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type_genre:"Arbeitspapier"
~isPartOf:"Annals of finance"
~isPartOf:"International journal of financial engineering"
~subject:"Optionspreistheorie"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Sammelwerk"
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Search: subject_exact:"Black-Scholes option pricing model"
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Optionspreistheorie
Black-Scholes model
26
Black-Scholes-Modell
26
Option pricing theory
23
Volatility
15
Volatilität
15
Option trading
13
Optionsgeschäft
13
Stochastic process
10
Stochastischer Prozess
10
Derivat
9
Derivative
9
Option pricing
4
Statistical distribution
4
Statistische Verteilung
4
Theorie
4
Theory
4
Estimation
3
Hedging
3
Implied volatility
3
Schätzung
3
option pricing
3
Analysis
2
Black-Scholes formula
2
Estimation theory
2
Implied volatility surface
2
Markov chain
2
Markov-Kette
2
Mathematical analysis
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Risiko
2
Risk
2
Schätztheorie
2
ATM-forward options
1
American put option
1
Analytical approximation
1
Artificial intelligence
1
Bachelier model
1
Black-Scholes
1
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Article
23
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Arbeitspapier
Aufsatz in Zeitschrift
Sammelwerk
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23
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English
23
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Aghili, A.
1
Burro, Giacomo
1
Chen, Bangren
1
D'Addona, Stefano
1
D'Amico, Guglielmo
1
Dash, Mihir
1
Duran, Ahmet
1
Fan, Yulian
1
Gardi, Bayar
1
Giribone, Pier Giuseppe
1
Iglesias, Pilar
1
Jahandizi, R. Shokri
1
Kanwal, Samra
1
Khalsaraei, M. Mehdizadeh
1
Kılıçman, Adem
1
Lalit, Prasad Narahar
1
Li, Yu
1
Ligato, Simone
1
Liu, Xunzhi
1
Lu, Peili
1
Madan, Dilip B.
1
Magdziarz, Marcin
1
Marinelli, Carlo
1
Muhammad, Atif Sattar
1
Mulas, Martina
1
Muroi, Yoshifumi
1
Ngoc Quynh Anh Nguyen
1
Pan, Gaoyongqi
1
Purohit, Seema Uday
1
Qin, Haoyang
1
Querci, Francesca
1
Radoičić, Radoš
1
Saeki, Ryota
1
Sahar, Saoud
1
San Martín, Jaime
1
Shen, Jiaqi
1
Shokrollahi, Foad
1
Stefanica, Dan
1
Stilger, Przemyslaw S.
1
Suda, Shintaro
1
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Annals of finance
International journal of financial engineering
International journal of theoretical and applied finance
47
Computational economics
29
Applied mathematical finance
24
The journal of computational finance
24
Quantitative finance
21
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
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
Applied economics
6
Research paper series / Swiss Finance Institute
6
International journal of financial markets and derivatives
5
International journal of theoretical and applied finance : IJTAF
5
Journal of econometrics
5
Annals of financial economics
4
Computational Management Science : CMS
4
Discussion paper / B
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
Série des documents de travail / Centre de Recherche en Économie et Statistique
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ECONIS (ZBW)
23
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1
Nonparametric estimates of option prices via Hermite basis functions
Marinelli, Carlo
;
D'Addona, Stefano
- In:
Annals of finance
19
(
2023
)
4
,
pp. 477-522
Persistent link: https://www.econbiz.de/10014448291
Saved in:
2
Improvized implied volatility function and nonparametric approach to unbiased estimation
Muhammad, Atif Sattar
;
Zhang, Hailiang
;
Kanwal, Samra
; …
- In:
International journal of financial engineering
10
(
2023
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014251229
Saved in:
3
Valuation of R&D compound option using Markov chain approach
D'Amico, Guglielmo
;
Villani, Giovanni
- In:
Annals of finance
17
(
2021
)
3
,
pp. 379-404
Persistent link: https://www.econbiz.de/10012622325
Saved in:
4
A meshless multiquadric quasi-interpolation method for time fractional Black-Scholes model
Pan, Gaoyongqi
;
Zhang, Shengliang
- In:
International journal of financial engineering
10
(
2023
)
2
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014304284
Saved in:
5
European option pricing using Gumbel distribution
Purohit, Seema Uday
;
Lalit, Prasad Narahar
- In:
International journal of financial engineering
9
(
2022
)
1
,
pp. 1-11
Persistent link: https://www.econbiz.de/10013188781
Saved in:
6
Fast generation of implied volatility surface : optimize the traditional numerical analysis and machine learning
Yen, Jerome
;
Chen, Bangren
;
Wu, KangZahng
;
Yen, Joseph
- In:
International journal of financial engineering
8
(
2021
)
2
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012662246
Saved in:
7
Double barrier American put option pricing under uncertain volatility model
Zaineb, El Kharrazi
;
Sahar, Saoud
;
Zouhir, Mahani
- In:
International journal of financial engineering
8
(
2021
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012662317
Saved in:
8
Binomial tree method for option pricing : discrete Carr and Madan formula approach
Muroi, Yoshifumi
;
Saeki, Ryota
;
Suda, Shintaro
- In:
International journal of financial engineering
8
(
2021
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012662360
Saved in:
9
Empirical performance of stochastic volatility option pricing models
Stilger, Przemyslaw S.
;
Ngoc Quynh Anh Nguyen
;
Tri Minh …
- In:
International journal of financial engineering
8
(
2021
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012654781
Saved in:
10
Price risk management by using dynamic hedging based on advanced Black-Scholes model
Lu, Peili
;
Shen, Jiaqi
;
Zhao, Liheng
;
Qin, Haoyang
; …
- In:
International journal of financial engineering
7
(
2020
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10012602709
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