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Search: subject_exact:"Black-Scholes option pricing model"
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Black-Scholes model
22
Black-Scholes-Modell
22
Option pricing theory
20
Optionspreistheorie
20
Stochastic process
9
Stochastischer Prozess
9
Derivat
7
Derivative
7
Option trading
7
Optionsgeschäft
7
Volatility
6
Volatilität
6
Option Pricing
5
Black-Scholes Model
4
CAPM
4
Experiment
4
Black-Scholes Equation
3
Simulation
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Contingent Claim
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Heston Model
2
Linear Regression Approach
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Martingal
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Martingale
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Optimal Stopping
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Regression analysis
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Regressionsanalyse
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Risiko
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Risk
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Search theory
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Suchtheorie
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ADI
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Adaptive Optimal Control
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Analysis
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Anlageverhalten
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Approximation
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Arbitrage
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Arbitrage-Free Price
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Asia
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Asian Geometric Average Options
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Asien
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English
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Contreras, Mauricio
2
Jagannathan, Raj
2
Villena, Marcelo J.
2
Alim, Md. Abdul
1
Andallah, Laek Sazzad
1
Anwar, Md. Nurul
1
Appadoo, Srimantoorao S.
1
Bagheri, Neda
1
Biswas, Md. Haider Ali
1
Cui, Yujie
1
Drakos, Stefanos
1
Fadugba, Sunday Emmanuel
1
Gao, Min
1
Haghighi, Hassan Karnameh
1
Hongler, Max-Olivier
1
Hsiao, Yi-long
1
Kyriacou, Maria
1
Llanquihuén, Alejandro
1
Lo, Chi-fai
1
Lungu, E. M.
1
Maré, E.
1
Mondal, Mitun Kumar
1
Muroi, Yoshifumi
1
Nteumagné, B. F.
1
Nwozo, Chuma Raphael
1
Offen, E. R.
1
Olmo, Jose
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Pellicer, Rely
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Pindza, E.
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Rahman, Md. Faizur
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Sakuma, Takayuki
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Santiagos, Daniel
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Shibli, Murad
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Strittmatter, Marius
1
Suda, Shintaro
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Thavaneswaran, Aerambamoorthy
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Wei, Zhenfeng
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Yu, Baoli
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Zhu, Yonggang
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Journal of mathematical finance
International journal of theoretical and applied finance
76
Mathematical finance : an international journal of mathematics, statistics and financial theory
40
Applied mathematical finance
39
The journal of futures markets
33
The journal of computational finance
32
Computational economics
31
Finance and stochastics
29
The journal of derivatives : the official publication of the International Association of Financial Engineers
28
Review of derivatives research
25
Quantitative finance
23
International journal of financial engineering
22
Journal of banking & finance
19
Asia-Pacific financial markets
18
The North American journal of economics and finance : a journal of financial economics studies
14
Journal of economic dynamics & control
13
Finance research letters
12
Journal of econometrics
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
CoFE discussion papers
9
Review of quantitative finance and accounting
9
Risks : open access journal
9
The review of financial studies
9
European journal of operational research : EJOR
8
International review of financial analysis
8
Research paper series / Swiss Finance Institute
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
Journal of derivatives & hedge funds
7
Journal of risk and financial management : JRFM
7
The journal of finance : the journal of the American Finance Association
7
Annals of financial economics
6
Applied economics
6
Applied financial economics
6
Discussion paper / B
6
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
6
Finanzmarkt und Portfolio-Management
6
International journal of financial markets and derivatives
6
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ECONIS (ZBW)
22
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1
The barrier binary options
Gao, Min
;
Wei, Zhenfeng
- In:
Journal of mathematical finance
10
(
2020
)
1
,
pp. 140-156
Persistent link: https://www.econbiz.de/10012545572
Saved in:
2
Uncovering the distribution of option implied risk aversion
Kyriacou, Maria
;
Olmo, Jose
;
Strittmatter, Marius
- In:
Journal of mathematical finance
9
(
2019
)
2
,
pp. 81-104
Persistent link: https://www.econbiz.de/10012116675
Saved in:
3
Equivalent martingale measure in Asian geometric average option pricing
Zhu, Yonggang
- In:
Journal of mathematical finance
4
(
2014
)
4
,
pp. 304-308
Persistent link: https://www.econbiz.de/10011312412
Saved in:
4
A linear regression approach for determining option pricing for currency-rate diffusion model with dependent stochastic volatility, stochastic interest rate, and return processes
Jagannathan, Raj
- In:
Journal of mathematical finance
8
(
2018
)
1
,
pp. 161-177
Persistent link: https://www.econbiz.de/10011846254
Saved in:
5
A study on numerical solution of Black-Scholes model
Anwar, Md. Nurul
;
Andallah, Laek Sazzad
- In:
Journal of mathematical finance
8
(
2018
)
2
,
pp. 372-381
Persistent link: https://www.econbiz.de/10011874785
Saved in:
6
A comparison study of ADI and LOD methods on option pricing models
Bagheri, Neda
;
Haghighi, Hassan Karnameh
- In:
Journal of mathematical finance
7
(
2017
)
2
,
pp. 275-290
Persistent link: https://www.econbiz.de/10011673885
Saved in:
7
Application of fast N-body algorithm to option pricing under CGMY model
Sakuma, Takayuki
- In:
Journal of mathematical finance
7
(
2017
)
2
,
pp. 308-318
Persistent link: https://www.econbiz.de/10011673900
Saved in:
8
Mathematical analysis of financial model on market price with stochastic volatility
Mondal, Mitun Kumar
;
Alim, Md. Abdul
;
Rahman, Md. Faizur
; …
- In:
Journal of mathematical finance
7
(
2017
)
2
,
pp. 351-365
Persistent link: https://www.econbiz.de/10011673935
Saved in:
9
Computation of Greeks using binomial tree
Muroi, Yoshifumi
;
Suda, Shintaro
- In:
Journal of mathematical finance
7
(
2017
)
3
,
pp. 597-623
Persistent link: https://www.econbiz.de/10011752400
Saved in:
10
Uncertain volatility derivative model based on the polynomial chaos
Drakos, Stefanos
- In:
Journal of mathematical finance
6
(
2016
)
1
,
pp. 55-63
Persistent link: https://www.econbiz.de/10011543102
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