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~subject:"Black-Scholes model"
~type_genre:"Article in journal"
~type_genre:"Bibliografie"
~type_genre:"Handbuch"
~type_genre:"Sammlung"
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Black-Scholes model
Optionsgeschäft
2,726
Option trading
2,725
Option pricing theory
1,670
Optionspreistheorie
1,670
Volatility
843
Volatilität
843
Derivat
554
Derivative
554
Theorie
535
Theory
535
Stochastic process
355
Stochastischer Prozess
355
Hedging
300
USA
298
United States
298
Black-Scholes-Modell
287
Börsenkurs
233
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233
Portfolio selection
213
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213
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182
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182
Capital income
162
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125
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125
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Behavioural finance
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Zanette, Antonino
5
Fusai, Gianluca
4
Ko, Bangwon
4
Lee, Hangsuck
4
Pirjol, Dan
4
Singh, Vipul Kumar
4
Zhu, Lingjiong
4
Alòs, Elisa
3
Chan, Leunglung
3
Gehricke, Sebastian A.
3
Zhang, Jin E.
3
Ševčovič, Daniel
3
Alexander, Carol
2
Alghalith, Moawia
2
Baule, Rainer
2
Carr, Peter
2
Chance, Don M.
2
Dai, Min
2
Episcopos, Athanasios
2
Escobar, Marcos
2
Fadugba, Sunday Emmanuel
2
Fukasawa, Masaaki
2
Gaudenzi, Marcellino
2
Grossinho, Maria do Rosário
2
Harčariková, Monika
2
Inder, Shivani
2
Jun, Doobae
2
Kim, Geonwoo
2
Kim, Sol
2
Kord, Yaser
2
Ku, Hyejin
2
Kwok, Yue-Kuen
2
Leduc, Guillaume
2
Marazzina, Daniele
2
Muck, Matthias
2
Muzzioli, Silvia
2
Nandi, Saikat
2
Nwozo, Chuma Raphael
2
Oosterlee, Cornelis Willebrordus
2
Orosi, Greg
2
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International journal of theoretical and applied finance
22
Applied mathematical finance
12
Review of derivatives research
11
The journal of computational finance
11
Computational economics
10
International journal of financial engineering
10
Mathematical finance : an international journal of mathematics, statistics and financial theory
10
The journal of derivatives : the official publication of the International Association of Financial Engineers
10
The North American journal of economics and finance : a journal of financial economics studies
9
Quantitative finance
8
Journal of mathematical finance
7
Finance and stochastics
6
Journal of economic dynamics & control
6
Applied economics
5
Journal of banking & finance
5
Journal of derivatives & hedge funds
5
The journal of futures markets
5
Asia-Pacific financial markets
4
Finance research letters
4
International journal of theoretical and applied finance : IJTAF
4
Journal of risk and financial management : JRFM
4
Annals of finance
3
Decisions in economics and finance : DEF ; a journal of applied mathematics
3
European journal of operational research : EJOR
3
Journal of econometrics
3
Journal of emerging market finance
3
Risks : open access journal
3
The European journal of finance
3
Applied financial economics
2
Cogent economics & finance
2
Economic modelling
2
Finanzmarkt und Portfolio-Management
2
International review of economics & finance : IREF
2
International review of financial analysis
2
Investment management and financial innovations
2
Journal of financial economics
2
Journal of risk
2
Mathematics of operations research
2
Mudra : journal of finance and accounting
2
Research bulletin / The Institute of Cost Accountants of India
2
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ECONIS (ZBW)
287
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1
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10
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287
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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
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
Delta hedging bitcoin options with a smile
Alexander, Carol
;
Imeraj, Arben
- In:
Quantitative finance
23
(
2023
)
5
,
pp. 799-817
Persistent link: https://www.econbiz.de/10014304354
Saved in:
9
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:
10
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
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