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~isPartOf:"Applied mathematical finance"
~isPartOf:"European finance review : the official journal of the European Finance Association"
~person:"Carr, Peter"
~person:"Ng, Lilian K."
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Option pricing theory
4
Optionspreistheorie
4
Theorie
3
Theory
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2
Volatility
2
Volatilität
2
Aktienoption
1
American Options
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Carr, Peter
Ng, Lilian K.
Eberlein, Ernst
6
Benth, Fred Espen
5
Madan, Dilip B.
5
Sircar, Kaushik Ronnie
5
Chiarella, Carl
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Elliott, Robert J.
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Applied mathematical finance
European finance review : the official journal of the European Finance Association
Finance and stochastics
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
Finance
5
The journal of finance : the journal of the American Finance Association
5
Journal of financial economics
4
The journal of computational finance
4
The journal of derivatives : JOD
3
Computational economics
2
Finance and Stochastics
2
Finance research letters
2
International journal of theoretical and applied finance
2
Journal of risk
2
Review of Derivatives Research
2
Review of derivatives research
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The journal of business : B
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
Asia-Pacific financial markets
1
Bloomberg Portfolio Research Paper
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Discussion paper series
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Economics Papers from University Paris Dauphine
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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
Pacific-Basin finance journal
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Quantitative Finance
1
Review of finance : journal of the European Finance Association
1
Robert H. Smith School Research Paper
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Selected papers from the Fifth Annual PACAP Finance Conference held in Malaysia
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The European Journal of Finance
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The European journal of finance
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ECONIS (ZBW)
5
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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
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:
3
Asset
pricing
specification errors and performance evaluation
He, Jia
;
Ng, Lilian K.
;
Zhang, Chu
- In:
European finance review : the official journal of the …
3
(
1999
)
2
,
pp. 205-232
Persistent link: https://www.econbiz.de/10001653168
Saved in:
4
The valuation of executive stock options in an intensity-based framework
Carr, Peter
;
Linetsky, Vadim
- In:
European finance review : the official journal of the …
4
(
2000
)
3
,
pp. 211-230
Persistent link: https://www.econbiz.de/10001594050
Saved in:
5
The variance gamma process and option
pricing
Madan, Dilip B.
;
Carr, Peter
;
Chang, Eric Chieh
- In:
European finance review : the official journal of the …
2
(
1998
)
1
,
pp. 79-105
Persistent link: https://www.econbiz.de/10001400428
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