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~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"The handbook of fixed income securities"
~isPartOf:"The journal of derivatives : JOD"
~person:"Carr, Peter"
~person:"Elliott, Robert J."
~person:"Fabozzi, Frank J."
~person:"Haucap, Justus"
~person:"Jeon, Doh-Shin"
~person:"Madan, Dilip B."
~person:"Miller, Megan"
~person:"Ndoye, Mbaye"
~subject:"Black-Scholes-Modell"
~subject:"Option pricing theory"
~subject:"Telekommunikation"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
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Black-Scholes-Modell
Option pricing theory
Telekommunikation
Optionspreistheorie
11
Option trading
6
Optionsgeschäft
6
Derivat
5
Derivative
5
Theorie
5
Theory
5
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Carr, Peter
Elliott, Robert J.
Fabozzi, Frank J.
Haucap, Justus
Jeon, Doh-Shin
Madan, Dilip B.
Miller, Megan
Ndoye, Mbaye
Takahashi, Akihiko
9
Fujita, Takahiko
4
Cui, Zhenyu
3
Fujii, Masaaki
3
Kim, Yong-jin
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3
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3
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3
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3
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2
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2
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2
Itkin, Andrey
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Kariya, Takeaki
2
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1
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1
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1
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1
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Asia-Pacific financial markets
The handbook of fixed income securities
The journal of derivatives : JOD
International journal of theoretical and applied finance
16
Mathematical finance : an international journal of mathematics, statistics and financial theory
14
Applied mathematical finance
8
The journal of computational finance
8
Annals of finance
7
Finance and stochastics
7
Finance research letters
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The journal of fixed income
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Computational economics
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Journal of economic dynamics & control
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Review of derivatives research
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The journal of derivatives : the official publication of the International Association of Financial Engineers
5
Valuation, financial modeling, and quantitative tools
5
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4
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4
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4
European finance review : the official journal of the European Finance Association
3
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Journal of risk and financial management : JRFM
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Quantitative finance
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The European journal of finance
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The journal of futures markets
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International journal of financial engineering
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Journal of financial and quantitative analysis : JFQA
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Annals of operations research ; volume 275, numbers 2 (April 2019)
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Applied economics
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Digital finance : smart data analytics, investment innovation, and financial technology
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Econometric reviews
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Effiziente Regeln für Telekommunikationsmärkte in der Zukunft : Kartellrecht, Netzneutralität und Preis-Kosten-Scheren
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ECONIS (ZBW)
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1
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:
2
Vol, skew, and smile trading
Al-Jaaf, Aşty
;
Carr, Peter
- In:
The journal of derivatives : JOD
31
(
2023
)
1
,
pp. 64-95
Persistent link: https://www.econbiz.de/10014422386
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
Income enhancement with options
Miller, Megan
;
Jacobsen, Brian
;
Vree, Martijn de
- In:
The journal of derivatives : JOD
29
(
2022
)
4
,
pp. 153-167
Persistent link: https://www.econbiz.de/10014231061
Saved in:
5
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:
6
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:
7
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:
8
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:
9
Factor models for option
pricing
Carr, Peter
;
Madan, Dilip B.
- In:
Asia-Pacific financial markets
19
(
2012
)
4
,
pp. 319-329
Persistent link: https://www.econbiz.de/10009705364
Saved in:
10
Unifying Black-Scholes type formulae which involve Brownian last passage times up to a finite horizon
Madan, Dilip B.
;
Roynette, B.
;
Yor, Marc
- In:
Asia-Pacific financial markets
15
(
2008
)
2
,
pp. 97-115
Persistent link: https://www.econbiz.de/10003796203
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