//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Black-Scholes model"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
The effect of using a lattice...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Black-Scholes model
Optionspreistheorie
14,726
Option pricing theory
14,268
Volatilität
3,853
Volatility
3,790
Theorie
3,530
Theory
3,397
Stochastischer Prozess
3,204
Stochastic process
3,154
Optionsgeschäft
2,855
Option trading
2,838
Derivat
2,364
Derivative
2,361
Hedging
1,240
Black-Scholes-Modell
1,097
Portfolio-Management
1,091
Portfolio selection
1,079
CAPM
1,019
Zinsstruktur
932
Yield curve
922
Schätzung
864
Estimation
849
USA
721
United States
707
Realoptionsansatz
638
Real options analysis
637
Risiko
619
Risk
616
Monte-Carlo-Simulation
610
Monte Carlo simulation
605
Kreditrisiko
577
Statistische Verteilung
568
Credit risk
567
Statistical distribution
559
Börsenkurs
553
Share price
539
Kapitaleinkommen
510
Capital income
509
Zinsderivat
457
Interest rate derivative
454
more ...
less ...
Online availability
All
Undetermined
280
Free
273
Type of publication
All
Article
648
Book / Working Paper
396
Type of publication (narrower categories)
All
Article in journal
599
Aufsatz in Zeitschrift
599
Graue Literatur
103
Non-commercial literature
103
Arbeitspapier
90
Working Paper
90
Aufsatz im Buch
45
Book section
45
Lehrbuch
33
Hochschulschrift
32
Textbook
32
Thesis
25
Forschungsbericht
8
Aufsatzsammlung
7
Handbook
7
Handbuch
7
Glossar enthalten
6
Glossary included
6
CD-ROM, DVD
5
Bibliografie enthalten
4
Bibliography included
4
Reprint
4
Accompanied by computer file
3
Amtsdruckschrift
3
Bibliografie
3
Collection of articles written by one author
3
Conference paper
3
Einführung
3
Elektronischer Datenträger als Beilage
3
Government document
3
Konferenzbeitrag
3
Sammlung
3
Collection of articles of several authors
2
Sammelwerk
2
Systematic review
2
Übersichtsarbeit
2
Biografie
1
Biography
1
Rezension
1
more ...
less ...
Language
All
English
1,002
German
41
Italian
1
Portuguese
1
Swedish
1
Author
All
Alghalith, Moawia
10
Madan, Dilip B.
10
Câmara, António
9
Ehrhardt, Matthias
9
Lee, Cheng F.
9
Cui, Zhenyu
6
Engle, Robert F.
6
Garcia, René
6
Jarrow, Robert A.
6
Lee, John C.
6
Renault, Eric
6
Rosenberg, Joshua V.
6
Zhu, Song-Ping
6
Alexander, Carol
5
Gatheral, Jim
5
Ko, Bangwon
5
Lee, Hangsuck
5
Luger, Richard
5
Orlando, Giuseppe
5
Schoutens, Wim
5
Singh, Vipul Kumar
5
Stefanica, Dan
5
Takahashi, Akihiko
5
Ševčovič, Daniel
5
Chance, Don M.
4
Elliott, Robert J.
4
Fengler, Matthias R.
4
Frey, Rüdiger
4
Funahashi, Hideharu
4
Gikhman, Ilya I.
4
Guidolin, Massimo
4
Henry-Labordere, Pierre
4
Härdle, Wolfgang
4
Joshi, Mark S.
4
Kim, Junseok
4
Mininni, Michele
4
Orosi, Greg
4
Pirjol, Dan
4
Reisinger, Christoph
4
Sandmann, Klaus
4
more ...
less ...
