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~isPartOf:"Digital finance : smart data analytics, investment innovation, and financial technology"
~isPartOf:"The journal of derivatives : JOD"
~person:"Carr, Peter"
~person:"Elliott, Robert J."
~person:"Haucap, Justus"
~person:"Jeon, Doh-Shin"
~person:"Madan, Dilip B."
~person:"Ndoye, Mbaye"
~subject:"Black-Scholes model"
~subject:"Option pricing theory"
~subject:"Optionspreistheorie"
~subject:"Telekommunikation"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
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Black-Scholes model
Option pricing theory
Optionspreistheorie
Telekommunikation
Option trading
4
Optionsgeschäft
4
Derivat
3
Derivative
3
Stochastic process
3
Stochastischer Prozess
3
Volatility
3
Volatilität
3
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2
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options
2
statistical methods
2
Bitcoin
1
Calibration
1
Cryptocurrency
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Hedging
1
Markov chain
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Carr, Peter
Elliott, Robert J.
Haucap, Justus
Jeon, Doh-Shin
Madan, Dilip B.
Ndoye, Mbaye
Cui, Zhenyu
3
Taylor, Stephen
3
Davis, Tom P.
2
Itkin, Andrey
2
Al-Jaaf, Aşty
1
Benth, Fred Espen
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Dyachenko, Artem
1
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1
Fink, Holger Maria
1
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1
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1
Grønnegaard Frandsen, Magnus
1
Gu, Yuchi
1
Hu, Qi
1
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1
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1
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1
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1
Li, Yong
1
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Digital finance : smart data analytics, investment innovation, and financial technology
The journal of derivatives : JOD
Mathematical finance : an international journal of mathematics, statistics and financial theory
14
International journal of theoretical and applied finance
11
Applied mathematical finance
8
The journal of computational finance
8
Annals of finance
7
Finance and stochastics
7
Finance research letters
5
Journal of financial economics
4
Review of derivatives research
4
The journal of finance : the journal of the American Finance Association
4
Asia-Pacific financial markets
3
European finance review : the official journal of the European Finance Association
3
Quantitative finance
3
The European journal of finance
3
The journal of futures markets
3
Computational economics
2
Insurance / Mathematics & economics
2
International journal of financial engineering
2
Journal of banking & finance
2
Journal of economic dynamics & control
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
Journal of risk and financial management : JRFM
2
The journal of business : B
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
The journal of fixed income
2
The review of financial studies
2
Annals of operations research
1
Effiziente Regeln für Telekommunikationsmärkte in der Zukunft : Kartellrecht, Netzneutralität und Preis-Kosten-Scheren
1
Energy economics
1
European journal of operational research : EJOR
1
Financial markets and portfolio management
1
Financial markets, institutions & instruments
1
Geld, Finanzwirtschaft, Banken und Versicherungen : 1996 ; Beiträge zum 7. Symposium Geld, Finanzwirtschaft, Banken und Versicherungen an der Universität Karlsruhe vom 11.- 13. Dezember 1996
1
International Journal of Portfolio Analysis and Management
1
International journal of industrial organization
1
International journal of theoretical and applied finance : IJTAF
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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
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
Advanced model calibration on bitcoin options
Madan, Dilip B.
;
Reyners, Sofie
;
Schoutens, Wim
- In:
Digital finance : smart data analytics, investment …
1
(
2019
)
1/4
,
pp. 117-137
Persistent link: https://www.econbiz.de/10012223870
Saved in:
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