//--> //--> //--> //-->
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
type_genre:"Arbeitspapier"
~isPartOf:"Journal of mathematical finance"
~subject:"Experiment"
~subject:"Optionspreistheorie"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Sammelwerk"
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 option pricing model"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Experiment
Optionspreistheorie
Black-Scholes model
22
Black-Scholes-Modell
22
Option pricing theory
20
Stochastic process
9
Stochastischer Prozess
9
Derivat
7
Derivative
7
Option trading
7
Optionsgeschäft
7
Volatility
6
Volatilität
6
Option Pricing
5
Black-Scholes Model
4
CAPM
4
Black-Scholes Equation
3
Simulation
3
Contingent Claim
2
Heston Model
2
Linear Regression Approach
2
Martingal
2
Martingale
2
Optimal Stopping
2
Regression analysis
2
Regressionsanalyse
2
Risiko
2
Risk
2
Search theory
2
Suchtheorie
2
ADI
1
Adaptive Optimal Control
1
Analysis
1
Anlageverhalten
1
Approximation
1
Arbitrage
1
Arbitrage-Free Price
1
Asia
1
Asian Geometric Average Options
1
Asien
1
more ...
less ...
Online availability
All
Undetermined
12
Type of publication
All
Article
20
Type of publication (narrower categories)
All
Arbeitspapier
Aufsatz in Zeitschrift
Sammelwerk
Article in journal
20
Language
All
English
20
Author
All
Jagannathan, Raj
2
Alim, Md. Abdul
1
Andallah, Laek Sazzad
1
Anwar, Md. Nurul
1
Appadoo, Srimantoorao S.
1
Bagheri, Neda
1
Biswas, Md. Haider Ali
1
Contreras, Mauricio
1
Cui, Yujie
1
Drakos, Stefanos
1
Fadugba, Sunday Emmanuel
1
Gao, Min
1
Haghighi, Hassan Karnameh
1
Hongler, Max-Olivier
1
Hsiao, Yi-long
1
Kyriacou, Maria
1
Lo, Chi-fai
1
Lungu, E. M.
1
Maré, E.
1
Mondal, Mitun Kumar
1
Muroi, Yoshifumi
1
Nteumagné, B. F.
1
Nwozo, Chuma Raphael
1
Offen, E. R.
1
Olmo, Jose
1
Pellicer, Rely
1
Pindza, E.
1
Rahman, Md. Faizur
1
Sakuma, Takayuki
1
Santiagos, Daniel
1
Strittmatter, Marius
1
Suda, Shintaro
1
Thavaneswaran, Aerambamoorthy
1
Villena, Marcelo J.
1
Wei, Zhenfeng
1
Yu, Baoli
1
Zhu, Yonggang
1
more ...
less ...
Published in...
All
Journal of mathematical finance
International journal of theoretical and applied finance
47
Computational economics
29
Applied mathematical finance
24
The journal of computational finance
24
Quantitative finance
21
International journal of financial engineering
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
Journal of econometrics
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
Annals of financial economics
4
Computational Management Science : CMS
4
Discussion paper / B
4
Finance and economics discussion series
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
4
more ...
less ...
Source
All
ECONIS (ZBW)
20
Showing
1
-
10
of
20
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The barrier binary options
Gao, Min
;
Wei, Zhenfeng
- In:
Journal of mathematical finance
10
(
2020
)
1
,
pp. 140-156
Persistent link: https://www.econbiz.de/10012545572
Saved in:
2
Uncovering the distribution of option implied risk aversion
Kyriacou, Maria
;
Olmo, Jose
;
Strittmatter, Marius
- In:
Journal of mathematical finance
9
(
2019
)
2
,
pp. 81-104
Persistent link: https://www.econbiz.de/10012116675
Saved in:
3
Equivalent martingale measure in Asian geometric average option pricing
Zhu, Yonggang
- In:
Journal of mathematical finance
4
(
2014
)
4
,
pp. 304-308
Persistent link: https://www.econbiz.de/10011312412
Saved in:
4
A study on numerical solution of Black-Scholes model
Anwar, Md. Nurul
;
Andallah, Laek Sazzad
- In:
Journal of mathematical finance
8
(
2018
)
2
,
pp. 372-381
Persistent link: https://www.econbiz.de/10011874785
Saved in:
5
A linear regression approach for determining option pricing for currency-rate diffusion model with dependent stochastic volatility, stochastic interest rate, and return processes
Jagannathan, Raj
- In:
Journal of mathematical finance
8
(
2018
)
1
,
pp. 161-177
Persistent link: https://www.econbiz.de/10011846254
Saved in:
6
Computation of Greeks using binomial tree
Muroi, Yoshifumi
;
Suda, Shintaro
- In:
Journal of mathematical finance
7
(
2017
)
3
,
pp. 597-623
Persistent link: https://www.econbiz.de/10011752400
Saved in:
7
A comparison study of ADI and LOD methods on option pricing models
Bagheri, Neda
;
Haghighi, Hassan Karnameh
- In:
Journal of mathematical finance
7
(
2017
)
2
,
pp. 275-290
Persistent link: https://www.econbiz.de/10011673885
Saved in:
8
Application of fast N-body algorithm to option pricing under CGMY model
Sakuma, Takayuki
- In:
Journal of mathematical finance
7
(
2017
)
2
,
pp. 308-318
Persistent link: https://www.econbiz.de/10011673900
Saved in:
9
Mathematical analysis of financial model on market price with stochastic volatility
Mondal, Mitun Kumar
;
Alim, Md. Abdul
;
Rahman, Md. Faizur
; …
- In:
Journal of mathematical finance
7
(
2017
)
2
,
pp. 351-365
Persistent link: https://www.econbiz.de/10011673935
Saved in:
10
Uncertain volatility derivative model based on the polynomial chaos
Drakos, Stefanos
- In:
Journal of mathematical finance
6
(
2016
)
1
,
pp. 55-63
Persistent link: https://www.econbiz.de/10011543102
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->