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~isPartOf:"Discussion paper series"
~isPartOf:"Review of derivatives research"
~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
6
Optionspreistheorie
6
Option trading
3
Optionsgeschäft
3
Stochastic process
3
Stochastischer Prozess
3
Black-Scholes model
2
Black-Scholes-Modell
2
Credit risk
2
Kreditrisiko
2
Swap
2
Theorie
2
Theory
2
Volatility
2
Volatilität
2
Asia
1
Asien
1
CAPM
1
Capital structure
1
China
1
Collateral
1
Corporate bond
1
Debt financing
1
EU countries
1
EU-Staaten
1
European options
1
Forecasting model
1
Fremdkapital
1
Informal finance
1
Informeller Finanzsektor
1
Kapitalstruktur
1
Kreditsicherung
1
OTC market
1
OTC markets
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OTC-Handel
1
Prognoseverfahren
1
Risiko
1
Risikomanagement
1
Risk
1
Risk management
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1
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7
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Carr, Peter
Wang, Guanying
Proost, Stef
21
De Borger, Bruno L.
7
Wang, Xingchun
7
Jarrow, Robert A.
6
Ritchken, Peter H.
5
Berardi, Michele
4
Dunis, Christian
4
Paxson, Dean A.
4
Satchell, Stephen
4
Schoutens, Wim
4
Zhang, Jin E.
4
Chen, Son-nan
3
Chesney, Marc
3
Escobar, Marcos
3
Glazer, Amihai
3
Guillaume, Florence
3
Huang, James
3
Lindset, Snorre
3
Palma, André de
3
Ronn, Ehud I.
3
Song, Shiyu
3
Van der Loo, Saskia
3
Verboven, Frank
3
Adachi, Takanori
2
Anderluh, J. H. M.
2
Areal, Nelson
2
Ballotta, Laura
2
Barone-Adesi, Giovanni
2
Bennouri, Moez
2
Bernard, Carole
2
Bessler, Wolfgang
2
Bhar, Ramaprasad
2
Bondarenko, Oleg
2
Borovkova, Svetlana
2
BrandĂŁo, Luiz Eduardo Teixeira
2
Chance, Don M.
2
Chen, Ren-Raw
2
Chiarella, Carl
2
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Discussion paper series
Review of derivatives research
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
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
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
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
1
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ECONIS (ZBW)
7
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7
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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
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
Pricing
swaps and options on quadratic variation under stochastic time change models : discrete observations case
Itkin, Andrey
;
Carr, Peter
- In:
Review of derivatives research
13
(
2010
)
2
,
pp. 141-176
Persistent link: https://www.econbiz.de/10008695493
Saved in:
6
A new approach for option
pricing
under stochastic volatility
Carr, Peter
;
Sun, Jian
- In:
Review of derivatives research
10
(
2007
)
2
,
pp. 87-150
Persistent link: https://www.econbiz.de/10003705860
Saved in:
7
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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