//--> //--> //--> //-->
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"
~type_genre:"Article in journal"
~type_genre:"Aufsatzsammlung"
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:"Options"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Black-Scholes model
Option trading
2,673
Optionsgeschäft
2,673
Optionspreistheorie
2,421
Option pricing theory
2,419
Real options analysis
1,795
Realoptionsansatz
1,795
Theorie
1,568
Theory
1,568
Aktienoption
1,386
Stock option
1,386
Volatility
1,137
Volatilität
1,136
Derivat
710
Derivative
710
USA
697
United States
697
Führungskräfte
631
Managers
631
Stochastic process
578
Stochastischer Prozess
578
Real options
443
Börsenkurs
441
Share price
441
Hedging
394
Risk
388
Risiko
386
Investitionsentscheidung
385
Investment decision
383
Black-Scholes-Modell
360
Leistungsentgelt
346
Performance pay
346
Executive compensation
340
Portfolio selection
337
Portfolio-Management
337
Managervergütung
334
Estimation
284
Schätzung
284
Capital income
272
Kapitaleinkommen
272
more ...
less ...
Online availability
All
Undetermined
148
Free
38
Type of publication
All
Article
361
Type of publication (narrower categories)
All
Article in journal
Aufsatzsammlung
Aufsatz in Zeitschrift
361
Graue Literatur
41
Non-commercial literature
41
Arbeitspapier
36
Working Paper
36
Aufsatz im Buch
16
Book section
16
Hochschulschrift
13
Thesis
12
Bibliografie enthalten
3
Bibliography included
3
Glossar enthalten
3
Glossary included
3
Lehrbuch
3
Textbook
3
Article
2
CD-ROM, DVD
2
Case study
2
Fallstudie
2
Forschungsbericht
2
Handbook
2
Handbuch
2
Bibliografie
1
Collection of articles written by one author
1
Einführung
1
Reprint
1
Sammlung
1
more ...
less ...
Language
All
English
357
German
4
Author
All
Ko, Bangwon
5
Lee, Hangsuck
5
Zanette, Antonino
5
Fusai, Gianluca
4
Pirjol, Dan
4
Singh, Vipul Kumar
4
Zhu, Lingjiong
4
Carr, Peter
3
Chan, Leunglung
3
Chance, Don M.
3
El-Khatib, Youssef
3
Gehricke, Sebastian A.
3
Kim, Sol
3
Reisinger, Christoph
3
Zhang, Jin E.
3
Zhu, Song-Ping
3
Ševčovič, Daniel
3
Alexander, Carol
2
Alghalith, Moawia
2
Alòs, Elisa
2
Baule, Rainer
2
Chen, Jim
2
Cohen, Samuel N.
2
Cui, Zhenyu
2
Dai, Min
2
Elliott, Robert J.
2
Episcopos, Athanasios
2
Escobar, Marcos
2
Fadugba, Sunday Emmanuel
2
Fuh, Cheng-der
2
Fukasawa, Masaaki
2
Gaudenzi, Marcellino
2
Grossinho, Maria do Rosário
2
Harčariková, Monika
2
Inder, Shivani
2
Jun, Doobae
2
Kim, Geonwoo
2
Kord, Yaser
2
Ku, Hyejin
2
Kwok, Yue-Kuen
2
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
25
The journal of computational finance
14
The journal of derivatives : the official publication of the International Association of Financial Engineers
14
Applied mathematical finance
12
Mathematical finance : an international journal of mathematics, statistics and financial theory
12
Review of derivatives research
12
Computational economics
11
International journal of financial engineering
11
Journal of mathematical finance
11
Quantitative finance
10
The North American journal of economics and finance : a journal of financial economics studies
10
Journal of banking & finance
7
The journal of futures markets
7
Finance and stochastics
6
Journal of economic dynamics & control
6
Applied economics
5
Finance research letters
5
Journal of derivatives & hedge funds
5
Journal of risk and financial management : JRFM
5
Asia-Pacific financial markets
4
Decisions in economics and finance : DEF ; a journal of applied mathematics
4
International journal of theoretical and applied finance : IJTAF
4
Review of quantitative finance and accounting
4
Risks : open access journal
4
Annals of finance
3
Annals of financial economics
3
Economic modelling
3
European journal of operational research : EJOR
3
Finanzmarkt und Portfolio-Management
3
International journal of financial markets and derivatives
3
International review of economics & finance : IREF
3
Journal of econometrics
3
Journal of emerging market finance
3
The European journal of finance
3
The review of financial studies
3
Applied financial economics
2
Cogent economics & finance
2
Financial innovation : FIN
2
GITAM journal of management : a quarterly publication of GITAM Institute of Management
2
International review of financial analysis
2
more ...
less ...
Source
All
ECONIS (ZBW)
361
Showing
1
-
10
of
361
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
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
Approximating option prices under large changes of underlying asset prices
Jun, Jae-Yun
;
Rakotondratsimba, Yves
- In:
International journal of theoretical and applied …
26
(
2023
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014305917
Saved in:
4
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:
5
Valuation of R&D compound option using Markov chain approach
D'Amico, Guglielmo
;
Villani, Giovanni
- In:
Annals of finance
17
(
2021
)
3
,
pp. 379-404
Persistent link: https://www.econbiz.de/10012622325
Saved in:
6
Arbitrage-free smile construction on FX option markets using Garman-Kohlhagen deltas and implied volatilities
Muck, Matthias
- In:
Review of derivatives research
25
(
2022
)
3
,
pp. 293-314
Persistent link: https://www.econbiz.de/10013457626
Saved in:
7
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:
8
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:
9
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:
10
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:
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...
//-->