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~isPartOf:"Advances in futures and options research : a research annual"
~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Stochastic process"
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Search: subject_exact:"Black-Scholes option pricing model"
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Stochastic process
Black-Scholes model
65
Black-Scholes-Modell
65
Theorie
46
Theory
46
Option pricing theory
24
Optionspreistheorie
24
Volatility
21
Volatilität
21
Option trading
14
Optionsgeschäft
14
Stochastischer Prozess
13
Hedging
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Finanzmathematik
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Kim, Yong-jin
2
Abramov, Vyacheslav M.
1
Alòs, Elisa
1
Chen, Zhanyu
1
Comte, Fabienne
1
El Karoui, Nicole
1
Elliott, Robert J. R.
1
Goodman, Jonathan
1
Hoek, John van der
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Jeanblanc, Monique
1
Kawanishi, Yasuhiro
1
Klebaner, Fima C.
1
Kunitomo, Naoto
1
Lindberg, Carl
1
Meng, Li
1
Mitchell, Daniel
1
Muthuraman, Kumar
1
Renault, Eric
1
Rheinländer, Thorsten
1
Shreve, Steven E.
1
Sircar, Kaushik Ronnie
1
Sturm, Stephan
1
Takahashi, Akihiko
1
Wang, Mei
1
Yamada, Toshihiro
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Advances in futures and options research : a research annual
Asia-Pacific financial markets
Mathematical finance : an international journal of mathematics, statistics and financial theory
International journal of theoretical and applied finance
23
Applied mathematical finance
12
The journal of computational finance
12
Finance and stochastics
10
Computational economics
9
International journal of financial engineering
9
Journal of mathematical finance
9
Quantitative finance
8
Journal of banking & finance
6
European journal of operational research : EJOR
5
Review of derivatives research
5
Applied economics
4
Journal of financial economics
4
Research paper series / Swiss Finance Institute
4
The journal of futures markets
4
CoFE discussion papers
3
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
3
Finance research letters
3
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
3
International journal of theoretical and applied finance : IJTAF
3
Journal of econometrics
3
Journal of economic dynamics & control
3
Mathematics and financial economics
3
Options : classic approaches to pricing and modelling
3
Review of quantitative finance and accounting
3
Risk and decision analysis
3
The North American journal of economics and finance : a journal of financial economics studies
3
Annals of financial economics
2
Decisions in economics and finance : DEF ; a journal of applied mathematics
2
Discussion paper / B
2
International journal of financial markets and derivatives
2
International review of economics & finance : IREF
2
Journal of financial engineering
2
Journal of risk and financial management : JRFM
2
Passauer Diskussionspapiere / Betriebswirtschaftliche Reihe : Diskussionsbeitrag ...
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Reihe Quantitative Ökonomie : Ökon
2
Risks : open access journal
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The North American journal of economics and finance : a journal of theory and practice
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ECONIS (ZBW)
13
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1
An asymptotic expansion for forward-backward SDEs : a malliavin calculus approach
Takahashi, Akihiko
;
Yamada, Toshihiro
- In:
Asia-Pacific financial markets
23
(
2016
)
4
,
pp. 337-373
Persistent link: https://www.econbiz.de/10011619975
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2
Valuation of barrier options via a general self-duality
Alòs, Elisa
;
Chen, Zhanyu
;
Rheinländer, Thorsten
- In:
Mathematical finance : an international journal of …
26
(
2016
)
3
,
pp. 492-515
Persistent link: https://www.econbiz.de/10011583542
Saved in:
3
From smile asymptotics to market risk measures
Sircar, Kaushik Ronnie
;
Sturm, Stephan
- In:
Mathematical finance : an international journal of …
25
(
2015
)
2
,
pp. 400-425
Persistent link: https://www.econbiz.de/10011350605
Saved in:
4
A new type of barrier options : lizard option
Kawanishi, Yasuhiro
- In:
Asia-Pacific financial markets
22
(
2015
)
1
,
pp. 75-86
Persistent link: https://www.econbiz.de/10010511547
Saved in:
5
Boundary evolution equations for American options
Mitchell, Daniel
;
Goodman, Jonathan
;
Muthuraman, Kumar
- In:
Mathematical finance : an international journal of …
24
(
2014
)
3
,
pp. 505-532
Persistent link: https://www.econbiz.de/10010486015
Saved in:
6
Comparison of Black-Scholes formula with fractional Black-Scholes formula in the foreign exchange option market with changing volatility
Meng, Li
;
Wang, Mei
- In:
Asia-Pacific financial markets
17
(
2010
)
2
,
pp. 99-111
Persistent link: https://www.econbiz.de/10009237122
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7
Estimation and prediction of a non-constant volatility
Abramov, Vyacheslav M.
;
Klebaner, Fima C.
- In:
Asia-Pacific financial markets
14
(
2007
)
1/2
,
pp. 1-23
Persistent link: https://www.econbiz.de/10003609524
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8
New-generated dependence and optimal portfolios for n stocks in a market of Barndorff-Nielsen and shephard type
Lindberg, Carl
- In:
Mathematical finance : an international journal of …
16
(
2006
)
3
,
pp. 549-568
Persistent link: https://www.econbiz.de/10003338695
Saved in:
9
A general fractional white noise theory and applications to finance
Elliott, Robert J. R.
;
Hoek, John van der
- In:
Mathematical finance : an international journal of …
13
(
2003
)
2
,
pp. 301-330
Persistent link: https://www.econbiz.de/10001765692
Saved in:
10
Option pricing under stochastic interest rates : an empirical investigation
Kim, Yong-jin
- In:
Asia-Pacific financial markets
9
(
2002
)
1
,
pp. 23-44
Persistent link: https://www.econbiz.de/10001722346
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