NuQLear : fitted Q iteration, inverse RL, and option portfolios
Halperin, Igor
- In:
Quantitative finance
19
(
2019
)
9
,
pp. 1543-1553
Persistent link: https://www.econbiz.de/10012194805
Saved in:
19
American-type basket option pricing : a simple two-dimensional partial differential equation
Hanbali, Hamza
;
Linders, Daniel
- In:
Quantitative finance
19
(
2019
)
10
,
pp. 1689-1704
Persistent link: https://www.econbiz.de/10012194817
Saved in:
20
Machine learning for quantitative finance : fast derivative pricing, hedging and fitting
De Spiegeleer, Jan
;
Madan, Dilip B.
;
Reyners, Sofie
; …
- In:
Quantitative finance
18
(
2018
)
10
,
pp. 1635-1643
Persistent link: https://www.econbiz.de/10012259802
Saved in:
First
Prev
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->