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~isPartOf:"Applied mathematical finance"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"Review of derivatives research"
~person:"Carr, Peter"
~person:"Løchte Jørgensen, Peter"
~type_genre:"Article in journal"
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Option trading
4
Optionsgeschäft
4
Option pricing theory
3
Optionspreistheorie
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Stochastic process
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Stochastischer Prozess
2
Volatility
2
Volatilität
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American Options
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Derivat
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Static hedging
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Carr, Peter
Løchte Jørgensen, Peter
Cohen, Samuel N.
3
Drimus, Gabriel
3
Escobar, Marcos
3
Kwok, Yue-Kuen
3
Reisinger, Christoph
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Wang, Sheng
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Wang, Xingchun
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Wu, Liuren
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Applied mathematical finance
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Review of derivatives research
International journal of theoretical and applied finance
2
The journal of derivatives : JOD
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
The review of financial studies
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Finance and stochastics
1
Journal of financial economics
1
Journal of financial engineering
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
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The European journal of finance
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The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
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1
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:
2
Static hedging of standard options
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
1
,
pp. 3-46
Persistent link: https://www.econbiz.de/10010233614
Saved in:
3
Pricing swaps and options on quadratic variation under stochastic time change models : discrete observations case
Itkin, Andrey
;
Carr, Peter
- In:
Review of derivatives research
13
(
2010
)
2
,
pp. 141-176
Persistent link: https://www.econbiz.de/10008695493
Saved in:
4
Time charters with purchase options in shipping : valuation and risk management
Løchte Jørgensen, Peter
;
Giovanni, Domenico de
- In:
Applied mathematical finance
17
(
2010
)
5/6
,
pp. 399-430
Persistent link: https://www.econbiz.de/10008797257
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