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~subject:"Option pricing theory"
~subject:"Theorie"
~type_genre:"Arbeitspapier"
~type_genre:"Book section"
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Search: subject:"Black-Scholes-Modell"
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Option pricing theory
Theorie
Black-Scholes model
252
Black-Scholes-Modell
252
Theory
142
Optionspreistheorie
135
Volatility
61
Volatilität
61
Stochastic process
48
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48
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38
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38
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31
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Kohlmann, Michael
6
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5
Renault, Eric
5
Wystup, Uwe
5
Fengler, Matthias R.
4
Franke, Günter
4
Luger, Richard
4
Stapleton, Richard C.
4
Barone-Adesi, Giovanni
3
Başak, Suleyman
3
Chabakauri, Georgy
3
Düring, Bertram
3
Engle, Robert F.
3
Frey, Rüdiger
3
Härdle, Wolfgang
3
Jüngel, Ansgar
3
Merton, Robert C.
3
Rosenberg, Joshua V.
3
Sala, Carlo
3
Satchell, Stephen
3
Subrahmanyam, Marti G.
3
Wilhelm, Jochen
3
Alziary, Bénédicte
2
Alòs, Elisa
2
Amilon, Henrik
2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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1
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1
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1
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1
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Options : classic approaches to pricing and modelling
11
CoFE discussion papers
8
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
6
Research paper series / Swiss Finance Institute
6
Nonlinear models in mathematical finance : new research trends in option pricing
5
Discussion paper / B
4
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
4
Série des documents de travail / Centre de Recherche en Économie et Statistique
4
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
4
Discussion paper / Centre for Economic Policy Research
3
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
Discussion papers of interdisciplinary research project 373
3
Financial derivatives : pricing and risk management
3
Financial engineering
3
Mathematical control theory and finance
3
Mathematical finance
3
SFB 649 discussion paper
3
Working paper / National Bureau of Economic Research, Inc.
3
Working paper series / Centre for Practical Quantitative Finance
3
Working papers
3
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
3
AFI
2
Advances in finance and stochastics : essays in honour of Dieter Sondermann
2
Bonn Econ Discussion Papers / BGSE
2
Cahier / Département de Sciences Économiques, Université de Montréal
2
Cahier / Institut de Sciences Actuarielles, Ecole des Hautes Etudes Commerciales, Université de Lausanne
2
Current topics in quantitative finance : with 23 tables
2
Discussion paper / Center for Economic Research, Tilburg University
2
Discussion paper / Department of Business and Management Science
2
Discussion paper / Tinbergen Institute
2
Finance and economics discussion series
2
Les cahiers de recherche / HEC Paris
2
Manuskripte aus den Instituten für Betriebswirtschaftslehre der Universität Kiel
2
Passauer Diskussionspapiere / Betriebswirtschaftliche Reihe : Diskussionsbeitrag ...
2
Queen's Economics Department working paper
2
Recent advances in financial engineering : proceedings of the 2008 Daiwa International Workshop on Financial Engineering
2
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
2
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
2
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
2
26th Australasian Finance and Banking Conference 2013
1
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ECONIS (ZBW)
216
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1
Self-pricing options
Edelman, David
-
2023
Persistent link: https://www.econbiz.de/10014477093
Saved in:
2
The pricing kernel in options
Heston, Steven L.
;
Jacobs, Kris
;
Kim, Hyung Joo
-
2023
Persistent link: https://www.econbiz.de/10014385050
Saved in:
3
Endogenous option pricing
Gamba, Andrea
;
Saretto, Alessio
-
2022
Persistent link: https://www.econbiz.de/10013170529
Saved in:
4
Pricing the exotic: path-dependent american options with stochastic barriers
Rojas-Bernal, Alejandro
;
Villamizar-Villegas, Mauricio
; …
-
2021
Persistent link: https://www.econbiz.de/10012804267
Saved in:
5
Approximation method using black-scholes formula for barrier option pricing under Lévy models
Li, Yuan
;
Miyachi, Kaimon
;
Shiraya, Kenichiro
; …
-
2021
-
This version : June 7, 2021
Persistent link: https://www.econbiz.de/10012807890
Saved in:
6
Variance Gamma process in the option pricing model
Drahokoupil, Jakub
-
2021
Persistent link: https://www.econbiz.de/10012493120
Saved in:
7
Probability-free models in option pricing : statistically indistinguishable dynamics and historical vs implied volatility
Brigo, Damiano
- In:
Options - 45 years since the publication of the …
,
(pp. 47-61)
.
2023
Persistent link: https://www.econbiz.de/10014366586
Saved in:
8
Cumulant formulas for implied volatility
Lee, Roger
- In:
Options - 45 years since the publication of the …
,
(pp. 185-193)
.
2023
Persistent link: https://www.econbiz.de/10014366604
Saved in:
9
Implied volatility asymptotics : Black-Scholes and beyond
Tankov, Peter
- In:
Options - 45 years since the publication of the …
,
(pp. 195-212)
.
2023
Persistent link: https://www.econbiz.de/10014366651
Saved in:
10
A general theory of option pricing
Geršôn, Dāwid
- In:
Options - 45 years since the publication of the …
,
(pp. 293-330)
.
2023
Persistent link: https://www.econbiz.de/10014366656
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