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~subject:"Black-Scholes-Modell"
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Black-Scholes-Modell
Mexiko
24,785
Mexico
21,981
Optionspreistheorie
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14,267
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7,034
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EU-Staaten
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Wirtschaftswachstum
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1,070
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1,056
Black-Scholes model
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1,034
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Alghalith, Moawia
10
Madan, Dilip B.
10
Câmara, António
9
Ehrhardt, Matthias
9
Lee, Cheng F.
9
Seydel, Rüdiger
8
Härdle, Wolfgang
7
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
Wystup, Uwe
6
Zhu, Song-Ping
6
Alexander, Carol
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
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Stefanica, Dan
5
Takahashi, Akihiko
5
Wilhelm, Jochen
5
Ševčovič, Daniel
5
Chance, Don M.
4
Elliott, Robert J.
4
Frey, Rüdiger
4
Funahashi, Hideharu
4
Gikhman, Ilya I.
4
Guidolin, Massimo
4
Henry-Labordere, Pierre
4
Joshi, Mark S.
4
Kim, Junseok
4
Merk, Andreas
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
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Hochschule für Bankwirtschaft
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National Bureau of Economic Research
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Svenska Handelshögskolan <Helsinki>
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1
Verlag Dr. Kovač
1
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1
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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
Diskussionspapier
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
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ECONIS (ZBW)
1,062
USB Cologne (EcoSocSci)
17
EconStor
10
USB Cologne (business full texts)
9
BASE
1
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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:
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