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~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"Finanzmarkt und Portfolio-Management"
~subject:"Theory"
~subject:"Transaktionskosten"
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Search: subject_exact:"Black-Scholes option pricing model"
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Theory
Transaktionskosten
Black-Scholes model
24
Black-Scholes-Modell
24
Theorie
13
Volatility
12
Volatilität
12
Option pricing theory
10
Optionspreistheorie
10
Option trading
6
Optionsgeschäft
6
Stochastic process
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Stochastischer Prozess
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1988-1992
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Aktienoption
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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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CAPM
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Fujita, Takahiko
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Kim, Yong-jin
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Adam, Michael
1
Adjaoute, Kpate
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Bruand, Martin
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Günzel, Achim
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Ishimura, Naoyuki
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Kagenishi, Yoshiteru
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Kunitomo, Naoto
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Maurer, Raimond
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Miura, Ryozo
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Ripper, Klaus
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Rudolf, Markus
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Shinohara, Yoshitane
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Shirakawa, Hiroshi
1
Takahashi, Akihiko
1
Ševčovič, Daniel
1
Žitňanská, Magdaléna
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Asia-Pacific financial markets
Finanzmarkt und Portfolio-Management
Mathematical finance : an international journal of mathematics, statistics and financial theory
34
International journal of theoretical and applied finance
26
Finance and stochastics
20
Applied mathematical finance
19
The journal of futures markets
18
The journal of derivatives : the official publication of the International Association of Financial Engineers
16
Options : classic approaches to pricing and modelling
11
Review of derivatives research
10
The journal of computational finance
10
CoFE discussion papers
8
The review of financial studies
8
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
6
The European journal of finance
6
Advances in futures and options research : a research annual
5
Decisions in economics and finance : DEF ; a journal of applied mathematics
5
Discussion paper / B
5
Journal of economic dynamics & control
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
Advances in quantitative analysis of finance and accounting : a research annual
4
Journal of banking & finance
4
Journal of econometrics
4
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
4
Berichte zur Stochastik und verwandten Gebieten
3
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
Finance research letters
3
Graduate studies in mathematics : GSM
3
International review of economics & finance : IREF
3
International review of financial analysis
3
Journal of financial and quantitative analysis : JFQA
3
Journal of political economy
3
Kredit und Kapital
3
Mathematical control theory and finance
3
Nonlinear models in mathematical finance : new research trends in option pricing
3
Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik
3
Reihe Quantitative Ökonomie : Ökon
3
Review of Pacific Basin financial markets and policies
3
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ECONIS (ZBW)
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1
Analysis of the nonlinear option pricing model under variable transaction costs
Ševčovič, Daniel
;
Žitňanská, Magdaléna
- In:
Asia-Pacific financial markets
23
(
2016
)
2
,
pp. 153-174
Persistent link: https://www.econbiz.de/10011619901
Saved in:
2
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:
3
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
Saved in:
4
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:
5
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:
6
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:
7
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
Saved in:
8
Risk value analysis of covered short call and protective put portfolio strategies
Adam, Michael
;
Maurer, Raimond
- In:
Finanzmarkt und Portfolio-Management
13
(
1999
)
4
,
pp. 431-449
Persistent link: https://www.econbiz.de/10001517964
Saved in:
9
An asymptotic expansion approach to pricing financial contingent claims
Takahashi, Akihiko
- In:
Asia-Pacific financial markets
6
(
1999
)
2
,
pp. 115-151
Persistent link: https://www.econbiz.de/10001449307
Saved in:
10
Evaluation of the Asian option by the dual martingale measure
Shirakawa, Hiroshi
- In:
Asia-Pacific financial markets
6
(
1999
)
2
,
pp. 183-194
Persistent link: https://www.econbiz.de/10001449324
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