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~language:"eng"
~subject:"Option pricing theory"
~subject:"Share price"
~type_genre:"Arbeitspapier"
~type_genre:"Book section"
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Option pricing theory
Share price
Black-Scholes model
244
Black-Scholes-Modell
244
Theorie
135
Theory
135
Optionspreistheorie
130
Volatility
59
Volatilität
59
Stochastic process
47
Stochastischer Prozess
47
Option trading
37
Optionsgeschäft
37
Hedging
30
Derivat
25
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25
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22
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Aktienoption
9
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41
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Garcia, René
5
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5
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4
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3
Engle, Robert F.
3
Fengler, Matthias R.
3
Härdle, Wolfgang
3
Rosenberg, Joshua V.
3
Sala, Carlo
3
Wilhelm, Jochen
3
Wystup, Uwe
3
Alziary, Bénédicte
2
Amilon, Henrik
2
Andersen, Torben
2
Bank, Peter
2
Dert, Cees
2
Ehrhardt, Matthias
2
Fouque, Jean-Pierre
2
Frey, Rüdiger
2
Gibson, Rajna
2
Guidolin, Massimo
2
Guillaume, Tristan
2
Han, Chuan-Hsiang
2
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2
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2
Lee, Roger
2
Leitner, Johannes
2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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1
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1
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1
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1
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1
Federal Reserve System / Board of Governors
1
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1
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Research paper series / Swiss Finance Institute
6
Discussion paper / B
4
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
4
Options : classic approaches to pricing and modelling
4
Série des documents de travail / Centre de Recherche en Économie et Statistique
4
CoFE discussion papers
3
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
Discussion papers of interdisciplinary research project 373
3
Financial derivatives : pricing and risk management
3
Financial engineering
3
Mathematical finance
3
Nonlinear models in mathematical finance : new research trends in option pricing
3
Working paper / National Bureau of Economic Research, Inc.
3
Working papers
3
Cahier / Département de Sciences Économiques, Université de Montréal
2
Current topics in quantitative finance : with 23 tables
2
Discussion paper / Centre for Economic Policy Research
2
Discussion paper / Tinbergen Institute
2
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
2
Finance and economics discussion series
2
Les cahiers de recherche / HEC Paris
2
Passauer Diskussionspapiere / Betriebswirtschaftliche Reihe : Diskussionsbeitrag ...
2
Queen's Economics Department working paper
2
SFB 649 discussion paper
2
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
2
Working paper series / Centre for Practical Quantitative Finance
2
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
2
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
2
26th Australasian Finance and Banking Conference 2013
1
AFA 2010 Atlanta Meetings Paper
1
AFI
1
Advanced mathematical methods for finance
1
Alternative investments and strategies : credit, derivatives, CPPI, investments, risk
1
Bonn Econ Discussion Papers / BGSE
1
Borradores de economía
1
CARF working paper
1
CARR discussion paper
1
Cahier / Institut de Sciences Actuarielles, Ecole des Hautes Etudes Commerciales, Université de Lausanne
1
Cambridge working papers in economics
1
Computational methods in decision-making, economics and finance
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ECONIS (ZBW)
137
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1
Self-pricing options
Edelman, David
-
2023
Persistent link: https://www.econbiz.de/10014477093
Saved in:
2
The pricing kernel in options
Heston, Steven L.
;
Jacobs, Kris
;
Kim, Hyung Joo
-
2023
Persistent link: https://www.econbiz.de/10014385050
Saved in:
3
Endogenous option pricing
Gamba, Andrea
;
Saretto, Alessio
-
2022
Persistent link: https://www.econbiz.de/10013170529
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4
Pricing the exotic: path-dependent american options with stochastic barriers
Rojas-Bernal, Alejandro
;
Villamizar-Villegas, Mauricio
; …
-
2021
Persistent link: https://www.econbiz.de/10012804267
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5
Approximation method using black-scholes formula for barrier option pricing under Lévy models
Li, Yuan
;
Miyachi, Kaimon
;
Shiraya, Kenichiro
; …
-
2021
-
This version : June 7, 2021
Persistent link: https://www.econbiz.de/10012807890
Saved in:
6
Variance Gamma process in the option pricing model
Drahokoupil, Jakub
-
2021
Persistent link: https://www.econbiz.de/10012493120
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7
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:
8
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:
9
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:
10
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
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