Narrow search
Showing 81 - 90 of 89,322
Cover Image
The adequacy of volatility for the elaboration of technology valuation based on real options
Sung, Tae-Eung; Park, Hyun-Woo - In: Technology analysis & strategic management 31 (2019) 1, pp. 1-24
Persistent link: https://www.econbiz.de/10012208118
Cover Image
Drawbacks and limitations of Black-Scholes model for options pricing
Janková, Zuzana - In: Journal of financial studies & research : JFSR 2018 (2018), pp. 1-7
Persistent link: https://www.econbiz.de/10011977593
Cover Image
Volatility and the pricing kernel
Schreindorfer, David; Sichert, Tobias - 2022 - This draft: January 31, 2022
Persistent link: https://www.econbiz.de/10012816005
Cover Image
An empirical testing of Black-Scholes option pricing model : a study of option moneyness (at-the-money)
Rinky; Singh, Shakti - In: International Journal of Financial Markets and … 9 (2023) 3, pp. 208-229
Persistent link: https://www.econbiz.de/10015064444
Cover Image
Black-scholes option pricing models : an empirical study of DAX options
Munch, Kris - 1997
Persistent link: https://www.econbiz.de/10000953053
Cover Image
"Mean Reversion" und "Time Varying Expected Returns" in internationalen Aktienmärkten : Theorie und empirische Evidenz
Bodmer, David - 1996
Persistent link: https://www.econbiz.de/10000953649
Cover Image
Three essays on financial econometrics
Yu, Jialin - 2005
Persistent link: https://www.econbiz.de/10003555366
Cover Image
Pricing kernel modeling
Belomestny, Denis; Ma, Shujie; Härdle, Wolfgang - 2015
We propose a new method to estimate the empirical pricing kernel based on option data. We estimate the pricing kernel nonparametrically by using the ratio of the risk-neutral density estimator and the subjective density estimator. The risk-neutral density is approximated by a weighted kernel...
Persistent link: https://www.econbiz.de/10010462645
Cover Image
The Black-Scholes model of option prices if individuals' utilities are admitted
Abraham, Haim - In: Tydskrif vir studies in ekonomie en ekonometrie : SEE 24 (2000) 1, pp. 1-10
Persistent link: https://www.econbiz.de/10001480377
Cover Image
Künstliche neuronale Netze und ihre Beziehungen zur Statistik
Widmann, Gabriele - 2001
Persistent link: https://www.econbiz.de/10001543805