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~isPartOf:"International journal of theoretical and applied finance"
~subject:"Black-Scholes model"
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Black-Scholes model
Theorie
567
Theory
567
Portfolio selection
147
Portfolio-Management
147
Stochastic process
118
Stochastischer Prozess
118
Option pricing theory
104
Optionspreistheorie
104
Volatility
76
Volatilität
76
Credit risk
67
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Derivat
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Derivative
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Hedging
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Mathematische Optimierung
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Risk measure
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Capital income
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Incomplete market
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Kapitaleinkommen
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Unvollkommener Markt
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Black-Scholes-Modell
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Option trading
23
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25
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Gulko, Les
2
Wilmott, Paul
2
Aurell, Erik
1
Avellaneda, Marco
1
Bayraktar, Erhan
1
Benhamou, Eric
1
Bordag, L. A.
1
Branger, Nicole
1
Brody, Dorje C.
1
Buffington, John
1
Chmakova, Alina Y.
1
Constantinou, Irene C.
1
Decamps, Marc
1
Düring, Bertram
1
Elliott, Robert J.
1
Esipov, Sergej
1
Fouque, Jean-Pierre
1
Fournié, Michel
1
Gobet, Emmanuel
1
Gonon, Lukas
1
Goovaerts, Marc J.
1
Herzel, Stefano
1
Jüngel, Ansgar
1
Keenan, S. C.
1
Korn, Ralf
1
Limon, Alfonso
1
Meister, Bernhard K.
1
Meyer, Gunter H.
1
Miri, Mohammed
1
Morris, Hedley
1
Muratore-Ginanneschi, Paolo
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Muslimov, Alexander G.
1
Ostrovsky, Dmitry
1
Oztukel, Asli
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Papanicolaou, George
1
Poor, H. Vincent
1
Rogers, Leonard C. G.
1
Schlag, Christian
1
Schoutens, Wim
1
Silantʹev, Nikolai A.
1
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International journal of theoretical and applied finance
Mathematical finance : an international journal of mathematics, statistics and financial theory
33
Finance and stochastics
20
Applied mathematical finance
18
The journal of futures markets
17
The journal of derivatives : the official publication of the International Association of Financial Engineers
16
Options : classic approaches to pricing and modelling
11
Review of derivatives research
10
The journal of computational finance
9
Asia-Pacific financial markets
8
CoFE discussion papers
7
The review of financial studies
7
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
6
The European journal of finance
6
Advances in futures and options research : a research annual
5
Decisions in economics and finance : DEF ; a journal of applied mathematics
5
Discussion paper / B
5
Finanzmarkt und Portfolio-Management
5
Journal of economic dynamics & control
5
Mathematical methods of operations research
5
Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
5
Working paper series / Centre for Practical Quantitative Finance
5
Journal of banking & finance
4
Journal of econometrics
4
The journal of risk and insurance : the journal of the American Risk and Insurance Association
4
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
4
Advances in quantitative analysis of finance and accounting : a research annual
3
Berichte zur Stochastik und verwandten Gebieten
3
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
Finance research letters
3
Graduate studies in mathematics : GSM
3
International review of economics & finance : IREF
3
International review of financial analysis
3
Journal of financial and quantitative analysis : JFQA
3
Journal of political economy
3
Kredit und Kapital
3
Mathematical control theory and finance
3
Nonlinear models in mathematical finance : new research trends in option pricing
3
Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik
3
Reihe Quantitative Ökonomie : Ökon
3
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1
On the profit and loss distribution of dynamic hedging strategies
Esipov, Sergej
;
Vajsburd, Igor
- In:
International journal of theoretical and applied finance
2
(
1999
)
2
,
pp. 131-152
Persistent link: https://www.econbiz.de/10001394239
Saved in:
2
A simple model for option pricing with jumping stochastic volatility
Herzel, Stefano
- In:
International journal of theoretical and applied finance
1
(
1998
)
4
,
pp. 487-505
Persistent link: https://www.econbiz.de/10001255558
Saved in:
3
Uncertain parameters, an empirical stochastic volatility model and confidence limits
Wilmott, Paul
- In:
International journal of theoretical and applied finance
1
(
1998
)
1
,
pp. 175-189
Persistent link: https://www.econbiz.de/10001236669
Saved in:
4
A risk-neutral stochastic volatility model
Zhu, Yingzi
- In:
International journal of theoretical and applied finance
1
(
1998
)
2
,
pp. 289-310
Persistent link: https://www.econbiz.de/10001240151
Saved in:
5
Evolution of firm size
Gonon, Lukas
;
Rogers, Leonard C. G.
- In:
International journal of theoretical and applied finance
17
(
2014
)
5
,
pp. 1-15
Persistent link: https://www.econbiz.de/10010437201
Saved in:
6
High order compact finite difference schemes for a nonlinear black-scholes equation
Düring, Bertram
;
Fournié, Michel
;
Jüngel, Ansgar
- In:
International journal of theoretical and applied finance
6
(
2003
)
7
,
pp. 767-789
Persistent link: https://www.econbiz.de/10001820885
Saved in:
7
Coherent risk measures for derivates under Black-Scholes economy
Yang, Hai
;
Siu, T. K.
- In:
International journal of theoretical and applied finance
4
(
2001
)
5
,
pp. 819-835
Persistent link: https://www.econbiz.de/10001612278
Saved in:
8
The entropy
theory
of bond option pricing
Gulko, Les
- In:
International journal of theoretical and applied finance
5
(
2002
)
4
,
pp. 355-383
Persistent link: https://www.econbiz.de/10001682218
Saved in:
9
American options with regime switching
Buffington, John
;
Elliott, Robert J.
- In:
International journal of theoretical and applied finance
5
(
2002
)
5
,
pp. 497-514
Persistent link: https://www.econbiz.de/10001687141
Saved in:
10
Renormalization of Black-Scholes equation for stochastically fluctuating interest rate
Muslimov, Alexander G.
;
Silantʹev, Nikolai A.
- In:
International journal of theoretical and applied finance
4
(
2001
)
4
,
pp. 621-634
Persistent link: https://www.econbiz.de/10001600364
Saved in:
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