//--> //--> //-->
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:"The journal of fixed income"
~person:"Carr, Peter"
~person:"Miltersen, Kristian R."
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
4
Optionspreistheorie
4
Theorie
3
Theory
3
Aktienoption
1
CAPM
1
Dynamische Wirtschaftstheorie
1
Economic dynamics
1
Führungskräfte
1
Leistungsentgelt
1
Managers
1
Performance pay
1
Stock option
1
Swap
1
USA
1
United States
1
Volatility
1
Volatilität
1
more ...
less ...
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
5
Author
All
Carr, Peter
Miltersen, Kristian R.
Fabozzi, Frank J.
5
Bhattacharjee, Ranjit
2
Heston, Steven L.
2
Ho, Thomas S. Y.
2
Kunčev, Ognjan I.
2
Longstaff, Francis A.
2
Madan, Dilip B.
2
Milanov, Krasimir
2
Russo, Vincenzo
2
Subrahmanyam, Marti G.
2
Sun, Jian
2
Al-Horani, A.
1
Angbazo, Lazarus A.
1
Badak, Bransislav
1
Baek, Seungho
1
Baheti, Prasun
1
Bai, Xu
1
Bali, Turan G.
1
Barone, Emilio
1
Baz, Jamil
1
Başak, Suleyman
1
Beliaeva, Natalia A.
1
Benzschawel, Terry
1
Bertonazzi, Eric P.
1
Bierwag, Gerald O.
1
Bjerksund, Petter
1
Björk, Tomas
1
Blake, David
1
Boyle, Phelim P.
1
Brown, Roger H.
1
Brunson, Andrew L.
1
Buetow, Gerald W.
1
Cantor, Richard
1
Cao, Shinan
1
Carverhill, Andrew
1
Cathcart, Lara
1
Chang, Eric Chieh
1
Charest, Anne-Sophie
1
Chaudhury, Mohammed M.
1
more ...
less ...
Published in...
All
European finance review : the official journal of the European Finance Association
The journal of fixed income
Finance and stochastics
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
Finance
5
The journal of computational finance
5
The journal of finance : the journal of the American Finance Association
5
Journal of financial economics
4
Publications from Department of Management
4
Publications from Department of Management, Odense University
4
Skrifter fra Institut for Virksomhedsledelse, Odense Universitet
4
Review of derivatives research
3
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 financial and quantitative analysis : JFQA
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 review of financial studies
2
Afhandlinger fra det Samfundsvikenskabelige Fakultet på Odense Universitet
1
Annals of finance
1
Asia-Pacific financial markets
1
Bloomberg Portfolio Research Paper
1
Discussion paper / B
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
Project flexibility, agency, and competition : new developments in the theory and application of real options
1
Quantitative Finance
1
Review of finance : journal of the European Finance Association
1
Robert H. Smith School Research Paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Implied remaining variance with application to Bachelier model
Sun, Jian
;
Niu, Qiankun
;
Cao, Shinan
;
Carr, Peter
- In:
The journal of fixed income
26
(
2016
)
2
,
pp. 78-95
Persistent link: https://www.econbiz.de/10011684715
Saved in:
2
Implied remaining variance in derivative
pricing
Carr, Peter
;
Sun, Jian
- In:
The journal of fixed income
23
(
2014
)
4
,
pp. 19-32
Persistent link: https://www.econbiz.de/10010388877
Saved in:
3
Dynamic spanning in the consumption-based capital asset
pricing
model
Christensen, Peter Ove
;
Graversen, Svend Erik
; …
- In:
European finance review : the official journal of the …
4
(
2000
)
2
,
pp. 129-156
Persistent link: https://www.econbiz.de/10001581031
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
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->