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~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"Finance research letters"
~isPartOf:"Journal of mathematical finance"
~subject:"Option trading"
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Search: subject_exact:"Black-Scholes option pricing model"
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Option trading
Black-Scholes model
52
Black-Scholes-Modell
52
Option pricing theory
36
Optionspreistheorie
36
Volatility
20
Volatilität
20
Stochastic process
18
Stochastischer Prozess
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Theorie
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Black-Scholes Model
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Linear Regression Approach
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Braouezec, Yann
1
Cui, Yujie
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Fadugba, Sunday Emmanuel
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Fujita, Takahiko
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Gao, Min
1
Grossinho, Maria do Rosário
1
Gzyl, Henryk
1
Jagannathan, Raj
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Kawanishi, Yasuhiro
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Ko, Bangwon
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Kord, Yaser
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Kraft, Holger
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Lee, Hangsuck
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Lee, Minha
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Lo, Chi-fai
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Milev, M.
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Miura, Ryozo
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Nwozo, Chuma Raphael
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Sakuma, Takayuki
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Shirakawa, Hiroshi
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Tagliani, Aldo
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Wei, Zhenfeng
1
Yu, Baoli
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Zhu, Yonggang
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Asia-Pacific financial markets
Finance research letters
Journal of mathematical finance
International journal of theoretical and applied finance
22
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12
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11
The journal of computational finance
11
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10
International journal of financial engineering
10
Mathematical finance : an international journal of mathematics, statistics and financial theory
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The North American journal of economics and finance : a journal of financial economics studies
9
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Journal of economic dynamics & control
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5
Journal of banking & finance
5
Journal of derivatives & hedge funds
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The journal of futures markets
5
International journal of theoretical and applied finance : IJTAF
4
Journal of risk and financial management : JRFM
4
Annals of finance
3
Decisions in economics and finance : DEF ; a journal of applied mathematics
3
European journal of operational research : EJOR
3
Journal of econometrics
3
Journal of emerging market finance
3
Journal of financial economics
3
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
3
Risks : open access journal
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The European journal of finance
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Working paper series / Centre for Practical Quantitative Finance
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1
The pricing and static hedging of multi-step double barrier options
Lee, Hangsuck
;
Ko, Bangwon
;
Lee, Minha
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014473264
Saved in:
2
The barrier binary options
Gao, Min
;
Wei, Zhenfeng
- In:
Journal of mathematical finance
10
(
2020
)
1
,
pp. 140-156
Persistent link: https://www.econbiz.de/10012545572
Saved in:
3
Equivalent martingale measure in Asian geometric average option pricing
Zhu, Yonggang
- In:
Journal of mathematical finance
4
(
2014
)
4
,
pp. 304-308
Persistent link: https://www.econbiz.de/10011312412
Saved in:
4
A linear regression approach for determining option pricing for currency-rate diffusion model with dependent stochastic volatility, stochastic interest rate, and return processes
Jagannathan, Raj
- In:
Journal of mathematical finance
8
(
2018
)
1
,
pp. 161-177
Persistent link: https://www.econbiz.de/10011846254
Saved in:
5
Application of fast N-body algorithm to option pricing under CGMY model
Sakuma, Takayuki
- In:
Journal of mathematical finance
7
(
2017
)
2
,
pp. 308-318
Persistent link: https://www.econbiz.de/10011673900
Saved in:
6
Discontinuous payoff option pricing by Mellin transform : a probabilistic approach
Gzyl, Henryk
;
Milev, M.
;
Tagliani, Aldo
- In:
Finance research letters
20
(
2017
),
pp. 281-288
Persistent link: https://www.econbiz.de/10011806950
Saved in:
7
How fundamental is the one-period trinomial model to European option pricing bounds : a new methodological approach
Braouezec, Yann
- In:
Finance research letters
21
(
2017
),
pp. 92-99
Persistent link: https://www.econbiz.de/10011807511
Saved in:
8
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
Saved in:
9
On two transform methods for the valuation of contingent claims
Nwozo, Chuma Raphael
;
Fadugba, Sunday Emmanuel
- In:
Journal of mathematical finance
5
(
2015
)
2
,
pp. 88-112
Persistent link: https://www.econbiz.de/10011398726
Saved in:
10
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:
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