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~isPartOf:"Advances in futures and options research : a research annual"
~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"Review of quantitative finance and accounting"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~language:"eng"
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Search: subject_exact:"Black-Scholes option pricing model"
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Black-Scholes model
62
Black-Scholes-Modell
62
Theorie
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Option pricing theory
25
Optionspreistheorie
25
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Advances in futures and options research : a research annual
Asia-Pacific financial markets
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
31
Finance and stochastics
29
Review of derivatives research
25
Quantitative finance
23
International journal of financial engineering
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Journal of mathematical finance
22
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
11
The European journal of finance
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Decisions in economics and finance : DEF ; a journal of applied mathematics
10
CoFE discussion papers
9
Risks : open access journal
9
The review of financial studies
9
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
8
The journal of risk and insurance : the journal of the American Risk and Insurance Association
8
Journal of derivatives & hedge funds
7
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 / B
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Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
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International journal of financial markets and derivatives
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International review of economics & finance : IREF
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ECONIS (ZBW)
62
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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
Saved in:
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
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:
6
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
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7
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
Saved in:
8
Analysis of the nonlinear option pricing model under variable transaction costs
Ševčovič, Daniel
;
Žitňanská, Magdaléna
- In:
Asia-Pacific financial markets
23
(
2016
)
2
,
pp. 153-174
Persistent link: https://www.econbiz.de/10011619901
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9
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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10
The valuation of compound options : a correction and an extension
Chen, Ren-Raw
;
He, Wei
- In:
The journal of derivatives : the official publication …
22
(
2015
)
4
,
pp. 92-104
Persistent link: https://www.econbiz.de/10011399781
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