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~isPartOf:"International journal of theoretical and applied finance"
~person:"Carr, Peter"
~person:"Korn, Ralf"
~person:"Zhang, Jin E."
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Option pricing theory
5
Optionspreistheorie
5
Hedging
3
Option trading
2
Optionsgeschäft
2
Stochastic process
2
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2
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Carr, Peter
Korn, Ralf
Zhang, Jin E.
Kwok, Yue-Kuen
10
Levendorskij, Sergej Z.
10
Jeanblanc, Monique
9
Elliott, Robert J.
7
Gapeev, Pavel V.
7
Takahashi, Akihiko
7
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6
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Schoutens, Wim
6
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5
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5
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5
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5
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4
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4
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4
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4
Hui, Cho H.
4
Liu, Rui Hua
4
Lo, C. F.
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Macrina, Andrea
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Madan, Dilip B.
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RaÄŤev, Svetlozar T.
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3
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3
Brody, Dorje C.
3
Capriotti, Luca
3
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International journal of theoretical and applied finance
Mathematical finance : an international journal of mathematics, statistics and financial theory
9
The journal of computational finance
7
Berichte zur Stochastik und verwandten Gebieten
6
Finance and stochastics
6
Review of derivatives research
6
The journal of futures markets
6
Finance
5
The journal of finance : the journal of the American Finance Association
5
Journal of financial economics
4
Risks : open access journal
4
Applied mathematical finance
3
Finance and Stochastics
3
Journal of economic dynamics & control
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
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3
The journal of derivatives : the official publication of the International Association of Financial Engineers
3
The review of financial studies
3
Applied economics
2
Computational economics
2
European finance review : the official journal of the European Finance Association
2
Journal of banking & finance
2
NYU Tandon Research Paper
2
StudienbĂĽcher Wirtschaftsmathematik
2
The journal of fixed income
2
Asia-Pacific financial markets
1
Bloomberg Portfolio Research Paper
1
Cahiers de recherche
1
Chapman & Hall / CRC financial mathematics series
1
Chapman & Hall/CRC financial mathematics series
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Computational Management Science : CMS
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Discussion paper series
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Economics Papers from University Paris Dauphine
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Economics letters
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Emerging markets review
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Energy economics
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Finance research letters
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Financial Markets and Portfolio Management
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ECONIS (ZBW)
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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
The forward PDE for European options on stocks with fixed fractional jumps
Carr, Peter
;
Javaheri, Alireza
- In:
International journal of theoretical and applied finance
8
(
2005
)
2
,
pp. 239-253
Persistent link: https://www.econbiz.de/10002679581
Saved in:
3
The intersection between European put price and its payoff function
Zhang, Jin E.
;
Huang, Shoujun
;
Li, Tiecheng
- In:
International journal of theoretical and applied finance
16
(
2013
)
4
,
pp. 1-14
Persistent link: https://www.econbiz.de/10009779744
Saved in:
4
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:
5
The swing
option
on the stock market
Dahlgren, Martin
;
Korn, Ralf
- In:
International journal of theoretical and applied finance
8
(
2005
)
1
,
pp. 123-139
Persistent link: https://www.econbiz.de/10002625828
Saved in:
6
A general framework for hedging and speculating with options
Korn, Ralf
- In:
International journal of theoretical and applied finance
1
(
1998
)
4
,
pp. 507-522
Persistent link: https://www.econbiz.de/10001255557
Saved in:
7
Optimal portfolios under the threat of a crash
Korn, Ralf
;
Wilmott, Paul
- In:
International journal of theoretical and applied finance
5
(
2002
)
2
,
pp. 171-187
Persistent link: https://www.econbiz.de/10001662970
Saved in:
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