//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Annals of financial economics"
~isPartOf:"Finance and stochastics"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~subject:"CAPM"
~subject:"Volatility"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Black-Scholes-Modell"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
CAPM
Volatility
Black-Scholes model
40
Black-Scholes-Modell
40
Option pricing theory
25
Optionspreistheorie
25
Theorie
23
Theory
23
Stochastic process
13
Stochastischer Prozess
13
Volatilität
11
Option trading
9
Optionsgeschäft
9
Derivat
5
Derivative
5
Hedging
4
Martingal
4
Martingale
4
Portfolio selection
4
Portfolio-Management
4
Transaction costs
4
Transaktionskosten
4
USA
4
United States
4
Arbitrage Pricing
3
Arbitrage pricing
3
Estimation theory
3
Schätztheorie
3
Bubbles
2
Börsenkurs
2
Capital income
2
Estimation
2
Finanzmathematik
2
Implied volatility
2
Index futures
2
Index-Futures
2
Kapitaleinkommen
2
Mathematical finance
2
Model-independent pricing
2
Option pricing
2
more ...
less ...
Online availability
All
Undetermined
4
Free
2
Type of publication
All
Article
10
Book / Working Paper
4
Type of publication (narrower categories)
All
Article in journal
10
Aufsatz in Zeitschrift
10
Arbeitspapier
4
Graue Literatur
4
Non-commercial literature
4
Working Paper
4
Language
All
English
14
Author
All
Andersen, Torben
2
Bellamy, N.
1
Bentata, Amel
1
Benzoni, Luca
1
Bondarenko, Oleg
1
Cont, Rama
1
Das, Sanjiv R.
1
Engle, Robert F.
1
Frey, RĂĽdiger
1
Gao, Kun
1
Hobson, David G.
1
Jeanblanc, Monique
1
Lee, Roger
1
Lund, Jesper
1
Muhle-Karbe, Johannes
1
Nutz, Marcel
1
Orosi, Greg
1
Pigato, Paolo
1
Reisman, Haim
1
Rosenberg, Joshua V.
1
So, Leh-Chyan
1
Sundaram, Rangarajan K.
1
more ...
less ...
Published in...
All
Annals of financial economics
Finance and stochastics
Working paper / National Bureau of Economic Research, Inc.
International journal of theoretical and applied finance
38
Applied mathematical finance
16
The journal of computational finance
15
International journal of financial engineering
14
Quantitative finance
12
Review of derivatives research
12
Journal of banking & finance
11
Mathematical finance : an international journal of mathematics, statistics and financial theory
11
Asia-Pacific financial markets
10
The journal of futures markets
10
Computational economics
9
Journal of mathematical finance
9
Research paper series / Swiss Finance Institute
7
The journal of derivatives : the official publication of the International Association of Financial Engineers
7
Finance research letters
6
The European journal of finance
6
Decisions in economics and finance : DEF ; a journal of applied mathematics
5
Discussion paper / B
5
European journal of operational research : EJOR
5
International review of financial analysis
5
Journal of econometrics
5
Review of quantitative finance and accounting
5
Applied economics
4
Applied financial economics
4
International journal of theoretical and applied finance : IJTAF
4
Journal of economic dynamics & control
4
Journal of financial and quantitative analysis : JFQA
4
Journal of financial economics
4
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
4
Risk and decision analysis
4
The North American journal of economics and finance : a journal of financial economics studies
4
The review of financial studies
4
Finance and economics discussion series
3
Finanzmarkt und Portfolio-Management
3
Journal of derivatives & hedge funds
3
Journal of emerging market finance
3
Journal of empirical finance
3
Journal of risk and financial management : JRFM
3
more ...
less ...
Source
All
ECONIS (ZBW)
14
Showing
1
-
10
of
14
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A novel method for arbitrage-free option surface construction
Orosi, Greg
- In:
Annals of financial economics
14
(
2019
)
4
,
pp. 1-14
Persistent link: https://www.econbiz.de/10012226655
Saved in:
2
Extreme at-the-money skew in a local volatility model
Pigato, Paolo
- In:
Finance and stochastics
23
(
2019
)
4
,
pp. 827-859
Persistent link: https://www.econbiz.de/10012114660
Saved in:
3
A risk-neutral equilibrium leading to uncertain volatility pricing
Muhle-Karbe, Johannes
;
Nutz, Marcel
- In:
Finance and stochastics
22
(
2018
)
2
,
pp. 281-295
Persistent link: https://www.econbiz.de/10011945712
Saved in:
4
Forward equations for option prices in semimartingale models
Bentata, Amel
;
Cont, Rama
- In:
Finance and stochastics
19
(
2015
)
3
,
pp. 617-651
Persistent link: https://www.econbiz.de/10011418317
Saved in:
5
Asymptotics of implied volatility to arbitrary order
Gao, Kun
;
Lee, Roger
- In:
Finance and stochastics
18
(
2014
)
2
,
pp. 349-392
Persistent link: https://www.econbiz.de/10010340727
Saved in:
6
Are real options "real"? : isolating uncertainty from risk in real options analysis
So, Leh-Chyan
- In:
Annals of financial economics
9
(
2014
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10010489151
Saved in:
7
Construction and interpretation of model-free implied volatility
Andersen, Torben
;
Bondarenko, Oleg
-
2007
Persistent link: https://www.econbiz.de/10003556632
Saved in:
8
An empirical investigation of continuous-time equity return models
Andersen, Torben
;
Benzoni, Luca
;
Lund, Jesper
-
2001
Persistent link: https://www.econbiz.de/10001615265
Saved in:
9
Comparison results for stochastic volatility models via coupling
Hobson, David G.
- In:
Finance and stochastics
14
(
2010
)
1
,
pp. 129-152
Persistent link: https://www.econbiz.de/10003924831
Saved in:
10
Black and scholes pricing and markets with transaction costs : an example
Reisman, Haim
- In:
Finance and stochastics
5
(
2001
)
4
,
pp. 549-555
Persistent link: https://www.econbiz.de/10001614617
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->