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~isPartOf:"Discussion paper series"
~isPartOf:"The European journal of finance"
~person:"Arratia, Argimiro"
~person:"Carr, Peter"
~person:"Wang, Guanying"
~subject:"Option pricing theory"
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Option pricing theory
Optionspreistheorie
5
Option trading
3
Optionsgeschäft
3
Black-Scholes model
2
Black-Scholes-Modell
2
Credit risk
2
Kreditrisiko
2
Volatility
2
Volatilität
2
American options
1
Asia
1
Asien
1
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1
CAPM
1
Capital structure
1
China
1
Collateral
1
Corporate bond
1
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1
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1
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European options
1
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1
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1
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1
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OTC-Handel
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Prognoseverfahren
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Arratia, Argimiro
Carr, Peter
Wang, Guanying
Paxson, Dean A.
4
Chen, Son-nan
3
Dunis, Christian
3
Wang, Xingchun
3
Anderluh, J. H. M.
2
Ballotta, Laura
2
Bhar, Ramaprasad
2
Brandão, Luiz Eduardo Teixeira
2
Chesney, Marc
2
Coakley, Jerry
2
Dockendorf, Jörg
2
Elliott, Robert J.
2
Hsu, Pao-Peng
2
Lindset, Snorre
2
Liu, Xiaoquan
2
Romagnoli, Silvia
2
Satchell, Stephen
2
Siu, Tak Kuen
2
Song, Shiyu
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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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
Bergh, Willem M. van den
1
Bernard, Carole
1
Berry, R. H.
1
Bhargava, Vivek
1
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1
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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
Computational economics
2
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)
5
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5
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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
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:
3
American and exotic options in a market with frictions
Junike, Gero
;
Arratia, Argimiro
;
Cabaña, Alejandra
; …
- In:
The European journal of finance
26
(
2020
)
2/3
,
pp. 179-199
Persistent link: https://www.econbiz.de/10012207193
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
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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