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~isPartOf:"Advances in futures and options research : a research annual"
~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"International journal of financial engineering"
~subject:"Stochastic process"
~subject:"Volatilität"
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Search: subject_exact:"Black-Scholes option pricing model"
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Stochastic process
Volatilität
Black-Scholes model
47
Black-Scholes-Modell
47
Option pricing theory
30
Optionspreistheorie
30
Volatility
24
Stochastischer Prozess
15
Theorie
15
Theory
15
Option trading
14
Optionsgeschäft
14
Derivat
10
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Option pricing
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Index futures
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option pricing
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Black-Scholes formula
2
CAPM
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Finanzmathematik
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Implied volatility
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Implied volatility surface
2
Mathematical finance
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Portfolio selection
2
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28
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Kim, Yong-jin
2
Ševčovič, Daniel
2
Abramov, Vyacheslav M.
1
Aghili, A.
1
Batten, Jonathan A.
1
Chen, Bangren
1
Dash, Mihir
1
Fan, Yulian
1
Feng, Yuqiang
1
Fleming, Jeff
1
Futami, Hidenori
1
Gardi, Bayar
1
Grossinho, Maria do Rosário
1
Johnson, Brock N.
1
Kagenishi, Yoshiteru
1
Kanwal, Samra
1
Kawanishi, Yasuhiro
1
Klebaner, Fima C.
1
Kord, Yaser
1
Kunitomo, Naoto
1
Kılıçman, Adem
1
Li, Yu
1
Liu, Xunzhi
1
Lu, Peili
1
Madan, Dilip B.
1
Magdziarz, Marcin
1
Meng, Li
1
Muhammad, Atif Sattar
1
Ngoc Quynh Anh Nguyen
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Pan, Gaoyongqi
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Radoičić, Radoš
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Sahar, Saoud
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Shokrollahi, Foad
1
Stefanica, Dan
1
Stilger, Przemyslaw S.
1
Takahashi, Akihiko
1
Takaoka, Koichiro
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Advances in futures and options research : a research annual
Asia-Pacific financial markets
International journal of financial engineering
International journal of theoretical and applied finance
41
Applied mathematical finance
22
The journal of computational finance
19
Quantitative finance
15
Finance and stochastics
13
Review of derivatives research
13
Computational economics
12
Mathematical finance : an international journal of mathematics, statistics and financial theory
12
Journal of banking & finance
11
The journal of futures markets
11
Journal of mathematical finance
9
The North American journal of economics and finance : a journal of financial economics studies
7
The journal of derivatives : the official publication of the International Association of Financial Engineers
7
Applied economics
6
Discussion paper / B
6
Journal of econometrics
6
European journal of operational research : EJOR
5
Finance research letters
5
Review of quantitative finance and accounting
5
The European journal of finance
5
Annals of financial economics
4
Applied financial economics
4
Decisions in economics and finance : DEF ; a journal of applied mathematics
4
International journal of theoretical and applied finance : IJTAF
4
Journal of financial economics
4
Journal of risk and financial management : JRFM
4
Mathematics and financial economics
4
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
4
Research paper series / Swiss Finance Institute
4
Risks : open access journal
4
The review of financial studies
4
CoFE discussion papers
3
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
3
Finanzmarkt und Portfolio-Management
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Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
3
International review of economics & finance : IREF
3
International review of financial analysis
3
Journal of derivatives & hedge funds
3
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ECONIS (ZBW)
28
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1
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:
2
Lie symmetry analysis and exact solutions of time fractional Black-Scholes equation
Yu, Jicheng
;
Feng, Yuqiang
;
Wang, Xianjia
- In:
International journal of financial engineering
9
(
2022
)
4
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014234394
Saved in:
3
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:
4
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:
5
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:
6
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:
7
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
Saved in:
8
Modeling of implied volatility surfaces of nifty index options
Dash, Mihir
- In:
International journal of financial engineering
6
(
2019
)
3
,
pp. 1-11
Persistent link: https://www.econbiz.de/10012314517
Saved in:
9
Implied volatility surfaces during the period of global financial crisis
Wirjanto, Tony S.
;
Zhu, Anyi
- In:
International journal of financial engineering
5
(
2018
)
1
,
pp. 1-50
Persistent link: https://www.econbiz.de/10011922944
Saved in:
10
Fractional Black-Scholes equation
Aghili, A.
- In:
International journal of financial engineering
4
(
2017
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10011673108
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