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~isPartOf:"Applied mathematical finance"
~isPartOf:"The journal of derivatives : JOD"
~isPartOf:"Valuation, financial modeling, and quantitative tools"
~person:"Carr, Peter"
~person:"Elliott, Robert J."
~person:"Fabozzi, Frank J."
~person:"Haucap, Justus"
~person:"Jeon, Doh-Shin"
~person:"Madan, Dilip B."
~person:"Ndoye, Mbaye"
~subject:"Finanzmathematik"
~subject:"Option pricing theory"
~subject:"Telekommunikation"
~subject:"statistical methods"
~type_genre:"Article in journal"
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Finanzmathematik
Option pricing theory
Telekommunikation
statistical methods
Optionspreistheorie
14
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6
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6
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6
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6
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6
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Carr, Peter
Elliott, Robert J.
Fabozzi, Frank J.
Haucap, Justus
Jeon, Doh-Shin
Madan, Dilip B.
Ndoye, Mbaye
Eberlein, Ernst
6
Benth, Fred Espen
4
Cui, Zhenyu
4
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4
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2
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2
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2
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Applied mathematical finance
The journal of derivatives : JOD
Valuation, financial modeling, and quantitative tools
International journal of theoretical and applied finance
15
Mathematical finance : an international journal of mathematics, statistics and financial theory
14
Finance and stochastics
7
The journal of computational finance
7
Annals of finance
6
The journal of fixed income
6
Computational economics
5
Finance research letters
5
Journal of economic dynamics & control
5
Journal of banking & finance
4
Journal of financial economics
4
Review of derivatives research
4
The journal of derivatives : the official publication of the International Association of Financial Engineers
4
The journal of finance : the journal of the American Finance Association
4
European finance review : the official journal of the European Finance Association
3
European journal of operational research : EJOR
3
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3
Journal of risk and financial management : JRFM
3
Quantitative finance
3
The European journal of finance
3
The journal of futures markets
3
Asia-Pacific financial markets
2
International journal of financial engineering
2
Journal of financial and quantitative analysis : JFQA
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of risk
2
The journal of business : B
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1
Applied financial economics
1
Digital finance : smart data analytics, investment innovation, and financial technology
1
Econometric reviews
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Economics letters
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Financial markets, institutions & instruments
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International Journal of Portfolio Analysis and Management
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International journal of industrial organization
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International journal of theoretical and applied finance : IJTAF
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ECONIS (ZBW)
14
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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
Analytical valuation of compound options under regime-switching dynamics
Breton, Michèle
;
Ndoye, Mbaye
- In:
The journal of derivatives : JOD
29
(
2021
)
2
,
pp. 120-148
Persistent link: https://www.econbiz.de/10012698128
Saved in:
3
American option
pricing
and filtering with a hidden regime-switching jump diffusion
Siu, Tak Kuen
;
Elliott, Robert J.
- In:
The journal of derivatives : JOD
29
(
2022
)
3
,
pp. 106-123
Persistent link: https://www.econbiz.de/10013174827
Saved in:
4
Semi-analytical
pricing
of barrier options in the time-dependent Heston model
Carr, Peter
;
Itkin, Andrey
;
Muravey, Dmitry
- In:
The journal of derivatives : JOD
30
(
2022
)
2
,
pp. 141-171
Persistent link: https://www.econbiz.de/10014231115
Saved in:
5
Semi-analytical solutions for barrier and American options written on a time-dependent Ornstein-Uhlenbeck process
Carr, Peter
;
Itkin, Andrey
- In:
The journal of derivatives : JOD
29
(
2021
)
1
,
pp. 9-26
Persistent link: https://www.econbiz.de/10012612941
Saved in:
6
Pricing
and hedging options on assets with options on related assets
Madan, Dilip B.
;
Wang, King
- In:
The journal of derivatives : JOD
29
(
2021
)
1
,
pp. 27-47
Persistent link: https://www.econbiz.de/10012612942
Saved in:
7
Option
pricing
with greed and fear factor : the rational finance approach
Shirvani, Abootaleb
;
Fabozzi, Frank J.
;
Racheva-Iotova, …
- In:
The journal of derivatives : JOD
29
(
2021
)
2
,
pp. 77-119
Persistent link: https://www.econbiz.de/10012698127
Saved in:
8
Risk neutral jump arrival rates implied in option prices and their models
Madan, Dilip B.
;
Wang, King
- In:
Applied mathematical finance
28
(
2021
)
3
,
pp. 201-235
Persistent link: https://www.econbiz.de/10013171070
Saved in:
9
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:
10
Financial jeopardy
Madan, Dilip B.
- In:
Applied mathematical finance
24
(
2017
)
1/2
,
pp. 155-173
Persistent link: https://www.econbiz.de/10011746988
Saved in:
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