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~isPartOf:"Advances in futures and options research : a research annual"
~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"International journal of financial markets and derivatives"
~isPartOf:"Review of quantitative finance and accounting"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
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Search: subject_exact:"Black-Scholes option pricing model"
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Black-Scholes model
68
Black-Scholes-Modell
68
Option pricing theory
30
Optionspreistheorie
30
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22
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Advances in futures and options research : a research annual
Asia-Pacific financial markets
International journal of financial markets and derivatives
Review of quantitative finance and accounting
The journal of derivatives : the official publication of the International Association of Financial Engineers
International journal of theoretical and applied finance
76
Mathematical finance : an international journal of mathematics, statistics and financial theory
40
Applied mathematical finance
39
The journal of futures markets
33
The journal of computational finance
32
Computational economics
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Finance and stochastics
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Review of derivatives research
25
Quantitative finance
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International journal of financial engineering
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Journal of mathematical finance
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Journal of banking & finance
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The North American journal of economics and finance : a journal of financial economics studies
14
Journal of economic dynamics & control
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Finance research letters
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Journal of econometrics
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Options : classic approaches to pricing and modelling
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The European journal of finance
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Decisions in economics and finance : DEF ; a journal of applied mathematics
10
CoFE discussion papers
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Risks : open access journal
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The review of financial studies
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European journal of operational research : EJOR
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International review of financial analysis
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Research paper series / Swiss Finance Institute
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The journal of risk and insurance : the journal of the American Risk and Insurance Association
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Journal of derivatives & hedge funds
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Journal of risk and financial management : JRFM
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The journal of finance : the journal of the American Finance Association
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Annals of financial economics
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Applied economics
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Applied financial economics
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Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
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Finanzmarkt und Portfolio-Management
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ECONIS (ZBW)
68
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An improved of Hull-White model for valuing Employee stock options (ESOs)
Chendra, Erwinna
;
Sidarto, Kuntjoro Adji
- In:
Review of quantitative finance and accounting
54
(
2020
)
2
,
pp. 651-669
Persistent link: https://www.econbiz.de/10012232883
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2
Volatility surface calibration to illiquid options
Nagy, László
;
Ormos, Mihály
- In:
The journal of derivatives : the official publication …
26
(
2019
)
3
,
pp. 87-96
Persistent link: https://www.econbiz.de/10012306175
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3
Debt rollover-induced local volatility model
Sokolinskiy, Oleg
- In:
Review of quantitative finance and accounting
52
(
2019
)
4
,
pp. 1065-1084
Persistent link: https://www.econbiz.de/10012172912
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4
Curve-fitting method for implied volatility
Wu, Desheng Dash
;
Liu, Tianxiang
- In:
The journal of derivatives : the official publication …
26
(
2018
)
2
,
pp. 19-37
Persistent link: https://www.econbiz.de/10011968684
Saved in:
5
Closed-form solution for the critical stock price and the price of perpetual American call options via the improved Mellin transforms
Fadugba, Sunday Emmanuel
;
Nwozo, Chuma Raphael
- In:
International journal of financial markets and derivatives
6
(
2018
)
4
,
pp. 269-286
Persistent link: https://www.econbiz.de/10011996903
Saved in:
6
Conic option pricing
Madan, Dilip B.
;
Schoutens, Wim
- In:
The journal of derivatives : the official publication …
25
(
2017
)
1
,
pp. 10-36
Persistent link: https://www.econbiz.de/10011931506
Saved in:
7
Pricing perpetual put options by the Black-Scholes equation with a nonlinear volatility function
Grossinho, Maria do Rosário
;
Kord, Yaser
;
Ševčovič, …
- In:
Asia-Pacific financial markets
24
(
2017
)
4
,
pp. 291-308
Persistent link: https://www.econbiz.de/10011797690
Saved in:
8
Alternative methods to derive option pricing models : review and comparison
Lee, Cheng F.
;
Chen, Yibing
;
Lee, John
- In:
Review of quantitative finance and accounting
47
(
2016
)
2
,
pp. 417-451
Persistent link: https://www.econbiz.de/10011595634
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9
Compound option pricing under stochastic volatility
Leccadito, Arturo
;
Russo, Emilio
- In:
International journal of financial markets and derivatives
5
(
2016
)
2/4
,
pp. 97-110
Persistent link: https://www.econbiz.de/10011742310
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10
Discrete-time stochastic volatility process in option pricing : a generalisation of the Amin-Ng and the Black-Scholes models
Pajor, Anna
- In:
International journal of financial markets and derivatives
5
(
2016
)
2/4
,
pp. 189-211
Persistent link: https://www.econbiz.de/10011742315
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