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~isPartOf:"Finance and stochastics"
~isPartOf:"The journal of derivatives : JOD"
~isPartOf:"Valuation, financial modeling, and quantitative tools"
~person:"Carr, Peter"
~person:"Elliott, Robert J."
~person:"Fabozzi, Frank J."
~person:"Haucap, Justus"
~person:"Jeon, Doh-Shin"
~person:"Madan, Dilip B."
~person:"Ndoye, Mbaye"
~subject:"Finanzmathematik"
~subject:"Markov-Kette"
~subject:"Option pricing theory"
~subject:"Telekommunikation"
~subject:"statistical methods"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
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Finanzmathematik
Markov-Kette
Option pricing theory
Telekommunikation
statistical methods
Optionspreistheorie
18
Option trading
7
Optionsgeschäft
7
Stochastic process
7
Stochastischer Prozess
7
Derivat
6
Derivative
6
Theorie
6
Theory
6
Volatility
6
Volatilität
6
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5
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3
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options
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Additive processes
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Article in journal
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13
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5
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18
Author
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Carr, Peter
Elliott, Robert J.
Fabozzi, Frank J.
Haucap, Justus
Jeon, Doh-Shin
Madan, Dilip B.
Ndoye, Mbaye
Filipović, Damir
5
Hobson, David G.
5
Kabanov, Jurij M.
5
Alòs, Elisa
4
Belomestny, Denis
4
Cox, Alexander M. G.
4
Lee, Roger
4
Linetsky, Vadim
4
Obłój, Jan
4
Benth, Fred Espen
3
Cuchiero, Christa
3
Cui, Zhenyu
3
Frey, Rüdiger
3
Glasserman, Paul
3
Keller-Ressel, Martin
3
Li, Lingfei
3
Mijatovi´c, Aleksandar
3
Muhle-Karbe, Johannes
3
Nutz, Marcel
3
Soner, Halil Mete
3
Taylor, Stephen
3
Touzi, Nizar
3
Ackerer, Damien
2
Arai, Takuji
2
Beiglböck, Mathias
2
Bender, Christian
2
Biagini, Francesca
2
Björk, Tomas
2
Bouchard, Bruno
2
Brigo, Damiano
2
Cont, Rama
2
Dassios, Angelos
2
Detering, Nils
2
Eberlein, Ernst
2
Figueroa-López, José E.
2
Fontana, Claudio
2
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2
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Finance and stochastics
The journal of derivatives : JOD
Valuation, financial modeling, and quantitative tools
International journal of theoretical and applied finance
16
Mathematical finance : an international journal of mathematics, statistics and financial theory
14
Applied mathematical finance
8
Annals of finance
7
The journal of computational finance
7
The journal of fixed income
6
Computational economics
5
Finance research letters
5
Journal of economic dynamics & control
5
Review of derivatives research
5
Journal of banking & finance
4
Journal of financial economics
4
The journal of derivatives : the official publication of the International Association of Financial Engineers
4
The journal of finance : the journal of the American Finance Association
4
Asia-Pacific financial markets
3
European finance review : the official journal of the European Finance Association
3
European journal of operational research : EJOR
3
Insurance / Mathematics & economics
3
Journal of risk and financial management : JRFM
3
Quantitative finance
3
The European journal of finance
3
The journal of futures markets
3
International journal of financial engineering
2
Journal of financial and quantitative analysis : JFQA
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of risk
2
The handbook of fixed income securities
2
The journal of business : B
2
Annals of operations research
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Annals of operations research ; volume 275, numbers 2 (April 2019)
1
Applied economics
1
Applied financial economics
1
Digital finance : smart data analytics, investment innovation, and financial technology
1
Econometric reviews
1
Economics letters
1
Effiziente Regeln für Telekommunikationsmärkte in der Zukunft : Kartellrecht, Netzneutralität und Preis-Kosten-Scheren
1
Financial markets and instruments
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ECONIS (ZBW)
18
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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
Analytical valuation of compound options under regime-switching dynamics
Breton, Michèle
;
Ndoye, Mbaye
- In:
The journal of derivatives : JOD
29
(
2021
)
2
,
pp. 120-148
Persistent link: https://www.econbiz.de/10012698128
Saved in:
3
American option
pricing
and filtering with a hidden regime-switching jump diffusion
Siu, Tak Kuen
;
Elliott, Robert J.
- In:
The journal of derivatives : JOD
29
(
2022
)
3
,
pp. 106-123
Persistent link: https://www.econbiz.de/10013174827
Saved in:
4
Semi-analytical
pricing
of barrier options in the time-dependent Heston model
Carr, Peter
;
Itkin, Andrey
;
Muravey, Dmitry
- In:
The journal of derivatives : JOD
30
(
2022
)
2
,
pp. 141-171
Persistent link: https://www.econbiz.de/10014231115
Saved in:
5
Semi-analytical solutions for barrier and American options written on a time-dependent Ornstein-Uhlenbeck process
Carr, Peter
;
Itkin, Andrey
- In:
The journal of derivatives : JOD
29
(
2021
)
1
,
pp. 9-26
Persistent link: https://www.econbiz.de/10012612941
Saved in:
6
Pricing
and hedging options on assets with options on related assets
Madan, Dilip B.
;
Wang, King
- In:
The journal of derivatives : JOD
29
(
2021
)
1
,
pp. 27-47
Persistent link: https://www.econbiz.de/10012612942
Saved in:
7
Option
pricing
with greed and fear factor : the rational finance approach
Shirvani, Abootaleb
;
Fabozzi, Frank J.
;
Racheva-Iotova, …
- In:
The journal of derivatives : JOD
29
(
2021
)
2
,
pp. 77-119
Persistent link: https://www.econbiz.de/10012698127
Saved in:
8
Introduction to the
pricing
of futures/forwards and options
Fabozzi, Frank J.
-
2008
Persistent link: https://www.econbiz.de/10003765704
Saved in:
9
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:
10
Black-Scholes option
pricing
model
Račev, Svetlozar T.
;
Menn, Christian
;
Fabozzi, Frank J.
-
2008
Persistent link: https://www.econbiz.de/10003765707
Saved in:
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