//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"International journal of theoretical and applied finance"
~person:"Carr, Peter"
~person:"Haucap, Justus"
~person:"Jeon, Doh-Shin"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"PRICING"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Hedging
2
Option pricing theory
2
Optionspreistheorie
2
Stochastic process
2
Stochastischer Prozess
2
Volatility
2
Volatilität
2
Experiment
1
Option trading
1
Optionsgeschäft
1
Poisson processes
1
Static replication
1
arbitrage
1
barrier options
1
hedging jump processes
1
robust valuation
1
more ...
less ...
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Carr, Peter
Haucap, Justus
Jeon, Doh-Shin
Kwok, Yue-Kuen
10
Levendorskij, Sergej Z.
10
Elliott, Robert J.
7
Takahashi, Akihiko
7
Fabozzi, Frank J.
6
Gapeev, Pavel V.
6
Jeanblanc, Monique
6
Avellaneda, Marco
5
Benth, Fred Espen
5
Bojarčenko, Svetlana I.
5
Hui, Cho H.
5
Joshi, Mark S.
5
Lo, C. F.
5
Oosterlee, Cornelis W.
5
Schoutens, Wim
5
Siu, Tak Kuen
5
Arai, Takuji
4
Brigo, Damiano
4
Ekström, Erik
4
Hess, Markus
4
Korn, Ralf
4
Liu, Rui Hua
4
Macrina, Andrea
4
Račev, Svetlozar T.
4
Rutkowski, Marek
4
Wilmott, Paul
4
Wu, Lixin
4
Antonelli, Fabio
3
Aurell, Erik
3
Belomestny, Denis
3
Bernard, Carole
3
Biagini, Francesca
3
Bouchaud, Jean-Philippe
3
Boyarchenko, Mitya
3
Brody, Dorje C.
3
Chiarella, Carl
3
Cui, Zhenyu
3
Ehrhardt, Matthias
3
Forde, Martin
3
Fouque, Jean-Pierre
3
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
DICE discussion paper
8
DICE ordnungspolitische Perspektiven
7
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
7
Finance and stochastics
6
IDEI working papers
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
Diskussionsbeiträge zur Wirtschaftspolitik
5
Diskussionspapier / Helmut-Schmidt-Universität, Fächergruppe Volkswirtschaftslehre
5
Finance
5
The Rand journal of economics
5
Discussion paper / Centre for Economic Policy Research
4
European journal of law and economics
4
Journal of financial economics
4
NET Institute Working Paper
4
Telecommunications policy : the international journal of digital economy, data sciences and new media
4
The journal of computational finance
4
The journal of finance : the journal of the American Finance Association
4
Working Papers / Barcelona Graduate School of Economics (Barcelona GSE)
4
Working papers / TSE : WP
4
American economic journal
3
CESifo working papers
3
Economics Working Papers / Department of Economics and Business, Universitat Pompeu Fabra
3
The journal of derivatives : JOD
3
American economic journal : a journal of the American Economic Association
2
Applied mathematical finance
2
CESifo Working Paper
2
Computational economics
2
DICE Discussion Paper
2
European finance review : the official journal of the European Finance Association
2
Finance and Stochastics
2
Finance research letters
2
International journal of industrial organization
2
Journal of risk
2
Ordo : Jahrbuch für die Ordnung von Wirtschaft und Gesellschaft
2
Review of Derivatives Research
2
Review of derivatives research
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
The journal of fixed income
2
The review of financial studies
2
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Semi-static hedging of barrier options under poisson jumps
Carr, Peter
- In:
International journal of theoretical and applied finance
14
(
2011
)
7
,
pp. 1091-1111
Persistent link: https://www.econbiz.de/10009407668
Saved in:
2
Hedging under the Heston model with jump-to-default
Carr, Peter
;
Schoutens, Wim
- In:
International journal of theoretical and applied finance
11
(
2008
)
4
,
pp. 403-414
Persistent link: https://www.econbiz.de/10003746726
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->