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~isPartOf:"Discussion paper series"
~isPartOf:"Journal of investment management : JOIM"
~isPartOf:"The European journal of finance"
~person:"Carr, Peter"
~person:"Wang, Guanying"
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Search: subject:"PRICING"
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Option pricing theory
5
Optionspreistheorie
5
Volatility
3
Volatilität
3
Black-Scholes model
2
Black-Scholes-Modell
2
Credit risk
2
Forecasting model
2
Kreditrisiko
2
Option trading
2
Optionsgeschäft
2
Prognoseverfahren
2
Artificial intelligence
1
Asia
1
Asien
1
CAPM
1
Capital structure
1
China
1
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1
Corporate bond
1
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1
EU countries
1
EU-Staaten
1
European options
1
Fremdkapital
1
Informal finance
1
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1
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1
Kreditsicherung
1
KĂĽnstliche Intelligenz
1
Machine Learning
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Neural networks
1
Neuronale Netze
1
Neutral Networks
1
OTC market
1
OTC markets
1
OTC-Handel
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Option Pricing
1
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Carr, Peter
Wang, Guanying
Proost, Stef
21
De Borger, Bruno L.
7
Berardi, Michele
4
Das, Sanjiv R.
4
Dunis, Christian
4
Israel, Ronen
4
Lo, Andrew W.
4
Paxson, Dean A.
4
Satchell, Stephen
4
Chen, Son-nan
3
Glazer, Amihai
3
Hsu, Jason C.
3
Ilmanen, Antti
3
Lindset, Snorre
3
Moskowitz, Tobias J.
3
Muralidhar, Arun S.
3
Palma, André de
3
Van der Loo, Saskia
3
Verboven, Frank
3
Adachi, Takanori
2
Anderluh, J. H. M.
2
Asness, Cliff
2
Ballotta, Laura
2
Barone-Adesi, Giovanni
2
Bessler, Wolfgang
2
Bhar, Ramaprasad
2
Borovkova, Svetlana
2
BrandĂŁo, Luiz Eduardo Teixeira
2
Chesney, Marc
2
Chiarella, Carl
2
Coakley, Jerry
2
Dockendorf, Jörg
2
Doi, Naoshi
2
Dunkerley, F.
2
Dunkerley, Fay
2
Elliott, Robert J.
2
Feng, Xu
2
French, Craig W.
2
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Discussion paper series
Journal of investment management : JOIM
The European journal of finance
Finance and stochastics
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
Finance
5
Finance research letters
4
Journal of financial economics
4
The journal of computational finance
4
The journal of finance : the journal of the American Finance Association
4
Applied mathematical finance
3
The journal of derivatives : JOD
3
Computational economics
2
European finance review : the official journal of the European Finance Association
2
Finance and Stochastics
2
International journal of theoretical and applied finance
2
Journal of risk
2
Review of Derivatives Research
2
Review of derivatives research
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
Applied economics letters
1
Asia-Pacific financial markets
1
Asia-Pacific journal of accounting & economics : publication of the City University of Hong Kong and National Taiwan University
1
Bloomberg Portfolio Research Paper
1
Economic modelling
1
Economics Papers from University Paris Dauphine
1
International review of economics & finance : IREF
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
NYU Tandon Research Paper
1
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
1
Quantitative Finance
1
Review of finance : journal of the European Finance Association
1
Robert H. Smith School Research Paper
1
The European Journal of Finance
1
The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
6
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1
Shadow leverage risk and corporate bond
pricing
: evidence from China
Feng, Xu
;
Huang, Lin
;
Wang, Guanying
- In:
The European journal of finance
27
(
2021
)
18
,
pp. 1834-1854
Persistent link: https://www.econbiz.de/10013373207
Saved in:
2
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:
3
Using machine learning to predict realized variance
Carr, Peter
;
Wu, Liuren
;
Zhang, Zhibai
- In:
Journal of investment management : JOIM
18
(
2020
)
2
,
pp. 57-72
Persistent link: https://www.econbiz.de/10012588965
Saved in:
4
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:
5
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:
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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