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~accessRights:"restricted"
~person:"Carr, Peter"
~person:"Chiarella, Carl"
~person:"Elliott, Robert J."
~person:"Jeon, Doh-Shin"
~person:"Madan, Dilip B."
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Option pricing theory
41
Optionspreistheorie
41
Theorie
25
Theory
25
Stochastic process
22
Stochastischer Prozess
22
Volatility
22
Volatilität
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11
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Option pricing
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Financial economics
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Carr, Peter
Chiarella, Carl
Elliott, Robert J.
Jeon, Doh-Shin
Madan, Dilip B.
Zaremba, Adam
58
Chen, Jing
44
Fabozzi, Frank J.
35
Lee, Cheng F.
33
Wang, Xingchun
31
Courty, Pascal
30
Cui, Zhenyu
28
Hinterhuber, Andreas
27
Zhang, Lu
26
Estelami, Hooman
24
Kohtamäki, Marko
24
Zhang, Wei
24
Liozu, Stephan
23
Yang, Chunpeng
23
Zhang, Jianxiong
23
Cheng, T. C. E.
22
Parida, Vinit
22
Benth, Fred Espen
21
Chen, Ying-Ju
20
Taleizadeh, Ata Allah
20
Zaccour, Georges
20
Cakici, Nusret
19
Proost, Stef
19
Sehgal, Sanjay
19
Valletti, Tommaso M.
19
Chen, Xu
18
Jiang, Baojun
18
Pagliero, Mario
18
Peitz, Martin
18
Bergemann, Dirk
17
Hens, Thorsten
17
Prokopczuk, Marcel
17
Schlosser, Rainer
17
Simchi-Levi, David
17
Wang, Shouyang
17
Yang, Zhaojun
17
Yu, Yugang
17
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Annals of finance
7
The journal of derivatives : JOD
5
Applied mathematical finance
4
Discussion paper / Centre for Economic Policy Research
4
American economic journal
3
Finance research letters
3
International journal of theoretical and applied finance
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SpringerLink / Bücher
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Energy Economics
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International Series in Operations Research & Management Science
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International journal of financial engineering
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Review of Derivatives Research
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The journal of futures markets
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American economic journal : a journal of the American Economic Association
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Asia Pacific financial markets
1
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Digital finance : smart data analytics, investment innovation, and financial technology
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Dynamic Modeling and Econometrics in Economics and Finance
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European journal of law and economics
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Finance and Stochastics
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Games and economic behavior
1
Handbook of computational economics : volume 3
1
International review of economics & finance : IREF
1
International review of financial analysis
1
International series in operations research & management science
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Journal of Economic Behavior & Organization
1
Journal of banking & finance
1
Journal of empirical finance
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial economics
1
Journal of mathematical economics
1
New methods in fixed income modeling : fixed income modeling
1
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
1
Quantitative Finance
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ECONIS (ZBW)
70
RePEc
9
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1
The valuation of corporations : a derivative
pricing
perspective
Madan, Dilip B.
;
Wang, King
- In:
Annals of finance
19
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014253867
Saved in:
2
Decomposing long bond returns : a decentralized theory
Carr, Peter
;
Wu, Liuren
- In:
Review of finance : journal of the European Finance …
27
(
2023
)
3
,
pp. 997-1026
Persistent link: https://www.econbiz.de/10014318020
Saved in:
3
Measuring dependence in a set of asset returns
Madan, Dilip B.
;
Wang, King
- In:
Asia Pacific financial markets
30
(
2023
)
2
,
pp. 363-385
Persistent link: https://www.econbiz.de/10014342359
Saved in:
4
Compatibility choices, switching costs, and data portability
Jeon, Doh-Shin
;
Menicucci, Domenico
;
Nasr, Nikrooz
- In:
American economic journal
15
(
2023
)
1
,
pp. 30-73
Persistent link: https://www.econbiz.de/10014228918
Saved in:
5
Semi-robust replication of barrier-style claims on price and volatility
Carr, Peter
;
Lee, Roger
;
Lorig, Matthew
- In:
Applied mathematical finance
28
(
2021
)
6
,
pp. 534-559
Persistent link: https://www.econbiz.de/10013411770
Saved in:
6
Second-degree price discrimination by a two-sided monopoly platform
Jeon, Doh-Shin
;
Kim, Byung-Cheol
;
Menicucci, Domenico
- In:
American economic journal
14
(
2022
)
2
,
pp. 322-369
Persistent link: https://www.econbiz.de/10013202095
Saved in:
7
On the unprofitability of buyer groups when sellers compete
Jeon, Doh-Shin
;
Menicucci, Domenico
- In:
Games and economic behavior
115
(
2019
),
pp. 265-288
Persistent link: https://www.econbiz.de/10012175494
Saved in:
8
Two price economic equilibria and financial market bid/ask prices
Elliott, Robert J.
;
Madan, Dilip B.
;
Siu, Tak Kuen
- In:
Annals of finance
17
(
2021
)
1
,
pp. 27-43
Persistent link: https://www.econbiz.de/10012489935
Saved in:
9
Approximate
pricing
of American exchange options with jumps
Lian, Guanghua
;
Elliott, Robert J.
;
Kalev, Petko S.
; …
- In:
The journal of futures markets
42
(
2022
)
6
,
pp. 983-1001
Persistent link: https://www.econbiz.de/10013287907
Saved in:
10
A generalized Esscher transform for option valuation with regime switching risk
Elliott, Robert J.
;
Siu, Tak Kuen
- In:
Quantitative finance
22
(
2022
)
4
,
pp. 691-705
Persistent link: https://www.econbiz.de/10013367853
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