Institution
All
Centre for Analytical Finance <Århus>
2
Ekonomiska forskningsinstitutet <Stockholm>
2
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
2
Center for Economic Research <Tilburg>
1
ESCP-EAP European School of Management
1
Eberhard Karls Universität Tübingen
1
Federal Reserve System / Board of Governors
1
Hochschule für Bankwirtschaft
1
National Bureau of Economic Research
1
Society of Actuaries
1
Svenska Handelshögskolan <Helsinki>
1
Technische Hochschule Mittelhessen
1
Universiteit Antwerpen / Faculteit Toegepaste Economische Wetenschappen
1
University of Cambridge / Department of Applied Economics
1
Verlag Dr. Kovač
1
Weierstraß-Institut für Angewandte Analysis und Stochastik
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
47
Computational economics
29
Applied mathematical finance
24
The journal of computational finance
24
Quantitative finance
21
International journal of financial engineering
20
Journal of mathematical finance
20
Finance and stochastics
19
The journal of futures markets
19
Review of derivatives research
17
Mathematical finance : an international journal of mathematics, statistics and financial theory
14
Journal of banking & finance
13
The North American journal of economics and finance : a journal of financial economics studies
13
Asia-Pacific financial markets
9
Journal of economic dynamics & control
9
Risks : open access journal
9
European journal of operational research : EJOR
8
Review of quantitative finance and accounting
8
The European journal of finance
8
Decisions in economics and finance : DEF ; a journal of applied mathematics
7
Finance research letters
7
Journal of derivatives & hedge funds
7
Journal of risk and financial management : JRFM
7
The journal of derivatives : the official publication of the International Association of Financial Engineers
7
Applied economics
6
Research paper series / Swiss Finance Institute
6
Discussion paper / B
5
International journal of financial markets and derivatives
5
International journal of theoretical and applied finance : IJTAF
5
Journal of econometrics
5
Wiley finance series
5
Annals of financial economics
4
Computational Management Science : CMS
4
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
4
Journal of empirical finance
4
Journal of financial economics
4
Journal of risk
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
Mathematics and financial economics
4
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
4
more ...
less ...
Source
All
ECONIS (ZBW)
1,044
Showing
1
-
10
of
1,044
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
First-order calculus and option pricing
Carr, Peter
- In:
Journal of financial engineering
1
(
2014
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10010508100
Saved in:
2
Portfolio insurance and volatility : on the robustness of the Black-Scholes option pricing model
Frey, Rüdiger
;
Stremme, Alexander
-
1993
Persistent link: https://www.econbiz.de/10000412479
Saved in:
3
Modeling the term structure of interest rates : a review of the literature
Gibson, Rajna
;
Lhabitant, François-Serge
;
Talay, Denis
-
1998
Persistent link: https://www.econbiz.de/10000168118
Saved in:
4
Theory of rational option pricing: II
Grundy, Bruce D.
;
Wiener, Zvi
-
1995
Persistent link: https://www.econbiz.de/10000907902
Saved in:
5
Options, sunspots, and the creation of uncertainty
Bowman, David
;
Faust, Jon
-
1995
Persistent link: https://www.econbiz.de/10000911316
Saved in:
6
A PDE approach to Asian options : analytical and numerical evidence
Alziary, Bénédicte
;
Décamps, Jean-Paul
;
Koehl, …
-
1996
Persistent link: https://www.econbiz.de/10000936713
Saved in:
7
Stock options as barrier contingent claims
Ericsson, Jan
;
Reneby, Joel
-
1996
Persistent link: https://www.econbiz.de/10000953742
Saved in:
8
Discrete time hedging of OTC options in a GARCH environment : a simulation experiment
Hagerud, Gustaf E.
-
1997
Persistent link: https://www.econbiz.de/10000959376
Saved in:
9
An analysis of the predictive ability of the Black-Scholes option pricing model in the Netherlands
Hand, Megan
-
1994
Persistent link: https://www.econbiz.de/10000959539
Saved in:
10
Derivative asset analysis in models with level-dependent and stochastic volatility
Frey, Rüdiger
-
1997
Persistent link: https://www.econbiz.de/10000959999
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->