//--> //--> //--> //-->
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
~subject:"Black-Scholes model"
~subject:"Portfolio-Management"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Multi-volume publication"
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:"European option"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Black-Scholes model
Portfolio-Management
Option trading
2,677
Optionsgeschäft
2,677
Option pricing theory
1,662
Optionspreistheorie
1,662
Volatility
844
Volatilität
844
Derivat
547
Derivative
547
Theorie
522
Theory
522
Stochastic process
368
Stochastischer Prozess
368
Hedging
294
USA
290
United States
290
Black-Scholes-Modell
289
Börsenkurs
231
Share price
231
Portfolio selection
200
Estimation
180
Schätzung
180
Capital income
159
Kapitaleinkommen
159
Index futures
145
Index-Futures
145
Forecasting model
122
Prognoseverfahren
122
Aktienoption
121
Stock option
121
Risikoprämie
120
Risk premium
120
Experiment
109
Risk
107
Risiko
105
Behavioural finance
98
Anlageverhalten
97
Options
86
Implied volatility
84
more ...
less ...
Online availability
All
Undetermined
205
Free
39
Type of publication
All
Article
469
Book / Working Paper
5
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Multi-volume publication
Article in journal
472
Graue Literatur
80
Non-commercial literature
80
Arbeitspapier
64
Working Paper
64
Hochschulschrift
29
Aufsatz im Buch
22
Book section
22
Thesis
21
Handbook
11
Handbuch
11
Lehrbuch
11
Textbook
11
Glossar enthalten
10
Glossary included
10
Collection of articles of several authors
7
Sammelwerk
7
Aufsatzsammlung
5
Collection of articles written by one author
5
Sammlung
5
Bibliografie enthalten
4
Bibliography included
4
Guidebook
3
Ratgeber
3
Bibliografie
2
Forschungsbericht
2
Mehrbändiges Werk
2
Accompanied by computer file
1
CD-ROM, DVD
1
Einführung
1
Elektronischer Datenträger als Beilage
1
Mikroform
1
more ...
less ...
Language
All
English
466
German
8
Author
All
Zanette, Antonino
5
Carr, Peter
4
Fusai, Gianluca
4
Ko, Bangwon
4
Lee, Hangsuck
4
Pirjol, Dan
4
Singh, Vipul Kumar
4
Zhang, Jin E.
4
Zhu, Lingjiong
4
Alòs, Elisa
3
Bangur, Peeyush
3
Chan, Leunglung
3
Gehricke, Sebastian A.
3
Li, Duan
3
Maurer, Raimond
3
Nandi, Saikat
3
Ševčovič, Daniel
3
Albrecht, Peter
2
Alexander, Carol
2
Alghalith, Moawia
2
Bajo, Emanuele
2
Barbi, Massimiliano
2
Baule, Rainer
2
Bayer, Christian
2
Branger, Nicole
2
Coolen, Frank P. A.
2
Coolen-Maturi, Tahani
2
Cui, Xueting
2
Dai, Min
2
Dolinsky, Yan
2
Doran, James S.
2
Engelmann, Bernd
2
Episcopos, Athanasios
2
Eraker, Bjørn
2
Escobar, Marcos
2
Fadugba, Sunday Emmanuel
2
Friz, Peter K.
2
Fu, Qi
2
Fukasawa, Masaaki
2
Gaudenzi, Marcellino
2
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
26
Review of derivatives research
18
Applied mathematical finance
15
The journal of derivatives : the official publication of the International Association of Financial Engineers
14
International journal of financial engineering
13
Mathematical finance : an international journal of mathematics, statistics and financial theory
13
The journal of computational finance
13
Computational economics
12
Quantitative finance
12
Finance and stochastics
11
Journal of banking & finance
11
Journal of economic dynamics & control
11
Journal of mathematical finance
11
The North American journal of economics and finance : a journal of financial economics studies
11
The journal of futures markets
10
Insurance / Mathematics & economics
7
The review of financial studies
7
European journal of operational research : EJOR
6
Applied economics
5
Cogent economics & finance
5
Finanzmarkt und Portfolio-Management
5
Journal of derivatives & hedge funds
5
The European journal of finance
5
Asia-Pacific financial markets
4
Decisions in economics and finance : DEF ; a journal of applied mathematics
4
Economic modelling
4
Finance research letters
4
International journal of theoretical and applied finance : IJTAF
4
International review of economics & finance : IREF
4
Journal of financial economics
4
Journal of risk and financial management : JRFM
4
Managerial finance
4
The journal of asset management
4
The journal of derivatives : JOD
4
Annals of finance
3
Finance India : the quarterly journal of Indian Institute of Finance
3
Investment management and financial innovations
3
Journal of econometrics
3
Journal of emerging market finance
3
Market microstructure and liquidity
3
more ...
less ...
Source
All
ECONIS (ZBW)
474
Showing
1
-
10
of
474
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Short-dated smile under rough volatility : asymptotics and numerics
Friz, Peter K.
;
Gassiat, Paul
;
Pigato, Paolo
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 463-480
Persistent link: https://www.econbiz.de/10013167770
Saved in:
2
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:
3
Accurate delta hedging of european options using conformable calculus
Olmos, Andrés
;
Muriel, Nelson
- In:
EconoQuantum : Revista de Economía y Negocios
21
(
2024
)
1
,
pp. 59-69
Persistent link: https://www.econbiz.de/10014500556
Saved in:
4
Improvized implied volatility function and nonparametric approach to unbiased estimation
Muhammad, Atif Sattar
;
Zhang, Hailiang
;
Kanwal, Samra
; …
- In:
International journal of financial engineering
10
(
2023
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014251229
Saved in:
5
Valuation of standard call options using the Euler-Maruyama method with strong approximation
Suescún-Díaz, Daniel
;
Girón, Luis Eduardo
- In:
Computational economics
61
(
2023
)
4
,
pp. 1545-1560
Persistent link: https://www.econbiz.de/10014327069
Saved in:
6
Derivation and application of some fractional black-scholes equations driven by fractional G-Brownian motion
Guo, Changhong
;
Fang, Shaomei
;
He, Yong
- In:
Computational economics
61
(
2023
)
4
,
pp. 1681-1705
Persistent link: https://www.econbiz.de/10014327122
Saved in:
7
Long-term option pricing with a lower reflecting barrier
Thomas, Guy
- In:
Annals of actuarial science : publ. by the Institute of …
17
(
2023
)
2
,
pp. 358-384
Persistent link: https://www.econbiz.de/10014320064
Saved in:
8
Implied volatility surfaces : a comprehensive analysis using half a billion option prices
Ulrich, Maxim
;
Zimmer, Lukas
;
Merbecks, Constantin
- In:
Review of derivatives research
26
(
2023
)
2/3
,
pp. 135-169
Persistent link: https://www.econbiz.de/10014423871
Saved in:
9
Nonparametric estimates of option prices via Hermite basis functions
Marinelli, Carlo
;
D'Addona, Stefano
- In:
Annals of finance
19
(
2023
)
4
,
pp. 477-522
Persistent link: https://www.econbiz.de/10014448291
Saved in:
10
Hedging error as generalized timing risk
Akahori, J.
;
Barsotti, F.
;
Imamura, Y.
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 693-703
Persistent link: https://www.econbiz.de/10014304316
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->