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~person:"Chance, Don M."
~person:"Jarrow, Robert A."
~person:"Jüngel, Ansgar"
~person:"Singh, Vipul Kumar"
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Search: subject_exact:"Black-Scholes option pricing model"
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Black-Scholes model
31
Black-Scholes-Modell
31
Option pricing theory
15
Optionspreistheorie
15
Theorie
15
Theory
15
Derivat
9
Derivative
9
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Chance, Don M.
Jarrow, Robert A.
Jüngel, Ansgar
Singh, Vipul Kumar
Madan, Dilip B.
13
Alghalith, Moawia
11
Lee, Cheng F.
10
Câmara, António
9
Ehrhardt, Matthias
9
Korn, Ralf
9
Schoutens, Wim
9
Elliott, Robert J.
8
Kohlmann, Michael
8
Wystup, Uwe
8
Carr, Peter
7
Fengler, Matthias R.
7
Frey, Rüdiger
7
Gikhman, Ilya I.
7
Renault, Eric
7
Vanduffel, Steven
7
Cui, Zhenyu
6
Engle, Robert F.
6
Franke, Günter
6
Garcia, René
6
Goovaerts, Marc J.
6
Härdle, Wolfgang
6
Kühn, Christoph
6
Lee, John C.
6
Orlando, Giuseppe
6
Rosenberg, Joshua V.
6
Satchell, Stephen
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Stapleton, Richard C.
6
Zhu, Song-Ping
6
Alexander, Carol
5
Alòs, Elisa
5
Brooks, Robert
5
Dhaene, Jan
5
Fusai, Gianluca
5
Gatheral, Jim
5
Guidolin, Massimo
5
Heston, Steven L.
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Review of derivatives research
3
CoFE discussion papers
2
Journal of derivatives & hedge funds
2
Decision
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Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
1
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The journal of asset management : a major new, international quarterly journal for the financial community
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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The journal of economic perspectives : EP ; a journal of the American Economic Association
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ECONIS (ZBW)
31
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31
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date (oldest first)
1
Effectiveness of deterministic option pricing models : new evidence from Nifty and Bank Nifty Index options
Singh, Vipul Kumar
;
Kumar, Pawan
- In:
The journal of asset management : a major new, …
25
(
2024
)
2
,
pp. 172-189
Persistent link: https://www.econbiz.de/10014511683
Saved in:
2
A bias in the volatility smile
Chance, Don M.
;
Hanson, Thomas A.
;
Li, Weiping
; …
- In:
Review of derivatives research
20
(
2017
)
1
,
pp. 47-90
Persistent link: https://www.econbiz.de/10011930559
Saved in:
3
An introduction to derivatives and risk management
Chance, Don M.
;
Brooks, Robert
-
2016
-
10. ed.
Persistent link: https://www.econbiz.de/10011381328
Saved in:
4
Pricing and hedging competitiveness of the tree option pricing models : evidence from India
Singh, Vipul Kumar
- In:
The journal of asset management
17
(
2016
)
6
,
pp. 453-475
Persistent link: https://www.econbiz.de/10011648199
Saved in:
5
Conjoint analysis of option and volatility models : empirical evidence from recent financial upheavals in India
Singh, Vipul Kumar
- In:
Journal of emerging market finance
14
(
2015
)
3
,
pp. 258-289
Persistent link: https://www.econbiz.de/10011430608
Saved in:
6
The price-taker effect on the valuation of executive stock options
Yang, Tung-hsiao
;
Chance, Don M.
- In:
The journal of financial research
37
(
2014
)
1
,
pp. 27-54
Persistent link: https://www.econbiz.de/10010359512
Saved in:
7
Parity analysis of non-log normality of Black-Scholes and its inter-competence
Singh, Vipul Kumar
- In:
International journal of financial markets and derivatives
3
(
2014
)
4
,
pp. 358-391
Persistent link: https://www.econbiz.de/10010406900
Saved in:
8
Empirical competitiveness of deterministic option pricing models : evidences from the recent waves of financial upheavals in India
Singh, Vipul Kumar
;
Pachori, Pushkar
- In:
Journal of derivatives & hedge funds
19
(
2013
)
2
,
pp. 129-156
Persistent link: https://www.econbiz.de/10010209487
Saved in:
9
Modeling volatility smile : empirical evidence from India
Singh, Vipul Kumar
- In:
Journal of derivatives & hedge funds
19
(
2013
)
3
,
pp. 208-240
Persistent link: https://www.econbiz.de/10010259418
Saved in:
10
The dangers of calibration and hedging the Greeks in option pricing
Chatterjea, Arkadev
;
Jarrow, Robert A.
- In:
Journal of financial education
38
(
2012
)
1/2
,
pp. 1-12
Persistent link: https://www.econbiz.de/10009615610
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