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subject:"Black-Scholes model"
~isPartOf:"Journal of risk"
~language:"eng"
~subject:"options"
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Black-Scholes model
options
Option trading
14
Optionsgeschäft
14
Option pricing theory
10
Optionspreistheorie
10
Hedging
4
Volatility
3
Volatilität
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Black-Scholes-Modell
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Derivat
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Derivative
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Risikomanagement
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Aktienindex
1
Approximation method
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BuyWrite
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CAPM
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Call options
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Decision tree
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Delta risk
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Deutschland
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Estimation theory
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Germany
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Index futures
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Martingale
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AitSahlia, Farid
1
Hamidieh, Kam
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Israelov, Roni
1
Kim, Sol
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Klein, Matthew
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Runnemo, Andreas
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Tummala, Harsha
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Journal of risk
International journal of theoretical and applied finance
22
Applied mathematical finance
12
International journal of financial engineering
12
Review of derivatives research
11
Computational economics
10
Mathematical finance : an international journal of mathematics, statistics and financial theory
10
The journal of computational finance
10
The journal of derivatives : the official publication of the International Association of Financial Engineers
10
The North American journal of economics and finance : a journal of financial economics studies
9
The journal of derivatives : JOD
9
The journal of futures markets
9
Quantitative finance
8
Journal of mathematical finance
7
The European journal of finance
7
Applied economics
6
Finance and stochastics
6
Journal of derivatives & hedge funds
6
Journal of economic dynamics & control
6
Journal of risk and financial management : JRFM
6
Management science : journal of the Institute for Operations Research and the Management Sciences
6
Journal of banking & finance
5
Asia-Pacific financial markets
4
Cogent economics & finance
4
Finance research letters
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International journal of theoretical and applied finance : IJTAF
4
Annals of finance
3
Decisions in economics and finance : DEF ; a journal of applied mathematics
3
European journal of operational research : EJOR
3
Journal of econometrics
3
Journal of emerging market finance
3
Journal of financial economics
3
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
3
Research paper series / Swiss Finance Institute
3
Risks : open access journal
3
The journal of asset management
3
Working paper series / Centre for Practical Quantitative Finance
3
Annals of financial economics
2
Annual review of financial economics
2
Applied financial economics
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Covering the world : global evidence on covered calls
Israelov, Roni
;
Klein, Matthew
;
Tummala, Harsha
- In:
Journal of risk
21
(
2018/2019
)
1
,
pp. 61-89
Persistent link: https://www.econbiz.de/10011980293
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2
Pricing and hedging options with rollover parameters
Kim, Sol
- In:
Journal of risk
19
(
2017
)
5
,
pp. 1-40
Persistent link: https://www.econbiz.de/10011747093
Saved in:
3
Estimating the tail shape parameter from option prices
Hamidieh, Kam
- In:
Journal of risk
19
(
2017
)
6
,
pp. 85-110
Persistent link: https://www.econbiz.de/10011799166
Saved in:
4
A canonical optimal stopping problem for American options under a double exponential jump-diffusion model
AitSahlia, Farid
;
Runnemo, Andreas
- In:
Journal of risk
10
(
2007/08
)
1
,
pp. 85-100
Persistent link: https://www.econbiz.de/10003572533
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