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~isPartOf:"Computational economics"
~isPartOf:"Discussion paper series"
~isPartOf:"The European journal of finance"
~person:"Carr, Peter"
~person:"Wang, Guanying"
~subject:"Option pricing theory"
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Search: subject:"PRICING"
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Option pricing theory
Optionspreistheorie
6
Volatility
4
Volatilität
4
Stochastic process
3
Stochastischer Prozess
3
Black-Scholes model
2
Black-Scholes-Modell
2
Credit risk
2
Kreditrisiko
2
Option trading
2
Optionsgeschäft
2
Statistical distribution
2
Statistische Verteilung
2
Asia
1
Asien
1
CAPM
1
Capital structure
1
China
1
Closed form solution
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1
Debt financing
1
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European options
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Fast calibration
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Kreditsicherung
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OTC market
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OTC markets
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English
6
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Carr, Peter
Wang, Guanying
Kim, Junseok
5
Paxson, Dean A.
4
Siu, Tak Kuen
4
Aghdam, Y. Esmaeelzade
3
Chen, Son-nan
3
Dunis, Christian
3
Fabozzi, Frank J.
3
He, Xin-Jiang
3
Jeong, Darae
3
Kim, Jeong-Hoon
3
Kim, See-Woo
3
Lee, Chaeyoung
3
Villani, Giovanni
3
Wang, Xiaoqun
3
Wang, Xingchun
3
Adl, A.
2
Ahmadian, D.
2
Anderluh, J. H. M.
2
Ballotta, Laura
2
Bhar, Ramaprasad
2
Bianchi, Michele Leonardo
2
BrandĂŁo, Luiz Eduardo Teixeira
2
Caporale, Guglielmo Maria
2
Cerrato, Mario
2
Chalamandaris, Georgios
2
Chesney, Marc
2
Coakley, Jerry
2
Dockendorf, Jörg
2
Elliott, Robert J.
2
Golbabai, A.
2
Hsu, Pao-Peng
2
Huh, Jeonggyu
2
Itkin, Andrey
2
Jang, Hanbyeol
2
Kalantari, R.
2
Khani, Ali
2
Kim, Sangkwon
2
Koffi, Rock Stephane
2
Kumar, Sumit
2
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Computational economics
Discussion paper series
The European journal of finance
Finance and stochastics
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
The journal of finance : the journal of the American Finance Association
4
Applied mathematical finance
3
Finance research letters
3
Journal of financial economics
3
The journal of computational finance
3
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
Applied economics letters
1
Asia-Pacific financial markets
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 journal of business : B
1
The journal of futures markets
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ECONIS (ZBW)
6
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date (oldest first)
1
Pricing
European options under a diffusion model with psychological barriers and leverage effect
Song, Shiyu
;
Wang, Guanying
;
Wang, Yongjin
- In:
The European journal of finance
26
(
2020
)
12
,
pp. 1184-1206
Persistent link: https://www.econbiz.de/10012264954
Saved in:
2
An expanded Local Variance Gamma model
Carr, Peter
;
Itkin, Andrey
- In:
Computational economics
57
(
2021
)
4
,
pp. 949-987
Persistent link: https://www.econbiz.de/10012543243
Saved in:
3
The valuation of vulnerable European options with risky collateral
Wang, Guanying
;
Wang, Xingchun
;
Shao, Xinjian
- In:
The European journal of finance
26
(
2020
)
13
,
pp. 1315-1331
Persistent link: https://www.econbiz.de/10012264969
Saved in:
4
On the qualitative effect of volatility and duration on prices of Asian options
Carr, Peter
;
Ewald, CXhristian-Oliver
;
Xiao, Yajun
-
2008
Persistent link: https://www.econbiz.de/10003680543
Saved in:
5
Using pseudo-parabolic and fractional equations for option
pricing
in jump diffusion models
Itkin, Andrey
;
Carr, Peter
- In:
Computational economics
40
(
2012
)
1
,
pp. 63-104
Persistent link: https://www.econbiz.de/10009627499
Saved in:
6
On the numerical evaluation of option prices in jump diffusion processes
Carr, Peter
;
Mayo, Anita
- In:
The European journal of finance
13
(
2007
)
3/4
,
pp. 353-372
Persistent link: https://www.econbiz.de/10003550397
Saved in:
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