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~isPartOf:"Advances in futures and options research : a research annual"
~isPartOf:"Asia-Pacific financial markets"
~subject:"Stochastic process"
~subject:"Theorie"
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Search: subject_exact:"Black-Scholes option pricing model"
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Stochastic process
Theorie
Black-Scholes model
25
Black-Scholes-Modell
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Theory
13
Option pricing theory
10
Optionspreistheorie
10
Volatility
10
Volatilität
10
Stochastischer Prozess
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Option trading
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1977
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1983-1993
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1989-1991
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Aktienindex
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Analysis
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Asymptotic expansion
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Barrier options
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Black-Scholes equation with nonlinear volatility
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Fujita, Takahiko
2
Kim, Yong-jin
2
Takahashi, Akihiko
2
Abramov, Vyacheslav M.
1
Bates, David S.
1
Brooks, Robert
1
Clark, John M.
1
Hoek, John van der
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Ishimura, Naoyuki
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Kagenishi, Yoshiteru
1
Kawanishi, Yasuhiro
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Klebaner, Fima C.
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Kocić, Aleksandar
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Kunitomo, Naoto
1
Li, Anlong
1
Meng, Li
1
Meyer, Gunter H.
1
Miura, Ryozo
1
Shinohara, Yoshitane
1
Shirakawa, Hiroshi
1
Wang, Mei
1
Yamada, Toshihiro
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Advances in futures and options research : a research annual
Asia-Pacific financial markets
International journal of theoretical and applied finance
42
Mathematical finance : an international journal of mathematics, statistics and financial theory
36
Applied mathematical finance
26
Finance and stochastics
24
The journal of computational finance
21
The journal of futures markets
19
The journal of derivatives : the official publication of the International Association of Financial Engineers
16
Review of derivatives research
15
Options : classic approaches to pricing and modelling
11
Computational economics
10
International journal of financial engineering
10
Journal of banking & finance
10
Journal of mathematical finance
10
Quantitative finance
9
Journal of economic dynamics & control
8
CoFE discussion papers
7
Decisions in economics and finance : DEF ; a journal of applied mathematics
7
The review of financial studies
7
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
6
Journal of econometrics
6
The European journal of finance
6
Discussion paper / B
5
European journal of operational research : EJOR
5
Finance research letters
5
Finanzmarkt und Portfolio-Management
5
International review of economics & finance : IREF
5
Journal of financial economics
5
Mathematical methods of operations research
5
Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
5
Working paper series / Centre for Practical Quantitative Finance
5
Applied economics
4
Research paper series / Swiss Finance Institute
4
The journal of risk and insurance : the journal of the American Risk and Insurance Association
4
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
4
Advances in quantitative analysis of finance and accounting : a research annual
3
Annals of financial economics
3
Applied financial economics
3
Berichte zur Stochastik und verwandten Gebieten
3
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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
Saved in:
2
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:
3
Remarks on the nonlinear Black-Scholes equations with the effect of transaction costs
Ishimura, Naoyuki
- In:
Asia-Pacific financial markets
17
(
2010
)
3
,
pp. 241-259
Persistent link: https://www.econbiz.de/10009237116
Saved in:
4
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
Saved in:
5
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
Saved in:
6
Edokko options : a new framework of barrier options
Fujita, Takahiko
;
Miura, Ryozo
- In:
Asia-Pacific financial markets
9
(
2002
)
2
,
pp. 141-151
Persistent link: https://www.econbiz.de/10001758329
Saved in:
7
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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8
A note on computation of implied volatility
Kagenishi, Yoshiteru
;
Shinohara, Yoshitane
- In:
Asia-Pacific financial markets
8
(
2001
)
4
,
pp. 361-368
Persistent link: https://www.econbiz.de/10001712367
Saved in:
9
A note on the joint distribution of a, ß-percentiles and its application to the option pricing
Fujita, Takahiko
- In:
Asia-Pacific financial markets
7
(
2000
)
4
,
pp. 339-344
Persistent link: https://www.econbiz.de/10001557975
Saved in:
10
Pricing options under stochastic interest rates : a new approach
Kim, Yong-jin
;
Kunitomo, Naoto
- In:
Asia-Pacific financial markets
6
(
1999
)
1
,
pp. 49-70
Persistent link: https://www.econbiz.de/10001506396
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