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Black-Scholes model
8
Black-Scholes-Modell
8
Option pricing theory
3
Optionspreistheorie
3
Theorie
3
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3
Volatility
3
Volatilität
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Abinzano, Isabel
1
Batten, Jonathan A.
1
Bougias, Alexandros
1
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1
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1
Ellis, Craig
1
Episcopos, Athanasios
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Leledakis, George N.
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Liu, Qing
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Martinez, Beatriz
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Tian, Ping
1
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International review of financial analysis
International journal of theoretical and applied finance
80
Applied mathematical finance
40
Mathematical finance : an international journal of mathematics, statistics and financial theory
40
The journal of computational finance
34
Computational economics
33
The journal of futures markets
33
Finance and stochastics
29
The journal of derivatives : the official publication of the International Association of Financial Engineers
28
International journal of financial engineering
26
Journal of mathematical finance
26
MPRA Paper
26
Quantitative finance
25
Review of derivatives research
25
Physica A: Statistical Mechanics and its Applications
23
Journal of banking & finance
20
Asia-Pacific financial markets
19
International Journal of Theoretical and Applied Finance (IJTAF)
16
Risks : open access journal
14
The North American journal of economics and finance : a journal of financial economics studies
14
Finance and Stochastics
13
Journal of econometrics
13
Journal of economic dynamics & control
13
Finance research letters
12
Options : classic approaches to pricing and modelling
11
The European journal of finance
11
Decisions in economics and finance : DEF ; a journal of applied mathematics
10
Applied Mathematical Finance
9
CoFE discussion papers
9
European journal of operational research : EJOR
9
Research paper series / Swiss Finance Institute
9
Review of quantitative finance and accounting
9
The review of financial studies
9
Applied economics
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CoFE Discussion Paper
8
The journal of risk and insurance : the journal of the American Risk and Insurance Association
8
Advances in futures and options research : a research annual
7
Annals of financial economics
7
Asia-Pacific Financial Markets
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CIRANO Working Papers
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1
Risk appetite and option prices : evidence from the Chinese SSE50 options market
Liu, Qing
;
Wang, Shouyang
;
Sui, Cong
- In:
International review of financial analysis
86
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014248927
Saved in:
2
Analysis about the
black-scholes
asset price under the regime-switching framework
Tian, Ping
;
Zhou, Hang
;
Zhou, Duotai
- In:
International review of financial analysis
88
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014471870
Saved in:
3
The role of asset payouts in the estimation of default barriers
Bougias, Alexandros
;
Episcopos, Athanasios
;
Leledakis, …
- In:
International review of financial analysis
81
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013396237
Saved in:
4
Women in power with power : the influence of meaningful board representation on default risk
Abinzano, Isabel
;
Martinez, Beatriz
;
Poletti-Hughes, Jannine
- In:
International review of financial analysis
89
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014465510
Saved in:
5
An analytical approximation to the option formula for the GARCH model
Choi, Youngsoo
- In:
International review of financial analysis
14
(
2005
)
2
,
pp. 149-164
Persistent link: https://www.econbiz.de/10002738237
Saved in:
6
Parameter estimation bias and volatility scaling in
Black-Scholes
option prices
Batten, Jonathan A.
;
Ellis, Craig
- In:
International review of financial analysis
14
(
2005
)
2
,
pp. 165-176
Persistent link: https://www.econbiz.de/10002738262
Saved in:
7
Finance models as metaphors
McGoun, Elton G.
- In:
International review of financial analysis
12
(
2003
)
4
,
pp. 421-433
Persistent link: https://www.econbiz.de/10001814336
Saved in:
8
Normality test of option-implied risk-neutral densities : evidence from the small Finnish market
Nikkinen, Jussi
- In:
International review of financial analysis
12
(
2003
)
2
,
pp. 99-116
Persistent link: https://www.econbiz.de/10001769969
Saved in:
9
The statistical properties of parameters inferred from the
Black-Scholes
formula
Butler, John S.
- In:
International review of financial analysis
5
(
1996
)
3
,
pp. 223-235
Persistent link: https://www.econbiz.de/10001233346
Saved in:
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