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~isPartOf:"International journal of financial engineering"
~isPartOf:"International journal of financial markets and derivatives"
~isPartOf:"International review of economics & finance : IREF"
~subject:"Black-Scholes model"
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Search: subject_exact:"Option pricing theory"
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Black-Scholes model
Option pricing theory
198
Optionspreistheorie
198
Volatility
80
Volatilität
80
Stochastic process
68
Stochastischer Prozess
68
Option trading
61
Optionsgeschäft
61
Derivat
44
Derivative
44
Black-Scholes-Modell
28
Yield curve
17
Zinsstruktur
17
Portfolio selection
16
Portfolio-Management
16
CAPM
15
Hedging
14
Credit risk
13
Experiment
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Kreditrisiko
13
Option pricing
12
Statistical distribution
12
Statistische Verteilung
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option pricing
12
Estimation
11
Interest rate derivative
11
Schätzung
11
Zinsderivat
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Monte Carlo simulation
10
Monte-Carlo-Simulation
10
Index futures
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Index-Futures
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Risikoprämie
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Risk premium
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Swap
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stochastic volatility
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Implied volatility
8
Theorie
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Aghili, A.
1
Burro, Giacomo
1
Chen, Bangren
1
Dash, Mihir
1
Duran, Ahmet
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El-Khatib, Youssef
1
Fadugba, Sunday Emmanuel
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1
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1
Lalit, Prasad Narahar
1
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1
Li, Yu
1
Li, Zhe
1
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1
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1
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1
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1
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Qin, Haoyang
1
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International journal of financial engineering
International journal of financial markets and derivatives
International review of economics & finance : IREF
International journal of theoretical and applied finance
47
Computational economics
30
Applied mathematical finance
26
The journal of computational finance
24
Quantitative finance
21
Journal of mathematical finance
20
Finance and stochastics
19
The journal of futures markets
19
Review of derivatives research
17
Mathematical finance : an international journal of mathematics, statistics and financial theory
14
Journal of banking & finance
13
The North American journal of economics and finance : a journal of financial economics studies
13
Asia-Pacific financial markets
9
Journal of economic dynamics & control
9
Risks : open access journal
9
European journal of operational research : EJOR
8
Review of quantitative finance and accounting
8
The European journal of finance
8
Decisions in economics and finance : DEF ; a journal of applied mathematics
7
Finance research letters
7
Journal of derivatives & hedge funds
7
Journal of risk and financial management : JRFM
7
The journal of derivatives : the official publication of the International Association of Financial Engineers
7
Applied economics
6
Research paper series / Swiss Finance Institute
6
Discussion paper / B
5
International journal of theoretical and applied finance : IJTAF
5
Journal of econometrics
5
Wiley finance series
5
Annals of financial economics
4
Computational Management Science : CMS
4
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
4
Journal of empirical finance
4
Journal of financial economics
4
Journal of risk
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
Mathematics and financial economics
4
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
4
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ECONIS (ZBW)
28
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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
A hybrid stochastic volatility model in a Lévy market
El-Khatib, Youssef
;
Goutte, Stéphane
;
Makumbe, Zororo S.
; …
- In:
International review of economics & finance : IREF
85
(
2023
),
pp. 220-235
Persistent link: https://www.econbiz.de/10014424191
Saved in:
3
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:
4
European option pricing using Gumbel distribution
Purohit, Seema Uday
;
Lalit, Prasad Narahar
- In:
International journal of financial engineering
9
(
2022
)
1
,
pp. 1-11
Persistent link: https://www.econbiz.de/10013188781
Saved in:
5
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:
6
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:
7
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:
8
Binomial tree method for option pricing : discrete Carr and Madan formula approach
Muroi, Yoshifumi
;
Saeki, Ryota
;
Suda, Shintaro
- In:
International journal of financial engineering
8
(
2021
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012662360
Saved in:
9
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:
10
Pricing discrete barrier options under jump-diffusion model with liquidity risk
Li, Zhe
;
Zhang, Wei-guo
;
Liu, Yong-Jun
;
Zhang, Yue
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 347-368
Persistent link: https://www.econbiz.de/10012202898
Saved in:
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