//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Alòs, Elisa"
~person:"Merton, Robert C."
~source:"econis"
~type:"article"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Black-Scholes option pricing model"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Black-Scholes model
8
Black-Scholes-Modell
8
Theorie
5
Theory
5
Option pricing theory
4
Optionspreistheorie
4
Stochastic process
4
Stochastischer Prozess
4
Malliavin calculus
3
Option trading
3
Optionsgeschäft
3
Volatility
3
Volatilität
3
Asian options
2
Aktienoption
1
Arbeitskampf
1
Asia
1
Asien
1
Corporate bond
1
Derivat
1
Derivative
1
Derivative operator in the Malliavin calculus sense
1
Experiment
1
Floating strike
1
Industrial action
1
Kirk’s formula
1
Markov chain
1
Markov-Kette
1
Myron S. Scholes
1
Rationality
1
Rationalität
1
Risikoprämie
1
Risk premium
1
Robert C. Merton
1
Skorohod integral
1
Stochastic volatility
1
Stock option
1
Unternehmensanleihe
1
Yield curve
1
Zinsstruktur
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Aufsatz im Buch
3
Book section
3
Reprint
3
Language
All
English
8
Author
All
Alòs, Elisa
Merton, Robert C.
Jarrow, Robert A.
10
Câmara, António
9
Madan, Dilip B.
8
Singh, Vipul Kumar
8
Lee, Cheng F.
7
Carr, Peter
6
Elliott, Robert J.
6
Ehrhardt, Matthias
5
Ko, Bangwon
5
Korn, Ralf
5
Lee, Hangsuck
5
Lee, John
5
Rogers, Leonard C. G.
5
Schoutens, Wim
5
Zanette, Antonino
5
Ševčovič, Daniel
5
Alghalith, Moawia
4
Chance, Don M.
4
Fusai, Gianluca
4
Kim, Junseok
4
Kim, Sol
4
Li, Yuying
4
Pirjol, Dan
4
Satchell, Stephen
4
Su, Tie
4
Takahashi, Akihiko
4
Wang, Yaw-huei
4
Zhang, Jin E.
4
Zhu, Lingjiong
4
Zhu, Song-Ping
4
Albeverio, Sergio
3
Alexander, Carol
3
Bellalah, Mondher
3
Bermin, Hans-Peter
3
Brigo, Damiano
3
Chan, Leunglung
3
Chen, Ren-Raw
3
Coleman, Thomas F.
3
more ...
less ...
Published in...
All
Options : classic approaches to pricing and modelling
3
Applied mathematical finance
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Finance and stochastics
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
The journal of economic perspectives : EP ; a journal of the American Economic Association
1
Source
All
ECONIS (ZBW)
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
On the implied volatility of Asian options under stochastic volatility models
Alòs, Elisa
;
Nualart, Eulalia
;
Pravosud, Makar
- In:
Applied mathematical finance
30
(
2023
)
5
,
pp. 249-274
Persistent link: https://www.econbiz.de/10015051248
Saved in:
2
A note on the implied volatility of floating strike Asian options
Alòs, Elisa
;
León, Jorge A.
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 743-758
Persistent link: https://www.econbiz.de/10012127320
Saved in:
3
Valuation of barrier options via a general self-duality
Alòs, Elisa
;
Chen, Zhanyu
;
Rheinländer, Thorsten
- In:
Mathematical finance : an international journal of …
26
(
2016
)
3
,
pp. 492-515
Persistent link: https://www.econbiz.de/10011583542
Saved in:
4
On the short-time behavior of the implied volatility for jump-diffusion models with stochastic volatility
Alòs, Elisa
;
León, Jorge A.
;
Vives, Josep
- In:
Finance and stochastics
11
(
2007
)
4
,
pp. 571-589
Persistent link: https://www.econbiz.de/10003645538
Saved in:
5
In honor of the Nobel Laureates Robert C. Merton and Myron S. Scholes : a partial differential equation that changed the world
Jarrow, Robert A.
- In:
The journal of economic perspectives : EP ; a journal …
13
(
1999
)
4
,
pp. 229-248
Persistent link: https://www.econbiz.de/10001431055
Saved in:
6
Theory of rational option pricing
Merton, Robert C.
- In:
Options : classic approaches to pricing and modelling
,
(pp. 81-133)
.
1999
Persistent link: https://www.econbiz.de/10001772450
Saved in:
7
On the pricing of corporate debt : the risk structure of interest rates
Merton, Robert C.
- In:
Options : classic approaches to pricing and modelling
,
(pp. 135-155)
.
1999
Persistent link: https://www.econbiz.de/10001772451
Saved in:
8
Option pricing when underlying stock returns are discontinuous
Merton, Robert C.
- In:
Options : classic approaches to pricing and modelling
,
(pp. 157-177)
.
1999
Persistent link: https://www.econbiz.de/10001772453
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->