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~isPartOf:"Finance and stochastics"
~language:"eng"
~person:"Bloss, Michael"
~person:"Carr, Peter"
~person:"Härdle, Wolfgang"
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Option pricing theory
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Bloss, Michael
Carr, Peter
Härdle, Wolfgang
Benth, Fred Espen
2
Brigo, Damiano
2
Fouque, Jean-Pierre
2
Frey, Rüdiger
2
Hobson, David G.
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Finance and stochastics
SFB 649 discussion paper
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Quantitative finance
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Discussion paper / Humboldt-Universität zu Berlin, SFB 649 Economic Risk
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The journal of finance : the journal of the American Finance Association
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Annual review of financial economics
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International Journal of Financial Studies : open access journal
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of risk
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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NYU Tandon Research Paper
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Schmollers Jahrbuch : journal of contextual economics
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The Oxford handbook of the macroeconomics of global warming
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The journal of derivatives : JOD
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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
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2
A jump to default extended CEV model : an application of Bessel processes
Carr, Peter
;
Linetsky, Vadim
- In:
Finance and stochastics
10
(
2006
)
3
,
pp. 303-330
Persistent link: https://www.econbiz.de/10003379774
Saved in:
3
Optimal investment in derivative securities
Carr, Peter
;
Jin, Xing
;
Madan, Dilip B.
- In:
Finance and stochastics
5
(
2001
)
1
,
pp. 33-59
Persistent link: https://www.econbiz.de/10001553046
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