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~isPartOf:"Finance and stochastics"
~person:"Campbell, John Y."
~person:"Carr, Peter"
~person:"Chiarella, Carl"
~person:"Jeon, Doh-Shin"
~person:"Madan, Dilip B."
~person:"Peitz, Martin"
~person:"Zhang, Lu"
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Option pricing theory
6
Optionspreistheorie
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Hedging
4
Theorie
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4
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3
Stochastischer Prozess
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Campbell, John Y.
Carr, Peter
Chiarella, Carl
Jeon, Doh-Shin
Madan, Dilip B.
Peitz, Martin
Zhang, Lu
Kabanov, Jurij M.
13
Guasoni, Paolo
6
Hobson, David G.
6
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Linetsky, Vadim
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Obłój, Jan
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Rutkowski, Marek
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Rásonyi, Miklós
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Soner, Halil Mete
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Campi, Luciano
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Frittelli, Marco
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Glasserman, Paul
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Jacod, Jean
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Jeanblanc, Monique
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Schweizer, Martin
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Touzi, Nizar
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Finance and stochastics
Working paper / National Bureau of Economic Research, Inc.
32
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
31
NBER working paper series
25
NBER Working Paper
24
Robert H. Smith School Research Paper
14
Fisher College of Business working paper series
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Mathematical finance : an international journal of mathematics, statistics and financial theory
13
Discussion paper / Centre for Economic Policy Research
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The journal of computational finance
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International journal of theoretical and applied finance
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Finance
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Fisher College of Business Working Paper
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The Rand journal of economics
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NET Institute Working Paper
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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
Stochastic volatility, jumps and hidden time changes
Geman, Hélyette
;
Madan, Dilip B.
;
Yor, Marc
- In:
Finance and stochastics
6
(
2002
)
1
,
pp. 63-90
Persistent link: https://www.econbiz.de/10001643753
Saved in:
4
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:
5
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:
6
Hedging contingent claims on semimartingales
Jarrow, Robert
;
Madan, Dilip B.
- In:
Finance and stochastics
3
(
1999
)
1
,
pp. 111-134
Persistent link: https://www.econbiz.de/10001367662
Saved in:
7
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:
8
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
Saved in:
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