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subject:"Share price"
~isPartOf:"The European journal of finance"
~source:"econis"
~subject:"Black-Scholes model"
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Search: subject_exact:"Option pricing theory"
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Share price
Black-Scholes model
Option pricing theory
81
Optionspreistheorie
81
Volatility
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Volatilität
23
Stochastic process
20
Stochastischer Prozess
20
Derivat
19
Derivative
19
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Option trading
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Optionsgeschäft
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Anderluh, J. H. M.
1
Baestaens, Dirk J. Emma
1
Bergh, Willem M. van den
1
Borovkova, Svetlana
1
Chesney, Marc
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García-Machado, Juan J.
1
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1
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1
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1
Satchell, Stephen
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Simon, Guillaume
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Song, Shiyu
1
Vaudrey, Hervé
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The European journal of finance
International journal of theoretical and applied finance
53
Computational economics
30
The journal of futures markets
30
Quantitative finance
28
Applied mathematical finance
27
The journal of computational finance
25
International journal of financial engineering
23
Journal of mathematical finance
23
Journal of banking & finance
22
Finance and stochastics
20
Mathematical finance : an international journal of mathematics, statistics and financial theory
19
Review of derivatives research
19
Finance research letters
18
The North American journal of economics and finance : a journal of financial economics studies
16
Research paper series / Swiss Finance Institute
15
Journal of econometrics
12
Journal of economic dynamics & control
12
Review of quantitative finance and accounting
12
The journal of derivatives : the official publication of the International Association of Financial Engineers
12
Risks : open access journal
11
Applied economics
10
European journal of operational research : EJOR
10
Journal of risk and financial management : JRFM
10
Asia-Pacific financial markets
9
Management science : journal of the Institute for Operations Research and the Management Sciences
9
Journal of derivatives & hedge funds
8
Journal of empirical finance
8
Journal of financial economics
8
Decisions in economics and finance : DEF ; a journal of applied mathematics
7
Discussion paper / B
6
International journal of theoretical and applied finance : IJTAF
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International review of financial analysis
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Mathematics and financial economics
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Annals of finance
5
Annals of financial economics
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Cogent economics & finance
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Gabler Edition Wissenschaft
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International journal of financial markets and derivatives
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1
Hawkes jump-diffusions and finance : a brief history and review
Hawkes, Alan G.
- In:
The European journal of finance
28
(
2022
)
7
,
pp. 627-641
Persistent link: https://www.econbiz.de/10013373304
Saved in:
2
Pricing European options under a diffusion model with psychological barriers and leverage effect
Song, Shiyu
;
Wang, Guanying
;
Wang, Yongjin
- In:
The European journal of finance
26
(
2020
)
12
,
pp. 1184-1206
Persistent link: https://www.econbiz.de/10012264954
Saved in:
3
How Spanish options market smiles in summer : an empirical analysis for options on IBEX-35
García-Machado, Juan J.
;
Rybczyński, Jarosław
- In:
The European journal of finance
23
(
2017
)
1/3
,
pp. 153-169
Persistent link: https://www.econbiz.de/10011736237
Saved in:
4
Pricing volatility options under stochastic skew with application to the VIX index
Marabel Romo, Jacinto
- In:
The European journal of finance
23
(
2017
)
4/6
,
pp. 353-374
Persistent link: https://www.econbiz.de/10011736265
Saved in:
5
The sensitivity of beta to the time horizon when log prices follow an Ornstein-Uhlenbeck process
Hong, KiHoon Jimmy
;
Satchell, Stephen
- In:
The European journal of finance
20
(
2014
)
1/3
,
pp. 264-290
Persistent link: https://www.econbiz.de/10010462111
Saved in:
6
Mean-reversion properties of implied volatilities
Ielpo, Florian
;
Simon, Guillaume
- In:
The European journal of finance
16
(
2010
)
5/6
,
pp. 587-610
Persistent link: https://www.econbiz.de/10008698544
Saved in:
7
What a delta hedge really does : a theoretical and pedagogical note
Howell, Sydney D.
- In:
The European journal of finance
14
(
2008
)
1/2
,
pp. 33-47
Persistent link: https://www.econbiz.de/10003744671
Saved in:
8
Commodity volatility modelling and option pricing with a potential function approach
Anderluh, J. H. M.
;
Borovkova, Svetlana
- In:
The European journal of finance
14
(
2008
)
1/2
,
pp. 91-113
Persistent link: https://www.econbiz.de/10003744733
Saved in:
9
A technique for reducing discretization bias from Monte Carlo simulations : option pricing under stochastic interest rates
Lindset, Snorre
;
Lund, Arne-Christian
- In:
The European journal of finance
13
(
2007
)
5/6
,
pp. 545-564
Persistent link: https://www.econbiz.de/10003570611
Saved in:
10
Confined exponential approximations for the valuation of American options
Lee, Jongwoo
;
Paxson, Dean A.
- In:
The European journal of finance
9
(
2003
)
5
,
pp. 449-474
Persistent link: https://www.econbiz.de/10001885434
Saved in:
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