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Black-Scholes-Modell
Volatilität
1,193
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1,150
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1,038
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1,011
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988
stochastic volatility
960
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option pricing
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Kim, Junseok
3
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He, Xin-Jiang
2
Jagannathan, Raj
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Jeong, Darae
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Leccadito, Arturo
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Marazzina, Daniele
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Marinelli, Carlo
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Platen, Eckhard
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Rendek, Renata
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Sanfelici, Simona
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SenGupta, Indranil
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Yoo, Minhyun
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1
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1
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Computational economics
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Review of derivatives research
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2
International journal of financial markets and derivatives
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Journal of banking & finance
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Manchester Business School - Research - Working Papers
2
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
2
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
2
The North American journal of economics and finance : a journal of financial economics studies
2
26th Australasian Finance and Banking Conference 2013
1
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Annals of financial economics
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Asia-Pacific financial markets
1
Asia-Pacific journal of financial studies
1
Borradores de economía
1
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1
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1
Computational Management Science : CMS
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Decisions in economics and finance : a journal of applied mathematics
1
Digital finance : smart data analytics, investment innovation, and financial technology
1
EconoQuantum : Revista de Economía y Negocios
1
Econometric reviews
1
Economic dynamics and sustainable development ; Part 2
1
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1
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ECONIS (ZBW)
135
EconStor
3
USB Cologne (business full texts)
2
BASE
1
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1
Perpetual options on multiple underlyings
Duck, Peter W.
;
Evatt, Geoffrey W.
;
Johnson, Paul V.
- In:
Applied mathematical finance
21
(
2014
)
1/2
,
pp. 174-200
Persistent link: https://www.econbiz.de/10010352003
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2
On the importance of the traders' rules for pricing options : evidence from intraday data
Kim, Sol
;
Lee, Changjun
- In:
Asia-Pacific journal of financial studies
43
(
2014
)
6
,
pp. 873-894
Persistent link: https://www.econbiz.de/10010476863
Saved in:
3
Assessing the performance of symmetric and asymmetric implied volatility functions
Andreou, Panayiotis C.
;
Charalambous, Chris
; …
- In:
Review of quantitative finance and accounting
42
(
2014
)
3
,
pp. 373-397
Persistent link: https://www.econbiz.de/10010391631
Saved in:
4
Empirical performance of stochastic volatility option pricing models
Stilger, Przemyslaw S.
;
Ngoc Quynh Anh Nguyen
;
Tri Minh …
- In:
International journal of financial engineering
8
(
2021
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012654781
Saved in:
5
The continuous limit of weak GARCH
Alexander, Carol
;
Lazar, Emese
- In:
Econometric reviews
40
(
2021
)
2
,
pp. 197-216
Persistent link: https://www.econbiz.de/10012483807
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6
Some pricing tools for the variance gamma model
Aguilar, Jean-Philippe
- In:
International journal of theoretical and applied finance
23
(
2020
)
4
,
pp. 1-35
Persistent link: https://www.econbiz.de/10012271024
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7
A general framework for pricing Asian options under stochastic volatility on parallel architecture
Corsaro, Stefania
;
Kyriakou, Ioannis
;
Marazzina, Daniele
; …
- In:
European journal of operational research : EJOR
272
(
2019
)
3
,
pp. 1082-1095
Persistent link: https://www.econbiz.de/10011942796
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8
A comparison of pricing and hedging performances of equity derivatives models
Lassance, Nathan
;
Vrins, Frédéric
- In:
Applied economics
50
(
2018
)
10
,
pp. 1122-1137
Persistent link: https://www.econbiz.de/10011848262
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9
Pricing perpetual American lookback options under stochastic volatility
Lee, Min-Ku
- In:
Computational economics
53
(
2019
)
3
,
pp. 1265-1277
Persistent link: https://www.econbiz.de/10012135129
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10
Discrete-time stochastic volatility process in option pricing : a generalisation of the Amin-Ng and the Black-Scholes models
Pajor, Anna
- In:
International journal of financial markets and derivatives
5
(
2016
)
2/4
,
pp. 189-211
Persistent link: https://www.econbiz.de/10011742315
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