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~isPartOf:"Finance and stochastics"
~isPartOf:"Finance research letters"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~person:"Carr, Peter"
~person:"Cuchiero, Christa"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject:"Option"
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Option pricing theory
10
Optionspreistheorie
10
Theorie
5
Theory
5
Hedging
4
Volatility
4
Volatilität
4
Derivat
3
Derivative
3
Martingal
3
Martingale
3
Option trading
3
Optionsgeschäft
3
Stochastic process
3
Stochastischer Prozess
3
Black-Scholes model
2
Black-Scholes-Modell
2
Statistical distribution
2
Statistische Verteilung
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Swap
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USA
2
United States
2
Additive processes
1
Affine processes
1
Aktienmarkt
1
Asia
1
Asien
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Capital income
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Change of numéraire
1
Dagum distribution
1
Derivative pricing
1
Dual processes
1
Exchange rate
1
Financial investment
1
Finanzmathematik
1
Foreign exchange
1
Forward rate agreement
1
Forward variance models
1
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12
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Aufsatz in Zeitschrift
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12
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English
12
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Carr, Peter
Cuchiero, Christa
Chen, Son-nan
8
Hobson, David G.
7
Wang, Xingchun
7
Wu, Ting-pin
7
Fabozzi, Frank J.
6
Hull, John
6
Kabanov, Jurij M.
6
Madan, Dilip B.
6
White, Alan
6
Filipović, Damir
5
Glasserman, Paul
5
Lee, Hangsuck
5
Wu, Liuren
5
Alòs, Elisa
4
Belomestny, Denis
4
Benth, Fred Espen
4
Björk, Tomas
4
Brigo, Damiano
4
Cox, Alexander M. G.
4
Ederington, Louis H.
4
Jiraporn, Pornsit
4
Lee, Minha
4
Lee, Roger
4
Linetsky, Vadim
4
Obłój, Jan
4
Ritchken, Peter H.
4
Tian, Yisong Sam
4
Broadie, Mark
3
Chaput, J. Scott
3
Chen, Jun-Home
3
Chen, Ren-Raw
3
Chintrakarn, Pandej
3
Eberlein, Ernst
3
Ha, Hongjun
3
Huang, Alex
3
Jeanblanc, Monique
3
Kallsen, Jan
3
Keller-Ressel, Martin
3
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Finance and stochastics
Finance research letters
The journal of derivatives : the official publication of the International Association of Financial Engineers
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
The journal of finance : the journal of the American Finance Association
5
Journal of financial economics
4
The journal of computational finance
4
International journal of theoretical and applied finance
3
The journal of derivatives : JOD
3
The review of financial studies
3
Applied mathematical finance
2
Computational economics
2
European finance review : the official journal of the European Finance Association
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Review of derivatives research
2
The journal of fixed income
2
Asia-Pacific financial markets
1
Journal of banking & finance
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial engineering
1
Journal of investment management : JOIM
1
Journal of risk
1
Risks : open access journal
1
The European journal of finance
1
The journal of business : B
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ECONIS (ZBW)
12
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1
Additive logistic processes in
option
pricing
Carr, Peter
;
Torricelli, Lorenzo
- In:
Finance and stochastics
25
(
2021
)
4
,
pp. 689-724
Persistent link: https://www.econbiz.de/10012665200
Saved in:
2
On the hedging of options on exploding exchange rates
Carr, Peter
;
Fisher, Travis
;
Ruf, Johannes
- In:
Finance and stochastics
18
(
2014
)
1
,
pp. 115-144
Persistent link: https://www.econbiz.de/10010235456
Saved in:
3
Infinite-dimensional polynomial processes
Cuchiero, Christa
;
Svaluto-Ferro, Sara
- In:
Finance and stochastics
25
(
2021
)
2
,
pp. 383-426
Persistent link: https://www.econbiz.de/10012499741
Saved in:
4
A general HJM framework for multiple yield curve modelling
Cuchiero, Christa
;
Fontana, Claudio
;
Gnoatto, Alessandro
- In:
Finance and stochastics
20
(
2016
)
2
,
pp. 267-320
Persistent link: https://www.econbiz.de/10011470672
Saved in:
5
A tale of two indices
Carr, Peter
;
Wu, Liuren
- In:
The journal of derivatives : the official publication …
13
(
2006
)
3
,
pp. 13-29
Persistent link: https://www.econbiz.de/10003321077
Saved in:
6
Static hedging of timing risk
Carr, Peter
;
Picron, Jean-Francois
- In:
The journal of derivatives : the official publication …
6
(
1999
)
3
,
pp. 57-70
Persistent link: https://www.econbiz.de/10001432497
Saved in:
7
Variation and share-weighted variation swaps on time-changed Lévy processes
Carr, Peter
;
Lee, Roger
- In:
Finance and stochastics
17
(
2013
)
4
,
pp. 685-716
Persistent link: https://www.econbiz.de/10010190886
Saved in:
8
Polynomial processes and their applications to mathematical finance
Cuchiero, Christa
;
Keller-Ressel, Martin
;
Teichmann, Josef
- In:
Finance and stochastics
16
(
2012
)
4
,
pp. 711-740
Persistent link: https://www.econbiz.de/10009623535
Saved in:
9
Variance swaps on time-changed Lévy processes
Carr, Peter
;
Lee, Roger
;
Wu, Liuren
- In:
Finance and stochastics
16
(
2012
)
2
,
pp. 335-355
Persistent link: https://www.econbiz.de/10009544664
Saved in:
10
On the qualitative effect of volatility and duration on prices of Asian options
Carr, Peter
;
Ewald, Christian-Oliver
;
Xiao, Yajun
- In:
Finance research letters
5
(
2008
)
3
,
pp. 162-171
Persistent link: https://www.econbiz.de/10003769897
Saved in:
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