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~isPartOf:"Finance and stochastics"
~person:"Carr, Peter"
~person:"Madan, Dilip B."
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Hedging
4
Option pricing theory
3
Optionspreistheorie
3
Martingal
2
Martingale
2
Theorie
2
Theory
2
CAPM
1
Change of numéraire
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Exchange rate
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Hyperinflation
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Lévy process
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Option trading
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Optionsgeschäft
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Put-call parity
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Swap
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gamma swap
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hedging
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moment swap
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Carr, Peter
Madan, Dilip B.
Kabanov, Jurij M.
5
Hobson, David G.
4
Obłój, Jan
4
Bartl, Daniel
3
Bouchard, Bruno
3
Pham, Huyên
3
Stricker, Christophe
3
Campi, Luciano
2
Cox, Alexander M. G.
2
Cvitanić, Jakša
2
Frey, Rüdiger
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Fukasawa, Masaaki
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Föllmer, Hans
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Gobet, Emmanuel
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Herrmann, Sebastian
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Hou, Zhaoxu
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Jeanblanc, Monique
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Karatzas, Ioannis
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Klimmek, Martin
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Kupper, Michael
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Lee, Roger
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Leukert, Peter
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Lépinette, Emmanuel
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Muhle-Karbe, Johannes
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Møller, Thomas
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Rásonyi, Miklós
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Soner, Halil Mete
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Touzi, Nizar
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Ankirchner, Stefan
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Arai, Takuji
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Backhoff, Julio Daniel
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Barrieu, Pauline
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Beiglböck, Mathias
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Bender, Christian
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Benth, Fred Espen
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Bielecki, Tomasz R.
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Blanchet-Scalliet, Christophette
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Cherny, Alexander S.
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Finance and stochastics
Robert H. Smith School Research Paper
7
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
International journal of theoretical and applied finance
3
Annals of finance
1
Applied mathematical finance
1
Discussion paper / Institute for Economic Research, Queen's University
1
Finance and economics discussion series
1
Insurance / Mathematics & economics
1
International journal of financial engineering
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of financial economics
1
Journal of financial engineering
1
Mathematics and financial economics
1
Quantitative finance
1
The journal of business : B
1
The journal of derivatives : JOD
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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 finance : the journal of the American Finance Association
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ECONIS (ZBW)
4
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1
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:
2
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:
3
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:
4
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:
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