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~subject:"Black-Scholes-Modell"
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Black-Scholes-Modell
Stochastischer Prozess
17,115
Stochastic process
16,675
Optionspreistheorie
14,747
Option pricing theory
14,289
Theorie
12,542
Theory
12,217
Volatilität
5,955
Volatility
5,848
Optionsgeschäft
2,917
Option trading
2,898
Derivat
2,533
Derivative
2,529
Portfolio-Management
2,302
Portfolio selection
2,282
Mathematische Optimierung
2,211
Mathematical programming
2,198
Schätzung
2,132
Estimation
2,081
Zeitreihenanalyse
1,526
Time series analysis
1,477
Hedging
1,435
CAPM
1,398
Risiko
1,347
Risk
1,333
Schätztheorie
1,288
USA
1,274
Estimation theory
1,264
Zinsstruktur
1,257
Yield curve
1,241
United States
1,228
Börsenkurs
1,118
Black-Scholes model
1,115
Statistische Verteilung
1,082
Share price
1,080
Statistical distribution
1,062
Markov chain
1,051
Markov-Kette
1,051
Monte-Carlo-Simulation
1,040
Monte Carlo simulation
1,035
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Free
312
Undetermined
288
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Article
687
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Graue Literatur
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Arbeitspapier
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41
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33
Aufsatzsammlung
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4
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1,110
German
58
French
1
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1
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Alghalith, Moawia
10
Kohlmann, Michael
10
Lee, Cheng F.
10
Madan, Dilip B.
10
Câmara, António
9
Ehrhardt, Matthias
9
Seydel, Rüdiger
8
Härdle, Wolfgang
7
Jarrow, Robert A.
7
Renault, Eric
7
Cui, Zhenyu
6
Engle, Robert F.
6
Garcia, René
6
Lee, John C.
6
Rosenberg, Joshua V.
6
Wystup, Uwe
6
Zhu, Song-Ping
6
Alexander, Carol
5
Alòs, Elisa
5
Elliott, Robert J.
5
Fengler, Matthias R.
5
Gatheral, Jim
5
Ko, Bangwon
5
Lee, Hangsuck
5
Luger, Richard
5
Orlando, Giuseppe
5
Reisinger, Christoph
5
Schoutens, Wim
5
Singh, Vipul Kumar
5
Stefanica, Dan
5
Takahashi, Akihiko
5
Wilhelm, Jochen
5
Ševčovič, Daniel
5
Chance, Don M.
4
Frey, Rüdiger
4
Funahashi, Hideharu
4
Fusai, Gianluca
4
Gikhman, Ilya I.
4
Guidolin, Massimo
4
Henry-Labordere, Pierre
4
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Sonderforschungsbereich Ökonomisches Risiko <Berlin>
4
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
Institut für Schweizerisches Bankwesen <Zürich>
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
University of Queensland / School of Economics
1
Universität <Passau> / Lehrstuhl für Betriebswirtschaftslehre mit Schwerpunkt Finanzierung
1
Universität Trier
1
Verlag Dr. Kovač
1
Weierstraß-Institut für Angewandte Analysis und Stochastik
1
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International journal of theoretical and applied finance
51
Computational economics
30
Applied mathematical finance
26
The journal of computational finance
24
Finance and stochastics
23
International journal of financial engineering
21
Quantitative finance
21
Journal of mathematical finance
20
The journal of futures markets
20
Mathematical finance : an international journal of mathematics, statistics and financial theory
18
Review of derivatives research
17
Journal of banking & finance
14
The North American journal of economics and finance : a journal of financial economics studies
14
Asia-Pacific financial markets
11
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
Research paper series / Swiss Finance Institute
7
The journal of derivatives : the official publication of the International Association of Financial Engineers
7
Applied economics
6
Journal of econometrics
6
Journal of financial economics
6
Options : classic approaches to pricing and modelling
6
Annals of financial economics
5
CoFE discussion papers
5
Discussion paper / B
5
International journal of financial markets and derivatives
5
International journal of theoretical and applied finance : IJTAF
5
Wiley finance series
5
Annals of finance
4
CoFE Discussion Paper
4
Computational Management Science : CMS
4
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
4
Diskussionspapier
4
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Source
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ECONIS (ZBW)
1,131
USB Cologne (EcoSocSci)
17
EconStor
13
USB Cologne (business full texts)
9
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1
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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
Strategien zur Absicherung ungewisser Verpflichtungen mit Transaktionskosten im Binomialmodell
Wehrmann, Dirk C.
-
1998
Persistent link: https://www.econbiz.de/10000676156
Saved in:
3
An introduction to computational finance
Uǧur, Ömür
-
2009
Persistent link: https://www.econbiz.de/10003742360
Saved in:
4
Dynamic, nonparametric hedging of European style contigent claims using canonical valuation
Alcock, Jamie
;
Gray, Philip K.
- In:
Finance research letters
2
(
2005
)
1
,
pp. 41-50
Persistent link: https://www.econbiz.de/10002685784
Saved in:
5
FX options and smile risk
Castagna, Antonio
-
2010
Persistent link: https://www.econbiz.de/10003849324
Saved in:
6
Componentwise splitting methods for pricing American options under stochastic volatility
Ikonen, Samuli
;
Toivanen, Jari
- In:
International journal of theoretical and applied finance
10
(
2007
)
2
,
pp. 331-361
Persistent link: https://www.econbiz.de/10003441984
Saved in:
7
Option prices as probabilities : a new look at generalized black-scholes formulae
Profeta, Christophe
;
Roynette, Bernard
;
Yor, Marc
-
2010
Persistent link: https://www.econbiz.de/10003919904
Saved in:
8
A Hull and White formula for a general stochastic volatility jump-diffusion model with applications to the study of the short-time behavior of the implied volatility
Alòs, Elisa
;
León, Jorge A.
;
Pontier, Monique
;
Vives, …
-
2008
Persistent link: https://www.econbiz.de/10008663229
Saved in:
9
A quasi-analytical interpolation method for pricing American options under general multi-dimensional diffusion processes
Li, Minqiang
- In:
Review of derivatives research
13
(
2010
)
2
,
pp. 177-217
Persistent link: https://www.econbiz.de/10008695491
Saved in:
10
Calibrating volatility function bounds for an uncertain volatility model
Coleman, Thomas F.
;
He, Changhong
;
Li, Yuying
- In:
The journal of computational finance
13
(
2009/10
)
4
,
pp. 63-93
Persistent link: https://www.econbiz.de/10003996075
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