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~subject:"Theory"
~type:"article"
~type_genre:"Arbeitspapier"
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Search: subject:"Black-Scholes-Modell"
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Black-Scholes model
80
Black-Scholes-Modell
80
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47
Option pricing theory
45
Optionspreistheorie
45
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16
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Options : classic approaches to pricing and modelling
11
Mathematical control theory and finance
3
Nonlinear models in mathematical finance : new research trends in option pricing
3
Advances in finance and stochastics : essays in honour of Dieter Sondermann
2
Current topics in quantitative finance : with 23 tables
2
Advanced mathematical methods for finance
1
Aufgaben von Wissenschaft und Praxis im nächsten Jahrzehnt : Festgabe AV Bodania, St. Gallen ; [1925 - 2000]
1
Bewertung und Einsatz von Finanzderivaten
1
Börsen, Banken und Kapitalmärkte : Festschrift für Hartmut Schmidt zum 65. Geburtstag
1
Contemporary quantitative finance : essays in honour of Eckhard Platen
1
Die Folgen der Finanzkrise für Regulierung und Eigenkapital - Evolution oder Revolution in der Versicherungsbranche?
1
Econometrics : new research
1
Essays on financial models
1
Financial engineering
1
Financial mathematics : held in Bressanone, Italy, July 8 - 13, 1996
1
Finanzierungen
1
Finanzwirtschaft, Kapitalmarkt und Banken : Festschrift für Manfred Steiner zum 60. Geburtstag
1
Forecasting expected returns in the financial markets
1
Forecasting volatility in the financial markets
1
Fuzzy engineering economics with applications
1
Globalización y desarrollo : alternativas y retos de la economía mexicana
1
International financial systems and stock volatility : issues and remedies
1
Issues in corporate governance and finance
1
Mathematical modeling and numerical methods in finance : special volume
1
Operations research proceedings 2001 : selected papers of the International Conference on Operations Research (OR 2001) ; Duisburg, September 3-5, 2001 ; with 38 tables
1
Quantitative financial risk management
1
Recent advances in financial engineering 2011: proceedings of the International Workshop on Finance 2011
1
Recent advances in financial engineering : proceedings of the 2008 Daiwa International Workshop on Financial Engineering
1
Sovereign risk and financial crises ; with 40 tables
1
The VaR implementation handbook
1
The legacy of Fischer Black
1
Twentieth-century contributions
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1
Conservative Delta hedging under transaction costs
Fukasawa, Masaaki
- In:
Recent advances in financial engineering 2011: …
,
(pp. 55-72)
.
2012
Persistent link: https://www.econbiz.de/10009573488
Saved in:
2
Black-Scholes, marktkonsistente Bewertung und Risikomaße
Knispel, Thomas
;
Stahl, Gerhard
;
Weber, Stefan
- In:
Die Folgen der Finanzkrise für Regulierung und …
,
(pp. 15-60)
.
2012
Persistent link: https://www.econbiz.de/10009514989
Saved in:
3
The heavy tail in finance : a survey
Mohtadi, Hamid
;
Ruediger, Stefan
- In:
Econometrics : new research
,
(pp. 109-120)
.
2012
Persistent link: https://www.econbiz.de/10009614554
Saved in:
4
The study of applying Black-Scholes Option pricing model to the term life insurance
Wang, Lifang
;
Hu, Yue
;
Qiu, Danwei
- In:
Quantitative financial risk management
,
(pp. 47-54)
.
2011
Persistent link: https://www.econbiz.de/10009301452
Saved in:
5
Fractional processes as models in stochastic finance
Bender, Christian
;
Sottinen, Tommi
;
Valkeila, Esko
- In:
Advanced mathematical methods for finance
,
(pp. 75-103)
.
2011
Persistent link: https://www.econbiz.de/10008991326
Saved in:
6
Lognormal forward market model (LFM) volatility function approximation
Chung, In-hwan
;
Dun, Tim
;
Schlögl, Erik
- In:
Contemporary quantitative finance : essays in honour of …
,
(pp. 369-405)
.
2010
Persistent link: https://www.econbiz.de/10008749176
Saved in:
7
Asymmetric variance reduction for pricing american options
Han, Chuan-Hsiang
;
Fouque, Jean-Pierre
-
2009
Persistent link: https://www.econbiz.de/10003826937
Saved in:
8
Option pricing with constant and time-varying volatility
Semmler, Willi
;
Youssef, Karim M.
- In:
The VaR implementation handbook
,
(pp. 439-461)
.
2009
Persistent link: https://www.econbiz.de/10003827098
Saved in:
9
Mean square error for the Leland-Lott hedging strategy
Gamys, Moussa
;
Kabanov, Jurij M.
- In:
Recent advances in financial engineering : proceedings …
,
(pp. 1-25)
.
2009
Persistent link: https://www.econbiz.de/10003871153
Saved in:
10
A semidiscretisation method for solving nonlinear Black-Scholes equations : numerical analysis and computing
Jódar, Lucas
;
Company, Rafael
;
Pintos, José Ramón
- In:
Nonlinear models in mathematical finance : new research …
,
(pp. 149-171)
.
2008
Persistent link: https://www.econbiz.de/10011954437
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