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~isPartOf:"International journal of financial markets and derivatives"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference"
~subject:"Black-Scholes model"
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Search: subject_exact:"Option pricing theory"
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Black-Scholes model
Option pricing theory
95
Optionspreistheorie
95
Volatility
45
Volatilität
45
Option trading
34
Optionsgeschäft
34
Derivat
21
Derivative
21
Stochastic process
17
Stochastischer Prozess
17
Black-Scholes-Modell
12
Hedging
8
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Prognoseverfahren
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Risiko
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Risikoprämie
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Risk premium
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Statistical distribution
5
Statistische Verteilung
5
option pricing
5
Arbitrage
4
Börsenkurs
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12
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Brigo, Damiano
1
El-Khatib, Youssef
1
Fadugba, Sunday Emmanuel
1
García-Rubio, Raquel
1
Geršôn, Dāwid
1
Goutte, Stéphane
1
Guo, Weiyu
1
Leccadito, Arturo
1
Lee, Roger
1
Li, Zhe
1
Liu, Yong-Jun
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Makumbe, Zororo S.
1
Nwozo, Chuma Raphael
1
Pajor, Anna
1
Russo, Emilio
1
Tankov, Peter
1
Vives, Josep
1
Yang, Cassidy
1
Yang, Zhongjin
1
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1
Zhang, Yue
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International journal of financial markets and derivatives
International review of economics & finance : IREF
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
International journal of theoretical and applied finance
47
Computational economics
30
Applied mathematical finance
26
The journal of computational finance
24
Quantitative finance
21
International journal of financial engineering
20
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
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Management science : journal of the Institute for Operations Research and the Management Sciences
4
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ECONIS (ZBW)
12
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1
Probability-free models in option pricing : statistically indistinguishable dynamics and historical vs implied volatility
Brigo, Damiano
- In:
Options - 45 years since the publication of the …
,
(pp. 47-61)
.
2023
Persistent link: https://www.econbiz.de/10014366586
Saved in:
2
Cumulant formulas for implied volatility
Lee, Roger
- In:
Options - 45 years since the publication of the …
,
(pp. 185-193)
.
2023
Persistent link: https://www.econbiz.de/10014366604
Saved in:
3
Implied volatility asymptotics : Black-Scholes and beyond
Tankov, Peter
- In:
Options - 45 years since the publication of the …
,
(pp. 195-212)
.
2023
Persistent link: https://www.econbiz.de/10014366651
Saved in:
4
A general theory of option pricing
Geršôn, Dāwid
- In:
Options - 45 years since the publication of the …
,
(pp. 293-330)
.
2023
Persistent link: https://www.econbiz.de/10014366656
Saved in:
5
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:
6
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:
7
Closed-form solution for the critical stock price and the price of perpetual American call options via the improved Mellin transforms
Fadugba, Sunday Emmanuel
;
Nwozo, Chuma Raphael
- In:
International journal of financial markets and derivatives
6
(
2018
)
4
,
pp. 269-286
Persistent link: https://www.econbiz.de/10011996903
Saved in:
8
Compound option pricing under stochastic volatility
Leccadito, Arturo
;
Russo, Emilio
- In:
International journal of financial markets and derivatives
5
(
2016
)
2/4
,
pp. 97-110
Persistent link: https://www.econbiz.de/10011742310
Saved in:
9
Discrete-time stochastic volatility process in option pricing : a generalisation of the Amin-Ng and the Black-Scholes models
Pajor, Anna
- In:
International journal of financial markets and derivatives
5
(
2016
)
2/4
,
pp. 189-211
Persistent link: https://www.econbiz.de/10011742315
Saved in:
10
A model of stock option prices
Yang, Zhongjin
;
Yang, Cassidy
- In:
International journal of financial markets and derivatives
2
(
2011
)
4
,
pp. 288-297
Persistent link: https://www.econbiz.de/10009528840
Saved in:
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