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type_genre:"Arbeitspapier"
~subject:"Hedging"
~subject:"Optionspreistheorie"
~type_genre:"Aufsatz im Buch"
~type_genre:"Sammelwerk"
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Search: subject_exact:"Black-Scholes option pricing model"
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Hedging
Optionspreistheorie
Black-Scholes model
256
Black-Scholes-Modell
256
Theorie
143
Theory
143
Option pricing theory
137
Volatility
61
Volatilität
61
Stochastic process
49
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49
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38
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38
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26
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26
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23
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23
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19
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642
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Garcia, René
5
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4
Barone-Adesi, Giovanni
3
Başak, Suleyman
3
Chabakauri, Georgy
3
Ehrhardt, Matthias
3
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3
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3
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3
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3
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3
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3
Wilhelm, Jochen
3
Wystup, Uwe
3
Alziary, Bénédicte
2
Amilon, Henrik
2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
Madan, Dilip B.
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Research paper series / Swiss Finance Institute
6
CoFE discussion papers
5
Discussion paper / B
4
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
4
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
4
Options : classic approaches to pricing and modelling
4
Série des documents de travail / Centre de Recherche en Économie et Statistique
4
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3
Financial derivatives : pricing and risk management
3
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Nonlinear models in mathematical finance : new research trends in option pricing
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2
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2
Les cahiers de recherche / HEC Paris
2
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2
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Queen's Economics Department working paper
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Recent advances in financial engineering : proceedings of the 2008 Daiwa International Workshop on Financial Engineering
2
SFB 649 discussion paper
2
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
2
Working paper / National Bureau of Economic Research, Inc.
2
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2
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2
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
2
26th Australasian Finance and Banking Conference 2013
1
AFA 2010 Atlanta Meetings Paper
1
AFI
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Advanced mathematical methods for finance
1
Advances in finance and stochastics : essays in honour of Dieter Sondermann
1
Alternative investments and strategies : credit, derivatives, CPPI, investments, risk
1
Aufgaben von Wissenschaft und Praxis im nächsten Jahrzehnt : Festgabe AV Bodania, St. Gallen ; [1925 - 2000]
1
Bewertung und Einsatz von Finanzderivaten
1
Borradores de economía
1
Börsen, Banken und Kapitalmärkte : Festschrift für Hartmut Schmidt zum 65. Geburtstag
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ECONIS (ZBW)
155
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1
Self-pricing options
Edelman, David
-
2023
Persistent link: https://www.econbiz.de/10014477093
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2
The pricing kernel in options
Heston, Steven L.
;
Jacobs, Kris
;
Kim, Hyung Joo
-
2023
Persistent link: https://www.econbiz.de/10014385050
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3
Endogenous option pricing
Gamba, Andrea
;
Saretto, Alessio
-
2022
Persistent link: https://www.econbiz.de/10013170529
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4
Pricing the exotic: path-dependent american options with stochastic barriers
Rojas-Bernal, Alejandro
;
Villamizar-Villegas, Mauricio
; …
-
2021
Persistent link: https://www.econbiz.de/10012804267
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5
Approximation method using black-scholes formula for barrier option pricing under Lévy models
Li, Yuan
;
Miyachi, Kaimon
;
Shiraya, Kenichiro
; …
-
2021
-
This version : June 7, 2021
Persistent link: https://www.econbiz.de/10012807890
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6
Variance Gamma process in the option pricing model
Drahokoupil, Jakub
-
2021
Persistent link: https://www.econbiz.de/10012493120
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7
Probability-free models in option pricing : statistically indistinguishable dynamics and historical vs implied volatility
Brigo, Damiano
- In:
Options - 45 years since the publication of the …
,
(pp. 47-61)
.
2023
Persistent link: https://www.econbiz.de/10014366586
Saved in:
8
Cumulant formulas for implied volatility
Lee, Roger
- In:
Options - 45 years since the publication of the …
,
(pp. 185-193)
.
2023
Persistent link: https://www.econbiz.de/10014366604
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9
Implied volatility asymptotics : Black-Scholes and beyond
Tankov, Peter
- In:
Options - 45 years since the publication of the …
,
(pp. 195-212)
.
2023
Persistent link: https://www.econbiz.de/10014366651
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10
A general theory of option pricing
Geršôn, Dāwid
- In:
Options - 45 years since the publication of the …
,
(pp. 293-330)
.
2023
Persistent link: https://www.econbiz.de/10014366656
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