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Search: subject:"Black-Scholes-Modell"
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Black-Scholes-Modell
1,718
Black-Scholes model
1,621
Optionspreistheorie
1,105
Option pricing theory
1,063
Theorie
646
Theory
626
Volatilität
527
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518
Optionsgeschäft
402
Option trading
398
Stochastischer Prozess
355
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55
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54
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Index futures
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Lee, Cheng F.
13
Madan, Dilip B.
13
Alghalith, Moawia
11
Jarrow, Robert A.
11
Jüngel, Ansgar
11
Kohlmann, Michael
11
Wystup, Uwe
11
Câmara, António
9
Ehrhardt, Matthias
9
Franke, Günter
9
Härdle, Wolfgang
9
Korn, Ralf
9
Schoutens, Wim
9
Singh, Vipul Kumar
9
Stapleton, Richard C.
9
Elliott, Robert J.
8
Fengler, Matthias R.
8
Seydel, Rüdiger
8
Carr, Peter
7
Chance, Don M.
7
Frey, Rüdiger
7
Gikhman, Ilya I.
7
Günther, Michael
7
Kühn, Christoph
7
Mahayni, Antje
7
Renault, Eric
7
Subrahmanyam, Marti G.
7
Vanduffel, Steven
7
Alòs, Elisa
6
Cui, Zhenyu
6
Düring, Bertram
6
Engle, Robert F.
6
Garcia, René
6
Goovaerts, Marc J.
6
Lee, John C.
6
Merk, Andreas
6
Orlando, Giuseppe
6
Rosenberg, Joshua V.
6
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6
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Sonderforschungsbereich Ökonomisches Risiko <Berlin>
5
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3
Centre for Analytical Finance <Århus>
2
Ekonomiska forskningsinstitutet <Stockholm>
2
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2
Johannes Gutenberg-Universität Mainz
2
Manchester Business School
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1
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1
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1
Eberhard Karls Universität Tübingen
1
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1
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1
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1
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1
Institut für Industrielle Informationstechnik <Karlsruhe>
1
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1
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1
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1
National Bureau of Economic Research
1
National Centre of Competence in Research North South <Bern>
1
Senacor Technologies AG, Nürnberg
1
Society of Actuaries
1
Springer Fachmedien Wiesbaden
1
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1
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1
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1
Universiteit Antwerpen / Faculteit Toegepaste Economische Wetenschappen
1
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1
University of Queensland / School of Economics
1
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1
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1
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1
Universität Trier
1
Universität Zürich / Institut für Schweizerisches Bankwesen
1
Verlag Dr. Kovač
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
39
The journal of futures markets
33
The journal of computational finance
32
Computational economics
31
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
CoFE Discussion Paper
8
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
Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
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
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ECONIS (ZBW)
1,644
USB Cologne (EcoSocSci)
31
EconStor
26
USB Cologne (business full texts)
17
BASE
2
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61
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70
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61
A bilinear pseudo-spectral method for solving two-asset European and American pricing options
Khasi, M.
;
Rashidinia, J.
- In:
Computational economics
63
(
2024
)
2
,
pp. 893-918
Persistent link: https://www.econbiz.de/10014475075
Saved in:
62
Fractional Brownian motion in option pricing and dynamic delta hedging : experimental simulations
Dufera, Tamirat Temesgen
- In:
The North American journal of economics and finance : a …
69
(
2024
)
2
,
pp. 1-13
Persistent link: https://www.econbiz.de/10014445631
Saved in:
63
Option valuation with conditional heteroskedastic hidden truncation models
Belhachemi, Rachid
- In:
Computational economics
63
(
2024
)
6
,
pp. 2585-2601
Persistent link: https://www.econbiz.de/10014636763
Saved in:
64
Models of option pricing
Shao, Jia
;
Joseph, Nathan Lael
;
El-Masry, Ahmed A.
-
2024
Persistent link: https://www.econbiz.de/10015045544
Saved in:
65
Alternative methods to derive option pricing models : review and comparison
Lee, Cheng F.
;
Chen, Yibing
;
Lee, John
-
2024
Persistent link: https://www.econbiz.de/10015045614
Saved in:
66
Estimating binomial and Black & Scholes option pricing models : Excel, R Language, and SAS program approach
Kao, Lie Jane
;
Lee, John
;
Lee, Cheng F.
-
2024
Persistent link: https://www.econbiz.de/10015047563
Saved in:
67
Estimating European and American option pricing models : Excel and SAS language approach
Chang, Jow-Ran
;
Lee, John
;
Lee, Cheng F.
-
2024
Persistent link: https://www.econbiz.de/10015050024
Saved in:
68
The valuation of options on discrete dividend-paying stocks
Shu, Huisheng
- In:
Applied economics letters
31
(
2024
)
12
,
pp. 1090-1095
Persistent link: https://www.econbiz.de/10014558681
Saved in:
69
Decision tree and Microsoft Excel approach for option pricing model
Chang, Jow-Ran
;
Lee, John
-
2024
Persistent link: https://www.econbiz.de/10015047742
Saved in:
70
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:
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