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~isPartOf:"European finance review : the official journal of the European Finance Association"
~isPartOf:"International journal of theoretical and applied finance"
~person:"Carr, Peter"
~person:"Ng, Lilian K."
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Option pricing theory
4
Optionspreistheorie
4
Theorie
3
Theory
3
Hedging
2
Stochastic process
2
Stochastischer Prozess
2
Volatility
2
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English
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Carr, Peter
Ng, Lilian K.
Kwok, Yue-Kuen
10
Levendorskij, Sergej Z.
10
Elliott, Robert J.
7
Takahashi, Akihiko
7
Fabozzi, Frank J.
6
Gapeev, Pavel V.
6
Jeanblanc, Monique
6
Avellaneda, Marco
5
Benth, Fred Espen
5
Bojarčenko, Svetlana I.
5
Hui, Cho H.
5
Joshi, Mark S.
5
Lo, C. F.
5
Madan, Dilip B.
5
Oosterlee, Cornelis W.
5
Schoutens, Wim
5
Siu, Tak Kuen
5
Arai, Takuji
4
Brigo, Damiano
4
Ekström, Erik
4
Hess, Markus
4
Korn, Ralf
4
Liu, Rui Hua
4
Macrina, Andrea
4
Račev, Svetlozar T.
4
Rutkowski, Marek
4
Wilmott, Paul
4
Wu, Lixin
4
Antonelli, Fabio
3
Aurell, Erik
3
Belomestny, Denis
3
Bernard, Carole
3
Biagini, Francesca
3
Bouchaud, Jean-Philippe
3
Boyarchenko, Mitya
3
Brody, Dorje C.
3
Chiarella, Carl
3
Cui, Zhenyu
3
Ehrhardt, Matthias
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European finance review : the official journal of the European Finance Association
International journal of theoretical and applied finance
Finance and stochastics
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
Finance
5
The journal of finance : the journal of the American Finance Association
5
Journal of financial economics
4
The journal of computational finance
4
The journal of derivatives : JOD
3
Applied mathematical finance
2
Computational economics
2
Finance and Stochastics
2
Finance research letters
2
Journal of risk
2
Review of Derivatives Research
2
Review of derivatives research
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
Asia-Pacific financial markets
1
Bloomberg Portfolio Research Paper
1
Discussion paper series
1
Economics Papers from University Paris Dauphine
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
Pacific-Basin finance journal
1
Quantitative Finance
1
Review of finance : journal of the European Finance Association
1
Robert H. Smith School Research Paper
1
Selected papers from the Fifth Annual PACAP Finance Conference held in Malaysia
1
The European Journal of Finance
1
The European journal of finance
1
Wiley Finance Ser
1
Wiley Finance Series
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ECONIS (ZBW)
5
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1
Asset
pricing
specification errors and performance evaluation
He, Jia
;
Ng, Lilian K.
;
Zhang, Chu
- In:
European finance review : the official journal of the …
3
(
1999
)
2
,
pp. 205-232
Persistent link: https://www.econbiz.de/10001653168
Saved in:
2
Semi-static hedging of barrier options under poisson jumps
Carr, Peter
- In:
International journal of theoretical and applied finance
14
(
2011
)
7
,
pp. 1091-1111
Persistent link: https://www.econbiz.de/10009407668
Saved in:
3
Hedging under the Heston model with jump-to-default
Carr, Peter
;
Schoutens, Wim
- In:
International journal of theoretical and applied finance
11
(
2008
)
4
,
pp. 403-414
Persistent link: https://www.econbiz.de/10003746726
Saved in:
4
The valuation of executive stock options in an intensity-based framework
Carr, Peter
;
Linetsky, Vadim
- In:
European finance review : the official journal of the …
4
(
2000
)
3
,
pp. 211-230
Persistent link: https://www.econbiz.de/10001594050
Saved in:
5
The variance gamma process and option
pricing
Madan, Dilip B.
;
Carr, Peter
;
Chang, Eric Chieh
- In:
European finance review : the official journal of the …
2
(
1998
)
1
,
pp. 79-105
Persistent link: https://www.econbiz.de/10001400428
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