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~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"International journal of financial engineering"
~isPartOf:"Journal of derivatives & hedge funds"
~subject:"Stochastischer Prozess"
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Search: subject_exact:"Black-Scholes option pricing model"
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Stochastischer Prozess
Black-Scholes model
47
Black-Scholes-Modell
47
Option pricing theory
36
Optionspreistheorie
36
Volatility
26
Volatilität
26
Option trading
19
Optionsgeschäft
19
Stochastic process
16
Derivat
11
Derivative
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option pricing
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American options
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Black-Scholes
2
Black-Scholes formula
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Estimation
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Finanzmathematik
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Kim, Yong-jin
2
Abramov, Vyacheslav M.
1
Aghili, A.
1
Deng, Geng
1
Dulaney, Tim
1
Fan, Yulian
1
Feng, Yuqiang
1
Kawanishi, Yasuhiro
1
Klebaner, Fima C.
1
Kunitomo, Naoto
1
Kılıçman, Adem
1
Li, Yu
1
Magdziarz, Marcin
1
McCann, Craig
1
Meng, Li
1
Ngoc Quynh Anh Nguyen
1
Pan, Gaoyongqi
1
Radoičić, Radoš
1
Shokrollahi, Foad
1
Stefanica, Dan
1
Stilger, Przemyslaw S.
1
Takahashi, Akihiko
1
Tri Minh Nguyen
1
Wang, Mei
1
Wang, Xianjia
1
Yamada, Toshihiro
1
Yang, Ying
1
Yu, Jicheng
1
Zhang, Huadong
1
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Asia-Pacific financial markets
International journal of financial engineering
Journal of derivatives & hedge funds
International journal of theoretical and applied finance
23
Applied mathematical finance
12
The journal of computational finance
12
Finance and stochastics
10
Computational economics
9
Journal of mathematical finance
9
Quantitative finance
8
Mathematical finance : an international journal of mathematics, statistics and financial theory
7
Journal of banking & finance
6
European journal of operational research : EJOR
5
Review of derivatives research
5
Applied economics
4
Journal of financial economics
4
Research paper series / Swiss Finance Institute
4
The journal of futures markets
4
CoFE discussion papers
3
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
3
Finance research letters
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Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
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International journal of theoretical and applied finance : IJTAF
3
Journal of econometrics
3
Journal of economic dynamics & control
3
Mathematics and financial economics
3
Options : classic approaches to pricing and modelling
3
Review of quantitative finance and accounting
3
Risk and decision analysis
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The North American journal of economics and finance : a journal of financial economics studies
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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International journal of financial markets and derivatives
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Reihe Quantitative Ökonomie : Ökon
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The North American journal of economics and finance : a journal of theory and practice
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ECONIS (ZBW)
16
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1
Lie symmetry analysis and exact solutions of time fractional Black-Scholes equation
Yu, Jicheng
;
Feng, Yuqiang
;
Wang, Xianjia
- In:
International journal of financial engineering
9
(
2022
)
4
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014234394
Saved in:
2
A meshless multiquadric quasi-interpolation method for time fractional Black-Scholes model
Pan, Gaoyongqi
;
Zhang, Shengliang
- In:
International journal of financial engineering
10
(
2023
)
2
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014304284
Saved in:
3
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:
4
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
Saved in:
5
A mean bound financial model and options pricing
Li, Yu
- In:
International journal of financial engineering
4
(
2017
)
4
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011807105
Saved in:
6
Fractional Black-Scholes equation
Aghili, A.
- In:
International journal of financial engineering
4
(
2017
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10011673108
Saved in:
7
The pricing of average options with jump diffusion processes in the uncertain volatility model
Fan, Yulian
;
Zhang, Huadong
- In:
International journal of financial engineering
4
(
2017
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011673109
Saved in:
8
An asymptotic expansion for forward-backward SDEs : a malliavin calculus approach
Takahashi, Akihiko
;
Yamada, Toshihiro
- In:
Asia-Pacific financial markets
23
(
2016
)
4
,
pp. 337-373
Persistent link: https://www.econbiz.de/10011619975
Saved in:
9
A sharp approximation for ATM-forward option prices and implied volatilites
Stefanica, Dan
;
Radoičić, Radoš
- In:
International journal of financial engineering
3
(
2016
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10011532749
Saved in:
10
Pricing European options and currency options by time changed mixed fractional Brownian motion with transaction costs
Shokrollahi, Foad
;
Kılıçman, Adem
;
Magdziarz, Marcin
- In:
International journal of financial engineering
3
(
2016
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011532750
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