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~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"Passauer Diskussionspapiere / Betriebswirtschaftliche Reihe : Diskussionsbeitrag ..."
~subject:"Lévy processes"
~subject:"Stochastic process"
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Search: subject_exact:"Black-Scholes option pricing model"
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Lévy processes
Stochastic process
Black-Scholes model
20
Black-Scholes-Modell
20
Option pricing theory
11
Optionspreistheorie
11
Theorie
10
Theory
10
Volatility
9
Volatilität
9
Stochastischer Prozess
8
Option trading
4
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Barrier options
1
Black-Scholes equation with nonlinear volatility
1
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Forward-backward stochastic differential equations (FBSDEs)
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Kim, Yong-jin
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Wilhelm, Jochen
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Kawanishi, Yasuhiro
1
Klebaner, Fima C.
1
Kunitomo, Naoto
1
Meng, Li
1
Takahashi, Akihiko
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Wang, Mei
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Yamada, Toshihiro
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Asia-Pacific financial markets
Passauer Diskussionspapiere / Betriebswirtschaftliche Reihe : Diskussionsbeitrag ...
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
International journal of financial engineering
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
3
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
3
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
3
The North American journal of economics and finance : a journal of financial economics studies
3
Annals of financial economics
2
Decisions in economics and finance : DEF ; a journal of applied mathematics
2
Discussion paper / B
2
International journal of financial markets and derivatives
2
International review of economics & finance : IREF
2
Journal of financial engineering
2
Journal of risk and financial management : JRFM
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Reihe Quantitative Ökonomie : Ökon
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Risks : open access journal
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The North American journal of economics and finance : a journal of theory and practice
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ECONIS (ZBW)
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1
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:
2
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:
3
Comparison of Black-Scholes formula with fractional Black-Scholes formula in the foreign exchange option market with changing volatility
Meng, Li
;
Wang, Mei
- In:
Asia-Pacific financial markets
17
(
2010
)
2
,
pp. 99-111
Persistent link: https://www.econbiz.de/10009237122
Saved in:
4
Estimation and prediction of a non-constant volatility
Abramov, Vyacheslav M.
;
Klebaner, Fima C.
- In:
Asia-Pacific financial markets
14
(
2007
)
1/2
,
pp. 1-23
Persistent link: https://www.econbiz.de/10003609524
Saved in:
5
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
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6
Option prices with stochastic interest rates : Black/Scholes and Ho/Lee unified
Wilhelm, Jochen
-
2001
-
2. draft
Persistent link: https://www.econbiz.de/10001565740
Saved in:
7
Option prices with stochastic interest rates : Black, Scholes and Ho, Lee unified
Wilhelm, Jochen
-
1999
Persistent link: https://www.econbiz.de/10001407653
Saved in:
8
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
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