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~isPartOf:"European finance review : the official journal of the European Finance Association"
~isPartOf:"The review of financial studies"
~person:"Carr, Peter"
~person:"Ng, Lilian K."
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Carr, Peter
Ng, Lilian K.
Başak, Suleyman
6
Longstaff, Francis A.
6
Christoffersen, Peter F.
5
Jacobs, Kris
5
Jarrow, Robert A.
5
Zhang, Lu
5
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4
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4
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4
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3
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3
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3
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3
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3
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European finance review : the official journal of the European Finance Association
The review of financial studies
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
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4
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Finance research letters
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International journal of theoretical and applied finance
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Review of Derivatives Research
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Review of derivatives research
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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The journal of fixed income
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Asia-Pacific financial markets
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Bloomberg Portfolio Research Paper
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Discussion paper series
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Economics Papers from University Paris Dauphine
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Journal of banking & finance
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of financial engineering
1
Journal of investment management : JOIM
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NYU Tandon Research Paper
1
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
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Pacific-Basin finance journal
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Quantitative Finance
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Review of finance : journal of the European Finance Association
1
Robert H. Smith School Research Paper
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Selected papers from the Fifth Annual PACAP Finance Conference held in Malaysia
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The European Journal of Finance
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The European journal of finance
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Wiley Finance Ser
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ECONIS (ZBW)
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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
The stop-loss start-gain paradox and option valuation : a new decomposition into intrinsic and time value
Carr, Peter
- In:
The review of financial studies
3
(
1990
)
3
,
pp. 469-492
Persistent link: https://www.econbiz.de/10001105894
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:
5
Randomization and the American put
Carr, Peter
- In:
The review of financial studies
11
(
1998
)
3
,
pp. 597-626
Persistent link: https://www.econbiz.de/10001249758
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