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~isPartOf:"Annals of finance"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~subject:"Statistische Verteilung"
~subject:"USA"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Black-Scholes-Modell"
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Statistische Verteilung
USA
Black-Scholes model
32
Black-Scholes-Modell
32
Theorie
18
Theory
18
Option trading
13
Optionsgeschäft
13
Option pricing theory
10
Optionspreistheorie
10
Volatility
7
Volatilität
7
United States
5
Aktienoption
4
Hedging
4
Stock option
4
Yield curve
3
Zinsstruktur
3
Dividend
2
Dividende
2
Estimation
2
Markov chain
2
Markov-Kette
2
Risiko
2
Risk
2
Schätzung
2
Statistical distribution
2
Statistical error
2
Statistischer Fehler
2
Stochastic process
2
Stochastischer Prozess
2
Swap
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1985-2000
1
1993-1994
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2003-2004
1
Accounting valuation
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Aktienindex
1
Bias
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Bilanzielle Bewertung
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Aufsatz in Zeitschrift
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English
7
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Chan, Leunglung
1
Chuang, Chienmin
1
D'Addona, Stefano
1
Elliott, Robert J.
1
Figlewski, Stephen
1
Hodges, Stewart D.
1
Lin, Shu-hui
1
Marinelli, Carlo
1
Moraleda Novo, Juan Manuel
1
Pan, Ging-ginq
1
Pelsser, Antoon André Jean
1
Shiu, Yung-ming
1
Siu, Tak Kuen
1
Tompkins, Robert G.
1
Wu, Tu-cheng
1
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Annals of finance
The journal of derivatives : the official publication of the International Association of Financial Engineers
The journal of futures markets
8
Advances in futures and options research : a research annual
4
International journal of theoretical and applied finance
4
Applied financial economics
3
International journal of financial engineering
3
Review of derivatives research
3
The North American journal of economics and finance : a journal of financial economics studies
3
The journal of finance : the journal of the American Finance Association
3
The review of financial studies
3
Finance and stochastics
2
International review of economics & finance : IREF
2
Journal of derivatives & hedge funds
2
Journal of econometrics
2
Journal of financial and quantitative analysis : JFQA
2
Journal of financial economics
2
The Scandinavian journal of economics
2
Applied mathematical finance
1
Asian journal of management cases
1
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
1
Computational economics
1
Contemporary accounting research : a journal of the Canadian Academic Accounting Association
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
European financial management : the journal of the European Financial Management Association
1
Finance research letters
1
International journal of economics and finance
1
International journal of financial markets and derivatives
1
International review of financial analysis
1
Journal of banking & finance
1
Journal of empirical finance
1
Journal of financial management and analysis : international review of finance
1
Journal of post-Keynesian economics : JPKE
1
Journal of the Operational Research Society
1
Journal of the history of economic thought
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Mathematics and financial economics
1
Quarterly journal of business and economics : QJBE
1
Research in banking and finance
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The IUP journal of applied finance : IJAF
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ECONIS (ZBW)
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1
Nonparametric estimates of option prices via Hermite basis functions
Marinelli, Carlo
;
D'Addona, Stefano
- In:
Annals of finance
19
(
2023
)
4
,
pp. 477-522
Persistent link: https://www.econbiz.de/10014448291
Saved in:
2
Valuation of perpetual strangles : a quasi-analytical approach
Chuang, Chienmin
- In:
The journal of derivatives : the official publication …
21
(
2013
)
1
,
pp. 64-72
Persistent link: https://www.econbiz.de/10010191934
Saved in:
3
Impact of net buying pressure on changes in implied volatility : before and after the onset of the subprime crisis
Shiu, Yung-ming
;
Pan, Ging-ginq
;
Lin, Shu-hui
;
Wu, Tu-cheng
- In:
The journal of derivatives : the official publication …
17
(
2009/10
)
4
,
pp. 54-66
Persistent link: https://www.econbiz.de/10003985513
Saved in:
4
A PDE approach for risk measures for derivatives with regime switching
Elliott, Robert J.
;
Siu, Tak Kuen
;
Chan, Leunglung
- In:
Annals of finance
4
(
2008
)
1
,
pp. 55-74
Persistent link: https://www.econbiz.de/10003589415
Saved in:
5
Volatility cones and their sampling properties
Hodges, Stewart D.
;
Tompkins, Robert G.
- In:
The journal of derivatives : the official publication …
10
(
2002
)
1
,
pp. 27-42
Persistent link: https://www.econbiz.de/10001718685
Saved in:
6
Assessing the incremental value of option pricing theory relative to an informationally passive benchmark
Figlewski, Stephen
- In:
The journal of derivatives : the official publication …
10
(
2002
)
1
,
pp. 80-96
Persistent link: https://www.econbiz.de/10001718716
Saved in:
7
Forward versus spot interest rate models of the term structure
Moraleda Novo, Juan Manuel
;
Pelsser, Antoon André Jean
- In:
The journal of derivatives : the official publication …
7
(
2000
)
3
,
pp. 9-21
Persistent link: https://www.econbiz.de/10001497753
Saved in:
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