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~isPartOf:"Applied mathematical finance"
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Finance and stochastics"
~person:"Carr, Peter"
~source:"econis"
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Search: subject_exact:"Optionspreistheorie"
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Option pricing theory
8
Optionspreistheorie
8
Hedging
4
Volatility
3
Volatilität
3
Derivat
2
Derivative
2
Martingal
2
Martingale
2
Option trading
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Optionsgeschäft
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Stochastic process
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Stochastischer Prozess
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American Options
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Logistik
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8
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Carr, Peter
Eberlein, Ernst
8
Benth, Fred Espen
7
Cui, Zhenyu
6
Hobson, David G.
6
Sircar, Kaushik Ronnie
6
Elliott, Robert J.
5
Filipović, Damir
5
Fusai, Gianluca
5
Glau, Kathrin
5
Kabanov, Jurij M.
5
Kirkby, J. Lars
5
Kwok, Yue-Kuen
5
Lee, Roger
5
Alòs, Elisa
4
Belomestny, Denis
4
Chiarella, Carl
4
Cox, Alexander M. G.
4
Escobar, Marcos
4
Howison, Sam
4
Kallsen, Jan
4
Li, Lingfei
4
Linetsky, Vadim
4
Madan, Dilip B.
4
Marazzina, Daniele
4
Nguyen, Duy
4
Obłój, Jan
4
Sabino, Piergiacomo
4
Shiraya, Kenichiro
4
Siu, Tak Kuen
4
Wong, Hoi Ying
4
Zagst, Rudi
4
Arai, Takuji
3
Atkinson, Colin
3
Bermin, Hans-Peter
3
Brigo, Damiano
3
Chesney, Marc
3
Cohen, Samuel N.
3
Cont, Rama
3
Cuchiero, Christa
3
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Applied mathematical finance
European journal of operational research : EJOR
Finance and stochastics
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
The journal of finance : the journal of the American Finance Association
4
Journal of financial economics
3
The journal of computational finance
3
Computational economics
2
European finance review : the official journal of the European Finance Association
2
International journal of theoretical and applied finance
2
Review of derivatives research
2
The journal of derivatives : JOD
2
The journal of fixed income
2
Asia-Pacific financial markets
1
Discussion paper series
1
Finance research letters
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
Robert H. Smith School Research Paper
1
The European journal of finance
1
The journal of business : B
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ECONIS (ZBW)
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1
Additive logistic processes in option pricing
Carr, Peter
;
Torricelli, Lorenzo
- In:
Finance and stochastics
25
(
2021
)
4
,
pp. 689-724
Persistent link: https://www.econbiz.de/10012665200
Saved in:
2
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:
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
On the hedging of options on exploding exchange rates
Carr, Peter
;
Fisher, Travis
;
Ruf, Johannes
- In:
Finance and stochastics
18
(
2014
)
1
,
pp. 115-144
Persistent link: https://www.econbiz.de/10010235456
Saved in:
5
Variation and share-weighted variation swaps on time-changed Lévy processes
Carr, Peter
;
Lee, Roger
- In:
Finance and stochastics
17
(
2013
)
4
,
pp. 685-716
Persistent link: https://www.econbiz.de/10010190886
Saved in:
6
Variance swaps on time-changed Lévy processes
Carr, Peter
;
Lee, Roger
;
Wu, Liuren
- In:
Finance and stochastics
16
(
2012
)
2
,
pp. 335-355
Persistent link: https://www.econbiz.de/10009544664
Saved in:
7
Hedging variance options on continuous semimartingales
Carr, Peter
;
Lee, Roger
- In:
Finance and stochastics
14
(
2010
)
2
,
pp. 179-207
Persistent link: https://www.econbiz.de/10003951494
Saved in:
8
Optimal investment in derivative securities
Carr, Peter
;
Jin, Xing
;
Madan, Dilip B.
- In:
Finance and stochastics
5
(
2001
)
1
,
pp. 33-59
Persistent link: https://www.econbiz.de/10001553046
Saved in:
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