//--> //--> //--> //-->
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-Modell"
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
Affine fractional stochastic v...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Black-Scholes-Modell
Volatilität
1,193
Volatility
1,150
Stochastischer Prozess
1,038
Stochastic process
1,011
Stochastic volatility
988
stochastic volatility
960
Optionspreistheorie
883
Option pricing theory
858
option pricing
674
Option pricing
612
Theorie
430
Schätzung
391
Estimation
380
Theory
380
Zeitreihenanalyse
241
Time series analysis
229
Bayesian inference
221
Optionsgeschäft
221
Option trading
217
Stochastic Volatility
205
Bayes-Statistik
203
Monte Carlo simulation
194
Prognoseverfahren
193
Derivat
191
Derivative
191
Forecasting model
185
Option Pricing
164
Monte-Carlo-Simulation
161
VAR-Modell
160
VAR model
153
ARCH-Modell
150
Schätztheorie
145
Black-Scholes model
143
Stochastische Volatilität
143
ARCH model
140
Estimation theory
139
Börsenkurs
138
Markov chain
135
Kapitaleinkommen
134
more ...
less ...
Online availability
All
Undetermined
78
Free
29
Type of publication
All
Article
123
Book / Working Paper
18
Type of publication (narrower categories)
All
Article in journal
119
Aufsatz in Zeitschrift
119
Working Paper
13
Graue Literatur
11
Non-commercial literature
11
Arbeitspapier
10
Aufsatz im Buch
4
Book section
4
Conference paper
2
Hochschulschrift
2
Konferenzbeitrag
2
Thesis
2
more ...
less ...
Language
All
English
138
German
3
Author
All
Kim, Junseok
3
Kim, Sol
3
D'Addona, Stefano
2
Düring, Bertram
2
Fournié, Michel
2
He, Xin-Jiang
2
Jagannathan, Raj
2
Jeong, Darae
2
Jüngel, Ansgar
2
Leccadito, Arturo
2
Marazzina, Daniele
2
Marinelli, Carlo
2
Platen, Eckhard
2
Rendek, Renata
2
Sanfelici, Simona
2
SenGupta, Indranil
2
Yoo, Minhyun
2
Zhu, Song-Ping
2
Abdi-Mazraeh, Somayeh
1
Aguilar, Jean-Philippe
1
Alexander, Carol
1
Alfeus, Mesias
1
Alghalith, Moawia
1
Alim, Md. Abdul
1
Almeida, Caio
1
Alziary, Bénédicte
1
Andreou, Panayiotis C.
1
Arin, Efe
1
Arismendi Zambrano, Juan Carlos
1
Aziz, Saqib
1
Back, Janis
1
Bagheri, Neda
1
Bajaj, Parminder
1
Ballestra, Luca Vincenzo
1
Ballotta, Laura
1
Bandi, Chaithanya
1
Belhachemi, Rachid
1
Bentata, Amel
1
Bertsimas, Dimitris
1
Bhattacharya, Sujoy
1
more ...
less ...
Institution
All
Manchester Business School
2
Universität Trier
1
Published in...
All
Computational economics
11
International journal of theoretical and applied finance
7
International journal of financial engineering
6
Journal of mathematical finance
6
Review of derivatives research
6
European journal of operational research : EJOR
5
Applied mathematical finance
4
Quantitative finance
4
Risks : open access journal
4
Applied economics
3
Journal of risk and financial management : JRFM
3
Review of quantitative finance and accounting
3
The journal of computational finance
3
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
2
International journal of financial markets and derivatives
2
Journal of banking & finance
2
Journal of financial economics
2
Journal of risk
2
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
Annals of finance
1
Annals of financial economics
1
Applied economics letters
1
Asia-Pacific financial markets
1
Asia-Pacific journal of financial studies
1
Borradores de economía
1
CoFE Discussion Paper
1
CoFE discussion papers
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
Economic research
1
Economics letters
1
more ...
less ...
Source
All
ECONIS (ZBW)
135
EconStor
3
USB Cologne (business full texts)
2
BASE
1
Showing
1
-
10
of
141
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
Saved in:
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
Saved in:
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
Saved in:
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
Saved in:
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
Saved in:
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
Saved in:
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
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...
//-->