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~isPartOf:"American journal of agricultural economics"
~isPartOf:"Economics letters"
~isPartOf:"IMF working paper"
~isPartOf:"International journal of theoretical and applied finance"
~person:"Carr, Peter"
~type_genre:"Article in journal"
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Search: Erdölpreis OR Nahrungsmittelpreise OR Rohstoff OR Rohstoffpreis
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Hedging
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Option pricing theory
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Carr, Peter
Lence, Sergio H.
8
Irwin, Scott H.
7
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6
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Janzen, Joseph P.
5
Frechette, Darren L.
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American journal of agricultural economics
Economics letters
IMF working paper
International journal of theoretical and applied finance
Finance and stochastics
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Applied mathematical finance
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Insurance / Mathematics & economics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of financial economics
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Journal of financial engineering
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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ECONIS (ZBW)
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Semi-static hedging of barrier options under poisson jumps
Carr, Peter
- In:
International journal of theoretical and applied finance
14
(
2011
)
7
,
pp. 1091-1111
Persistent link: https://www.econbiz.de/10009407668
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2
Hedging under the Heston model with jump-to-default
Carr, Peter
;
Schoutens, Wim
- In:
International journal of theoretical and applied finance
11
(
2008
)
4
,
pp. 403-414
Persistent link: https://www.econbiz.de/10003746726
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