//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"European finance review : the official journal of the European Finance Association"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~person:"Carr, Peter"
~person:"Ng, Lilian K."
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"PRICING"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Option pricing theory
3
Optionspreistheorie
3
Theorie
3
Theory
3
Aktienoption
1
CAPM
1
Estimation theory
1
Fast Fourier Transform
1
Führungskräfte
1
Gauss-Hermite quadrature
1
Investment Fund
1
Investmentfonds
1
Leistungsentgelt
1
Managers
1
Option pricing
1
Performance pay
1
Schätztheorie
1
Stochastic process
1
Stochastischer Prozess
1
Stock option
1
Volatility
1
Volatilität
1
constant elasticity of variance
1
implied volatility
1
jumps
1
leverage effect
1
market disruptions
1
self-exciting
1
time-changed Levy processes
1
unscented Kalman filter
1
volatility feedback
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
Carr, Peter
Ng, Lilian K.
Bali, Turan G.
4
Jacobs, Kris
4
Jarrow, Robert A.
4
Madan, Dilip B.
4
Chang, Eric Chieh
3
Chen, Ren-Raw
3
Chung, San-lin
3
Errunza, Vihang R.
3
Guo, Hui
3
Hilliard, Jimmy E.
3
Hull, John
3
Karceski, Jason
3
Maio, Paulo
3
Ott, Steven Henry
3
Wu, Liuren
3
Zhang, Chu
3
Bakshi, Gurdip S.
2
Balvers, Ronald J.
2
Barry, Christopher Borden
2
Boyle, Phelim P.
2
Brown, Stephen J.
2
Busaba, Walid Y.
2
Chabi-Yo, Fousseni
2
Childs, Paul D.
2
Christoffersen, Peter F.
2
Easley, David
2
Fama, Eugene F.
2
Ferson, Wayne E.
2
Feunou, Bruno
2
Fournier, Mathieu
2
Han, Bing
2
Hu, Guanglian
2
Ibáñez, Alfredo
2
Jiang, George J.
2
Jorion, Philippe
2
Linn, Scott C.
2
Maroney, Neal
2
Miltersen, Kristian R.
2
Murray, Scott
2
more ...
less ...
Published in...
All
European finance review : the official journal of the European Finance Association
Journal of financial and quantitative analysis : JFQA
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
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 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 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
1
more ...
less ...
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Leverage effect, volatility feedback, and self-exciting market disruptions
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
5
,
pp. 2119-2156
Persistent link: https://www.econbiz.de/10011928991
Saved in:
2
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:
3
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:
4
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
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->