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~isPartOf:"Annals of financial economics"
~isPartOf:"International journal of financial engineering"
~isPartOf:"Review of quantitative finance and accounting"
~source:"econis"
~subject:"Volatility"
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Search: subject_exact:"Black-Scholes-Modell"
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Volatility
Black-Scholes model
37
Black-Scholes-Modell
37
Option pricing theory
32
Optionspreistheorie
32
Volatilität
20
Stochastic process
14
Stochastischer Prozess
14
Option trading
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Optionsgeschäft
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Derivat
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Derivative
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Option pricing
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Estimation
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Schätzung
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Estimation theory
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Hedging
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Schätztheorie
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Statistical distribution
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Theory
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option pricing
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ARCH model
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Black-Scholes formula
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EU countries
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EU-Staaten
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Experiment
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Implied volatility
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Implied volatility surface
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Index futures
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Index-Futures
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Interest rate
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Local volatility
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Mathematical analysis
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Nichtparametrisches Verfahren
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Aghili, A.
1
Andreou, Panayiotis C.
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Chang, Chuang-chang
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Charalambous, Chris
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Chen, Bangren
1
Dash, Mihir
1
Fan, Yulian
1
Gardi, Bayar
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Kanwal, Samra
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Kılıçman, Adem
1
Li, Yu
1
Lin, Jun-biao
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Lo, Chia Chun
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Lu, Peili
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Madan, Dilip B.
1
Magdziarz, Marcin
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Martzoukos, Spiros A.
1
Muhammad, Atif Sattar
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Ngoc Quynh Anh Nguyen
1
Orosi, Greg
1
Qin, Haoyang
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Radoičić, Radoš
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Sahar, Saoud
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Shen, Jiaqi
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Shokrollahi, Foad
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Sokolinskiy, Oleg
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Stilger, Przemyslaw S.
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Tri Minh Nguyen
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Tsai, Wei-che
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Wirjanto, Tony S.
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Yang, Ying
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Annals of financial economics
International journal of financial engineering
Review of quantitative finance and accounting
International journal of theoretical and applied finance
38
Applied mathematical finance
16
The journal of computational finance
15
Quantitative finance
12
Mathematical finance : an international journal of mathematics, statistics and financial theory
11
Review of derivatives research
11
Journal of banking & finance
10
The journal of futures markets
10
Asia-Pacific financial markets
9
Computational economics
7
Finance and stochastics
6
Journal of mathematical finance
6
The journal of derivatives : the official publication of the International Association of Financial Engineers
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Discussion paper / B
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European journal of operational research : EJOR
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Finance research letters
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Journal of econometrics
5
The European journal of finance
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Applied economics
4
Applied financial economics
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Decisions in economics and finance : DEF ; a journal of applied mathematics
4
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
4
Research paper series / Swiss Finance Institute
4
The North American journal of economics and finance : a journal of financial economics studies
4
Finanzmarkt und Portfolio-Management
3
International journal of theoretical and applied finance : IJTAF
3
International review of financial analysis
3
Journal of derivatives & hedge funds
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Journal of economic dynamics & control
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Journal of emerging market finance
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Journal of empirical finance
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Journal of financial economics
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Journal of risk and financial management : JRFM
3
Mathematics and financial economics
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Risk and decision analysis
3
Risks : open access journal
3
The review of financial studies
3
Working paper / National Bureau of Economic Research, Inc.
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1
Improvized implied volatility function and nonparametric approach to unbiased estimation
Muhammad, Atif Sattar
;
Zhang, Hailiang
;
Kanwal, Samra
; …
- In:
International journal of financial engineering
10
(
2023
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014251229
Saved in:
2
Fast generation of implied volatility surface : optimize the traditional numerical analysis and machine learning
Yen, Jerome
;
Chen, Bangren
;
Wu, KangZahng
;
Yen, Joseph
- In:
International journal of financial engineering
8
(
2021
)
2
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012662246
Saved in:
3
Double barrier American put option pricing under uncertain volatility model
Zaineb, El Kharrazi
;
Sahar, Saoud
;
Zouhir, Mahani
- In:
International journal of financial engineering
8
(
2021
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012662317
Saved in:
4
Empirical performance of stochastic volatility option pricing models
Stilger, Przemyslaw S.
;
Ngoc Quynh Anh Nguyen
;
Tri Minh …
- In:
International journal of financial engineering
8
(
2021
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012654781
Saved in:
5
Price risk management by using dynamic hedging based on advanced Black-Scholes model
Lu, Peili
;
Shen, Jiaqi
;
Zhao, Liheng
;
Qin, Haoyang
; …
- In:
International journal of financial engineering
7
(
2020
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10012602709
Saved in:
6
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:
7
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
Saved in:
8
Modeling of implied volatility surfaces of nifty index options
Dash, Mihir
- In:
International journal of financial engineering
6
(
2019
)
3
,
pp. 1-11
Persistent link: https://www.econbiz.de/10012314517
Saved in:
9
Implied volatility surfaces during the period of global financial crisis
Wirjanto, Tony S.
;
Zhu, Anyi
- In:
International journal of financial engineering
5
(
2018
)
1
,
pp. 1-50
Persistent link: https://www.econbiz.de/10011922944
Saved in:
10
Analytical approximation for spread option pricing in local volatility model
Yang, Ying
- In:
International journal of financial engineering
4
(
2017
)
4
,
pp. 1-17
Persistent link: https://www.econbiz.de/10011807086
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