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~isPartOf:"Applied mathematical finance"
~isPartOf:"Discussion paper series"
~isPartOf:"The European journal of finance"
~person:"Carr, Peter"
~person:"Wang, Guanying"
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Search: subject:"PRICING"
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Option pricing theory
7
Optionspreistheorie
7
Volatility
5
Volatilität
5
Option trading
3
Optionsgeschäft
3
Black-Scholes model
2
Black-Scholes-Modell
2
CAPM
2
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2
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2
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2
Stochastischer Prozess
2
American Options
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
European options
1
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1
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1
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Carr, Peter
Wang, Guanying
Proost, Stef
21
De Borger, Bruno L.
7
Chiarella, Carl
6
Eberlein, Ernst
6
Elliott, Robert J.
6
Satchell, Stephen
6
Siu, Tak Kuen
6
Benth, Fred Espen
5
Sircar, Kaushik Ronnie
5
Berardi, Michele
4
Chesney, Marc
4
Dunis, Christian
4
Howison, Sam
4
Kwok, Yue-Kuen
4
Paxson, Dean A.
4
Sabino, Piergiacomo
4
Zagst, Rudi
4
Ahn, Hyungsok
3
Atkinson, Colin
3
Barone-Adesi, Giovanni
3
Bermin, Hans-Peter
3
Boyle, Phelim P.
3
Chen, Son-nan
3
Cherubini, Umberto
3
Cohen, Samuel N.
3
Escobar, Marcos
3
Glau, Kathrin
3
Glazer, Amihai
3
Jaimungal, Sebastian
3
Lindset, Snorre
3
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3
Oosterlee, Cornelis Willebrordus
3
Palma, André de
3
Reisinger, Christoph
3
Trigeorgis, Lenos
3
Van der Loo, Saskia
3
Verboven, Frank
3
Wang, Sheng
3
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Applied mathematical finance
Discussion paper series
The European journal of finance
Finance and stochastics
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
Finance
5
Finance research letters
4
Journal of financial economics
4
The journal of computational finance
4
The journal of finance : the journal of the American Finance Association
4
The journal of derivatives : JOD
3
Computational economics
2
European finance review : the official journal of the European Finance Association
2
Finance and Stochastics
2
International journal of theoretical and applied finance
2
Journal of risk
2
Review of Derivatives Research
2
Review of derivatives research
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
The journal of fixed income
2
The review of financial studies
2
Applied economics letters
1
Asia-Pacific financial markets
1
Asia-Pacific journal of accounting & economics : publication of the City University of Hong Kong and National Taiwan University
1
Bloomberg Portfolio Research Paper
1
Economic modelling
1
Economics Papers from University Paris Dauphine
1
International review of economics & finance : IREF
1
Journal of banking & finance
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of financial engineering
1
Journal of investment management : JOIM
1
NYU Tandon Research Paper
1
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
1
Quantitative Finance
1
Review of finance : journal of the European Finance Association
1
Robert H. Smith School Research Paper
1
The European Journal of Finance
1
The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
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1
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:
2
Shadow leverage risk and corporate bond
pricing
: evidence from China
Feng, Xu
;
Huang, Lin
;
Wang, Guanying
- In:
The European journal of finance
27
(
2021
)
18
,
pp. 1834-1854
Persistent link: https://www.econbiz.de/10013373207
Saved in:
3
Pricing
European options under a diffusion model with psychological barriers and leverage effect
Song, Shiyu
;
Wang, Guanying
;
Wang, Yongjin
- In:
The European journal of finance
26
(
2020
)
12
,
pp. 1184-1206
Persistent link: https://www.econbiz.de/10012264954
Saved in:
4
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:
5
The valuation of vulnerable European options with risky collateral
Wang, Guanying
;
Wang, Xingchun
;
Shao, Xinjian
- In:
The European journal of finance
26
(
2020
)
13
,
pp. 1315-1331
Persistent link: https://www.econbiz.de/10012264969
Saved in:
6
On the qualitative effect of volatility and duration on prices of Asian options
Carr, Peter
;
Ewald, CXhristian-Oliver
;
Xiao, Yajun
-
2008
Persistent link: https://www.econbiz.de/10003680543
Saved in:
7
Rare shock, two-factor stochastic volatility and currency option
pricing
Wang, Guanying
;
Wang, Xingchun
;
Wang, Yongjin
- In:
Applied mathematical finance
21
(
2014
)
1/2
,
pp. 32-50
Persistent link: https://www.econbiz.de/10010351858
Saved in:
8
On the numerical evaluation of option prices in jump diffusion processes
Carr, Peter
;
Mayo, Anita
- In:
The European journal of finance
13
(
2007
)
3/4
,
pp. 353-372
Persistent link: https://www.econbiz.de/10003550397
Saved in:
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