Narrow search
Showing 1 - 10 of 13,892
Cover Image
Dynamics and controllability of financial derivatives : towards stabilization the global financial crisis
Shibli, Murad - In: Journal of mathematical finance 2 (2012) 1, pp. 54-65
Persistent link: https://www.econbiz.de/10009668280
Cover Image
The Nobel-Awarded Black Scholes Model : Key Characteristics and Its Applications to Option Valuation - Ultimate Collapse of LTCM Fund
Rajkowski, Michal - 2012
The aim of this paper is to present different views on Black-Scholes model. The Black-Scholes equation is one of the most significant equations in financial mathematics. It is commonly used to determine price of options. However its applications as well as modifications go far beyond this...
Persistent link: https://www.econbiz.de/10013100468
Cover Image
Option valuation and hedging in markets with a crunch
El-Khatib, Youssef; Hatemi-J, Abdulnasser - In: Journal of economic studies 44 (2017) 5, pp. 801-815
Persistent link: https://www.econbiz.de/10011960936
Cover Image
Implied volatility surfaces during the period of global financial crisis
Wirjanto, Tony S.; Zhu, Anyi - In: International journal of financial engineering 5 (2018) 1, pp. 1-50
Persistent link: https://www.econbiz.de/10011922944
Cover Image
Path-dependent option valuation when the underlying path is discontinuous
Zhou, Chunsheng - 1997
Persistent link: https://www.econbiz.de/10000633272
Cover Image
Parity analysis of non-log normality of Black-Scholes and its inter-competence
Singh, Vipul Kumar - In: International journal of financial markets and derivatives 3 (2014) 4, pp. 358-391
Persistent link: https://www.econbiz.de/10010406900
Cover Image
Optimal options pricing and trading : a new theory
Alghalith, Moawia - In: Journal of derivatives & hedge funds 17 (2011) 3, pp. 181-185
Persistent link: https://www.econbiz.de/10009385337
Cover Image
Robert Merton, Myron Scholes and the development of derivative pricing
Schaefer, Stephen M. - In: The Scandinavian journal of economics 100 (1998) 2, pp. 425-445
Persistent link: https://www.econbiz.de/10001245490
Cover Image
Black, Merton and Scholes : their central contributions to economics
Duffie, Darrell - In: The Scandinavian journal of economics 100 (1998) 2, pp. 411-423
Persistent link: https://www.econbiz.de/10001245494
Cover Image
Implied volatilities and transaction costs
Swidler, Steven Mark - In: Journal of financial and quantitative analysis : JFQA 27 (1992) 3, pp. 437-447
Persistent link: https://www.econbiz.de/10001129736