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~isPartOf:"Finance and stochastics"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~person:"Carr, Peter"
~person:"Dai, Min"
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Option pricing theory
15
Optionspreistheorie
15
Theorie
11
Theory
11
Stochastic process
7
Stochastischer Prozess
7
Option trading
4
Optionsgeschäft
4
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Carr, Peter
Dai, Min
Kabanov, Jurij M.
13
Linetsky, Vadim
12
Madan, Dilip B.
11
Schachermayer, Walter
11
Hobson, David G.
10
Schweizer, Martin
9
Frey, Rüdiger
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Guasoni, Paolo
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Yor, Marc
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Muhle-Karbe, Johannes
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Touzi, Nizar
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6
Eberlein, Ernst
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Elliott, Robert J.
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Filipović, Damir
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Glasserman, Paul
6
Jeanblanc, Monique
6
Kardaras, Constantinos
6
Platen, Eckhard
6
Rutkowski, Marek
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Soner, Halil Mete
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Stricker, Christophe
6
Çetin, Umut
6
Alòs, Elisa
5
Bayraktar, Erhan
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Belomestny, Denis
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Cox, Alexander M. G.
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Delbaen, Freddy
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Geman, Hélyette
5
Henderson, Vicky
5
Jarrow, Robert A.
5
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5
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Finance and stochastics
Mathematical finance : an international journal of mathematics, statistics and financial theory
Finance
5
Journal of economic dynamics & control
5
Journal of financial economics
4
The journal of computational finance
4
The journal of finance : the journal of the American Finance Association
4
International journal of theoretical and applied finance
3
The journal of derivatives : JOD
3
Applied mathematical finance
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Computational economics
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European finance review : the official journal of the European Finance Association
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Finance and Stochastics
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Finance research letters
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Journal of risk
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Quantitative 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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The journal of futures markets
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The review of financial studies
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Bloomberg Portfolio Research Paper
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Discussion paper series
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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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Management science : journal of the Institute for Operations Research and the Management Sciences
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Mathematical finance : an international journal of mathematics, statistics and financial economics
1
NBER working paper series
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NYU Tandon Research Paper
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Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
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Review of finance : journal of the European Finance Association
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Robert H. Smith School Research Paper
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The European Journal of Finance
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ECONIS (ZBW)
16
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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
Local variance gamma and explicit calibration to option prices
Carr, Peter
;
Nadtochiy, Sergey
- In:
Mathematical finance : an international journal of …
27
(
2017
)
1
,
pp. 151-193
Persistent link: https://www.econbiz.de/10011739451
Saved in:
4
Guaranteed minimum withdrawal benefit in variable annuities
Dai, Min
;
Kwok, Yue-Kuen
;
Zong, Jianping
- In:
Mathematical finance : an international journal of …
18
(
2008
)
4
,
pp. 595-611
Persistent link: https://www.econbiz.de/10003769016
Saved in:
5
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:
6
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:
7
Time-changed Markov processes in unified credit-equity modeling
Mendoza-Arriaga, Rafael
;
Carr, Peter
;
Linetsky, Vadim
- In:
Mathematical finance : an international journal of …
20
(
2010
)
4
,
pp. 527-569
Persistent link: https://www.econbiz.de/10008666998
Saved in:
8
Hedging variance options on continuous semimartingales
Carr, Peter
;
Lee, Roger
- In:
Finance and stochastics
14
(
2010
)
2
,
pp. 179-207
Persistent link: https://www.econbiz.de/10003951494
Saved in:
9
Put-call symmetry : extensions and applications
Carr, Peter
;
Lee, Roger
- In:
Mathematical finance : an international journal of …
19
(
2009
)
4
,
pp. 523-560
Persistent link: https://www.econbiz.de/10003937125
Saved in:
10
Self-decomposability and option
pricing
Carr, Peter
;
Geman, Hélyette
;
Madan, Dilip B.
;
Yor, Marc
- In:
Mathematical finance : an international journal of …
17
(
2007
)
1
,
pp. 31-57
Persistent link: https://www.econbiz.de/10003543101
Saved in:
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