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~accessRights:"restricted"
~person:"Carr, Peter"
~person:"Korn, Ralf"
~person:"Sarkar, Sudipto"
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Search: subject:"Option"
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Option pricing theory
12
Optionspreistheorie
12
Volatility
10
Volatilität
10
Theorie
7
Theory
7
Stochastic process
6
Stochastischer Prozess
6
Option trading
5
Optionsgeschäft
5
Option pricing
4
Real option
4
Real options analysis
4
Realoptionsansatz
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Black-Scholes-Modell
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Decision under uncertainty
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Derivat
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Derivative
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Entscheidung unter Unsicherheit
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Investitionsentscheidung
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Investment decision
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Kapitalstruktur
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Kreditderivat
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Carr, Peter
Korn, Ralf
Sarkar, Sudipto
Wang, Xingchun
32
Cui, Zhenyu
30
Fabozzi, Frank J.
25
Ryu, Doojin
24
Lee, Cheng F.
23
Yang, Zhaojun
20
Madan, Dilip B.
19
Lee, Hangsuck
18
Zhang, Jin E.
18
He, Xin-Jiang
15
Takahashi, Akihiko
15
Chiarella, Carl
14
Fusai, Gianluca
14
Jacobs, Kris
14
Li, Lingfei
14
Siu, Tak Kuen
14
Zhong, Zhaodong
14
Benth, Fred Espen
13
Elliott, Robert J.
13
Kim, Jeong-Hoon
13
Kim, Young Shin
13
Kirkby, J. Lars
13
Leippold, Markus
13
Shahzad, Syed Jawad Hussain
13
Augustin, Patrick
12
Hammoudeh, Shawkat
12
Kang, Boda
12
Nguyen, Duy
12
Račev, Svetlozar T.
12
Alòs, Elisa
11
Escobar, Marcos
11
Kiesel, Florian
11
Kwok, Yue-Kuen
11
Wang, King
11
Xu, Wei
11
Yang, Heejin
11
Bayer, Christian
10
Bouri, Elie
10
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Springer Fachmedien Wiesbaden
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The journal of derivatives : JOD
3
Applied mathematical finance
2
Economic Modelling
2
Finance and Stochastics
2
Review of Derivatives Research
2
The journal of computational finance
2
Computational economics
1
Economic modelling
1
Economics Letters
1
Financial Markets and Portfolio Management
1
International journal of production economics
1
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1
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1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial economics
1
Journal of risk
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Omega : the international journal of management science
1
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
1
Quantitative Finance
1
Quantitative finance
1
Review of Financial Economics
1
Studienbücher Wirtschaftsmathematik
1
The European Journal of Finance
1
The European journal of finance
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ECONIS (ZBW)
20
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12
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1
Semi-analytical pricing of barrier options in the time-dependent Heston model
Carr, Peter
;
Itkin, Andrey
;
Muravey, Dmitry
- In:
The journal of derivatives : JOD
30
(
2022
)
2
,
pp. 141-171
Persistent link: https://www.econbiz.de/10014231115
Saved in:
2
Semi-analytical solutions for barrier and American options written on a time-dependent Ornstein-Uhlenbeck process
Carr, Peter
;
Itkin, Andrey
- In:
The journal of derivatives : JOD
29
(
2021
)
1
,
pp. 9-26
Persistent link: https://www.econbiz.de/10012612941
Saved in:
3
Spiking the volatility punch
Carr, Peter
;
Figà-Talamanca, Gianna
- In:
Applied mathematical finance
27
(
2020
)
6
,
pp. 495-520
Persistent link: https://www.econbiz.de/10012516169
Saved in:
4
Can outstanding dividend payments be estimated by American options?
Desmettre, Sascha
;
Grün, Sarah
;
Korn, Ralf
- In:
Quantitative finance
18
(
2018
)
9
,
pp. 1437-1446
Persistent link: https://www.econbiz.de/10011913129
Saved in:
5
Analyzing volatility risk and risk premium in
option
contracts : a new theory
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial economics
120
(
2016
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10011590060
Saved in:
6
Probabilistic interpretation of Black implied volatility
Carr, Peter
;
Wu, Liuren
;
Zhang, Yuzhao
- In:
Options - 45 years since the publication of the …
,
(pp. 29-46)
.
2023
Persistent link: https://www.econbiz.de/10014366585
Saved in:
7
Application of the Heath-Platen estimator in the Fong-Vasicek short rate model
Coskun, Sema
;
Korn, Ralf
;
Desmettre, Sascha
- In:
The journal of computational finance
23
(
2019
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012064963
Saved in:
8
An expanded Local Variance Gamma model
Carr, Peter
;
Itkin, Andrey
- In:
Computational economics
57
(
2021
)
4
,
pp. 949-987
Persistent link: https://www.econbiz.de/10012543243
Saved in:
9
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:
10
The investment decision with technological and market uncertainties
Fan, Yunfeng
;
Sarkar, Sudipto
;
Zhang, Chuanqian
- In:
The European journal of finance
25
(
2019
)
2
,
pp. 116-138
Persistent link: https://www.econbiz.de/10012206960
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