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Risk and decision analysis
International journal of theoretical and applied finance
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
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An empirical study on using Hurst exponent estimation methods for pricing Call options by fractional
Black-Scholes
model
Kilianová, Soňa
;
Letko, Boris
- In:
Risk and decision analysis
7
(
2018
)
1/2
,
pp. 51-62
Persistent link: https://www.econbiz.de/10011945645
Saved in:
2
From stochastic dominance to Black-Scholes : an alternative option pricing paradigm
Oancea, Michael
;
Perrakis, Stylianos
- In:
Risk and decision analysis
5
(
2014
)
2/3
,
pp. 99-112
Persistent link: https://www.econbiz.de/10011285063
Saved in:
3
Game theoretic analysis of incomplete markets : emergence of probabilities, nonlinear and fractional Black-Scholes equations
Kolokolʹcov, Vassilij N.
- In:
Risk and decision analysis
4
(
2013
)
3
,
pp. 131-161
Persistent link: https://www.econbiz.de/10010190161
Saved in:
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