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~isPartOf:"International review of financial analysis"
~isPartOf:"Review of derivatives research"
~subject:"Black-Scholes-Modell"
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Black-Scholes-Modell
Option trading
101
Optionsgeschäft
101
Option pricing theory
70
Optionspreistheorie
70
Volatility
39
Volatilität
39
Derivat
25
Derivative
25
Theorie
18
Theory
18
Black-Scholes model
13
Hedging
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Stochastic process
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Stochastischer Prozess
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Implied volatility
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American options
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Andersen, Leif B. G.
1
Andreasen, Jesper Fredborg
1
Bougias, Alexandros
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Chance, Don M.
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Drimus, Gabriel
1
Episcopos, Athanasios
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Muthuswamy, Jayaram
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Nandi, Saikat
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Rathgeber, A. W.
1
Romo, Jacinto Marabel
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Stöckl, S.
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International review of financial analysis
Review of derivatives research
International journal of theoretical and applied finance
22
Applied mathematical finance
11
The journal of computational finance
11
Computational economics
10
International journal of financial engineering
10
Mathematical finance : an international journal of mathematics, statistics and financial theory
10
The journal of derivatives : the official publication of the International Association of Financial Engineers
10
The North American journal of economics and finance : a journal of financial economics studies
9
Journal of mathematical finance
8
Quantitative finance
8
Finance and stochastics
6
Journal of economic dynamics & control
6
Applied economics
5
Journal of banking & finance
5
Journal of derivatives & hedge funds
5
The journal of futures markets
5
Asia-Pacific financial markets
4
Finance research letters
4
International journal of theoretical and applied finance : IJTAF
4
Journal of risk and financial management : JRFM
4
Annals of finance
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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European journal of operational research : EJOR
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Journal of econometrics
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Journal of emerging market finance
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Journal of financial economics
3
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
3
Risks : open access journal
3
The European journal of finance
3
Working paper series / Centre for Practical Quantitative Finance
3
Applied financial economics
2
Cogent economics & finance
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Discussion paper / B
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Economic modelling
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Finanzmarkt und Portfolio-Management
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International review of economics & finance : IREF
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Investment management and financial innovations
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ECONIS (ZBW)
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11
Valuation of American partial barrier options
Jun, Doobae
;
Ku, Hyejin
- In:
Review of derivatives research
16
(
2013
)
2
,
pp. 167-191
Persistent link: https://www.econbiz.de/10009774397
Saved in:
12
Jump-diffusion processes : volatility smile fitting and numerical methods for option pricing
Andersen, Leif B. G.
;
Andreasen, Jesper Fredborg
- In:
Review of derivatives research
4
(
2000
)
3
,
pp. 231-262
Persistent link: https://www.econbiz.de/10001596719
Saved in:
13
Asymmetric information about volatility : how does it affect implied volatility, option prices and market liquidity?
Nandi, Saikat
- In:
Review of derivatives research
3
(
1999
)
3
,
pp. 215-236
Persistent link: https://www.econbiz.de/10001493258
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