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~subject:"Black-Scholes-Modell"
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Black-Scholes-Modell
Optionspreistheorie
14,730
Option pricing theory
14,272
Volatilität
3,986
Theorie
3,931
Volatility
3,923
Theory
3,784
Stochastischer Prozess
3,276
Stochastic process
3,223
Optionsgeschäft
2,943
Option trading
2,923
Derivat
2,431
Derivative
2,429
Black-Scholes model
1,659
Hedging
1,318
Portfolio-Management
1,174
Portfolio selection
1,158
CAPM
1,060
Zinsstruktur
953
Yield curve
943
Schätzung
905
Estimation
890
USA
781
United States
765
Realoptionsansatz
649
Real options analysis
647
Risiko
646
Risk
643
Monte-Carlo-Simulation
625
Monte Carlo simulation
615
Kreditrisiko
592
Statistische Verteilung
587
Börsenkurs
583
Credit risk
582
Statistical distribution
577
Share price
568
Kapitaleinkommen
535
Capital income
534
Zinsderivat
462
Aktienoption
460
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416
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314
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Article
1,031
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197
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58
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47
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11
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9
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Madan, Dilip B.
13
Alghalith, Moawia
11
Jarrow, Robert A.
11
Jüngel, Ansgar
11
Kohlmann, Michael
11
Wystup, Uwe
11
Lee, Cheng F.
10
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
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
Satchell, Stephen
6
Zhu, Song-Ping
6
Alexander, Carol
5
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Sonderforschungsbereich Ökonomisches Risiko <Berlin>
5
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
3
Centre for Analytical Finance <Århus>
2
Ekonomiska forskningsinstitutet <Stockholm>
2
Institut für Schweizerisches Bankwesen <Zürich>
2
Johannes Gutenberg-Universität Mainz
2
Manchester Business School
2
Bonn Graduate School of Economics
1
Capital Markets Conference <UTI Institute of Capital Markets, Navi Mumbai> <1, 1997, Navi Muṃbaī>
1
Center for Economic Research <Tilburg>
1
ESCP-EAP European School of Management
1
Eberhard Karls Universität Tübingen
1
Erasmus Research Institute of Management
1
Federal Reserve Bank of Chicago
1
Federal Reserve System / Board of Governors
1
Hochschule für Bankwirtschaft
1
Institut für Betriebswirtschaftslehre <Augsburg> / Lehrstuhl für Betriebswirtschaftslehre, insbesondere Wirtschaftsinformatik <2>
1
Institut für Industrielle Informationstechnik <Karlsruhe>
1
Institut für Seeverkehrswirtschaft und Logistik
1
Institut für Weltwirtschaft
1
Institutt for Foretaksøkonomi <Bergen, Norwegen>
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
Svenska Handelshögskolan <Helsinki>
1
Technische Hochschule Mittelhessen
1
UTI Institute of Capital Markets <Navi Muṃbaī>
1
Universiteit Antwerpen / Faculteit Toegepaste Economische Wetenschappen
1
University of Cambridge / Department of Applied Economics
1
University of Queensland / School of Economics
1
Universität <Bielefeld> / Lehrstuhl für Finanzwirtschaft
1
Universität <Innsbruck>
1
Universität <Passau> / Lehrstuhl für Betriebswirtschaftslehre mit Schwerpunkt Finanzierung
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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Published in...
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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
37
The journal of futures markets
33
The journal of computational finance
32
Computational economics
30
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
Asia-Pacific financial markets
18
Journal of banking & finance
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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Source
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ECONIS (ZBW)
1,634
USB Cologne (EcoSocSci)
31
EconStor
26
USB Cologne (business full texts)
17
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1
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1
A linear regression approach for determining explicit expressions for option prices for equity option pricing models with dependent volatility and return processes
Jagannathan, Raj
- In:
Journal of mathematical finance
6
(
2016
)
2
,
pp. 303-323
Persistent link: https://www.econbiz.de/10011544516
Saved in:
2
Strategic asset valuation and higher stochastic moments : an adjusted black-scholes model
Milanesi, Gastón
;
Pesce, Gabriela
;
El Alabi, Emilio
- In:
Journal of contemporary management : JMC
4
(
2015
)
3
,
pp. 95-106
Persistent link: https://www.econbiz.de/10011392906
Saved in:
3
On two transform methods for the valuation of contingent claims
Nwozo, Chuma Raphael
;
Fadugba, Sunday Emmanuel
- In:
Journal of mathematical finance
5
(
2015
)
2
,
pp. 88-112
Persistent link: https://www.econbiz.de/10011398726
Saved in:
4
A study on numerical solution of Black-Scholes model
Anwar, Md. Nurul
;
Andallah, Laek Sazzad
- In:
Journal of mathematical finance
8
(
2018
)
2
,
pp. 372-381
Persistent link: https://www.econbiz.de/10011874785
Saved in:
5
The pricing models of covered warrants and empirical study in Thin markets and developed markets
Phan Thi Kieu Hoa
;
Dinh Thi Tham
;
Nguyen Quy Thai Duong
; …
- In:
Vietnam's socio-economic development : a social science …
23
(
2018
)
95
,
pp. 41-64
Persistent link: https://www.econbiz.de/10011963080
Saved in:
6
A linear regression approach for determining option pricing for currency-rate diffusion model with dependent stochastic volatility, stochastic interest rate, and return processes
Jagannathan, Raj
- In:
Journal of mathematical finance
8
(
2018
)
1
,
pp. 161-177
Persistent link: https://www.econbiz.de/10011846254
Saved in:
7
Too much of a good thing? : a review of volatility extensions in Black-Scholes
Kermiche, Lamya
- In:
The journal of applied business research
30
(
2014
)
4
,
pp. 1171-1182
Persistent link: https://www.econbiz.de/10010400603
Saved in:
8
Price jump diffusion in Iranian housing market (Merton model and NGARCH approach)
Dinarzehi, Khadijeh
;
Shahiki Tash, Mohammad Nabi
- In:
Iranian economic review : journal of University of Tehran
26
(
2022
)
2
,
pp. 369-388
Persistent link: https://www.econbiz.de/10013365654
Saved in:
9
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:
10
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:
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