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~subject:"Black-Scholes model"
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Search: subject:"OPTION PRICING"
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Black-Scholes model
Optionspreistheorie
14,493
Option pricing theory
14,255
Volatilität
3,950
Volatility
3,932
Theorie
3,812
Theory
3,791
Stochastischer Prozess
3,235
Stochastic process
3,221
Optionsgeschäft
2,937
Option trading
2,924
Derivative
2,422
Derivat
2,421
Black-Scholes-Modell
1,652
Hedging
1,311
Portfolio-Management
1,161
Portfolio selection
1,160
CAPM
1,058
Zinsstruktur
948
Yield curve
941
Estimation
893
Schätzung
891
USA
775
United States
767
option pricing
672
Real options analysis
646
Realoptionsansatz
646
Risk
642
Risiko
641
Monte Carlo simulation
631
Monte-Carlo-Simulation
617
Option pricing
602
Credit risk
590
Kreditrisiko
590
Statistische Verteilung
580
Statistical distribution
579
Börsenkurs
576
Share price
572
Capital income
536
Kapitaleinkommen
536
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384
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313
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Article
1,033
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1
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66
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5
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Madan, Dilip B.
13
Alghalith, Moawia
11
Jarrow, Robert A.
11
Korn, Ralf
10
Lee, Cheng F.
10
Câmara, António
9
Ehrhardt, Matthias
9
Schoutens, Wim
9
Singh, Vipul Kumar
9
Elliott, Robert J.
8
Frey, Rüdiger
8
Kohlmann, Michael
8
Wystup, Uwe
8
Carr, Peter
7
Chance, Don M.
7
Fengler, Matthias R.
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
6
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
Heston, Steven L.
5
Jeanblanc, Monique
5
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
3
Centre for Analytical Finance <Århus>
2
Ekonomiska forskningsinstitutet <Stockholm>
2
Johannes Gutenberg-Universität Mainz
2
Bonn Graduate School of Economics
1
Capital Markets Conference <UTI Institute of Capital Markets, Navi Mumbai> <1, 1997, Navi Muṃbaī>
1
Center for Economic Research <Tilburg>
1
ESCP-EAP European School of Management
1
Eberhard Karls Universität Tübingen
1
Erasmus Research Institute of Management
1
Federal Reserve Bank of Chicago
1
Federal Reserve System / Board of Governors
1
Hochschule für Bankwirtschaft
1
Institut für Seeverkehrswirtschaft und Logistik
1
Institut für Weltwirtschaft
1
Institutt for Foretaksøkonomi <Bergen, Norwegen>
1
National Bureau of Economic Research
1
Society of Actuaries
1
Springer Fachmedien Wiesbaden
1
Svenska Handelshögskolan <Helsinki>
1
Technische Hochschule Mittelhessen
1
UTI Institute of Capital Markets <Navi Muṃbaī>
1
Universiteit Antwerpen / Faculteit Toegepaste Economische Wetenschappen
1
University of Bonn, Germany
1
University of Cambridge / Department of Applied Economics
1
University of Queensland / School of Economics
1
Universität Trier
1
Universität Zürich / Institut für Schweizerisches Bankwesen
1
Verlag Dr. Kovač
1
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
1
Weierstraß-Institut für Angewandte Analysis und Stochastik
1
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International journal of theoretical and applied finance
76
Mathematical finance : an international journal of mathematics, statistics and financial theory
40
Applied mathematical finance
37
The journal of futures markets
33
The journal of computational finance
32
Computational economics
30
Finance and stochastics
29
The journal of derivatives : the official publication of the International Association of Financial Engineers
28
Review of derivatives research
25
Quantitative finance
23
International journal of financial engineering
22
Journal of mathematical finance
22
Journal of banking & finance
19
Asia-Pacific financial markets
18
The North American journal of economics and finance : a journal of financial economics studies
14
Journal of economic dynamics & control
13
Finance research letters
12
Journal of econometrics
12
Options : classic approaches to pricing and modelling
11
The European journal of finance
11
Decisions in economics and finance : DEF ; a journal of applied mathematics
10
CoFE discussion papers
9
Review of quantitative finance and accounting
9
Risks : open access journal
9
The review of financial studies
9
European journal of operational research : EJOR
8
International review of financial analysis
8
Research paper series / Swiss Finance Institute
8
The journal of risk and insurance : the journal of the American Risk and Insurance Association
8
Advances in futures and options research : a research annual
7
Journal of derivatives & hedge funds
7
Journal of risk and financial management : JRFM
7
The journal of finance : the journal of the American Finance Association
7
Annals of financial economics
6
Applied economics
6
Applied financial economics
6
Discussion paper / B
6
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
6
Finanzmarkt und Portfolio-Management
6
International journal of financial markets and derivatives
6
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Source
All
ECONIS (ZBW)
1,613
RePEc
6
BASE
2
EconStor
1
Showing
1
-
10
of
1,622
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date (newest first)
date (oldest first)
1
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:
2
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:
3
A deep learning based numerical PDE method for
option
pricing
Wang, Xiang
;
Li, Jessica
;
Li, Jichun
- In:
Computational economics
62
(
2023
)
1
,
pp. 149-164
Persistent link: https://www.econbiz.de/10014327247
Saved in:
4
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:
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
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:
7
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:
8
Endogenous
option
pricing
Gamba, Andrea
;
Saretto, Alessio
-
2022
Persistent link: https://www.econbiz.de/10013170529
Saved in:
9
Option
pricing
based on the residual neural network
Gan, Lirong
;
Liu, Wei-han
- In:
Computational economics
63
(
2024
)
4
,
pp. 1327-1347
Persistent link: https://www.econbiz.de/10014549024
Saved in:
10
The valuation of options on discrete dividend-paying stocks
Shan, Yuanchuang
;
Shu, Huisheng
;
Zhang, Xuekang
;
Yi, Haoran
- In:
Applied economics letters
31
(
2024
)
12
,
pp. 1090-1095
Persistent link: https://www.econbiz.de/10014558681
Saved in:
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