//--> //--> //-->
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:"Journal of banking & finance"
~isPartOf:"The journal of derivatives : JOD"
~person:"Carr, Peter"
~person:"Cui, Zhenyu"
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
Option pricing theory
7
Optionspreistheorie
7
Volatility
4
Volatilität
4
Derivat
3
Derivative
3
Derivatives
3
Option trading
3
Optionsgeschäft
3
Stochastic process
3
Stochastischer Prozess
3
Black-Scholes model
2
Black-Scholes-Modell
2
Statistical distribution
2
Statistische Verteilung
2
options
2
Credit risk
1
Currency option
1
Devisenoption
1
Discrete barrier options
1
Estimation theory
1
Experiment
1
Fourier-cosine series
1
Insolvency
1
Insolvenz
1
Kreditrisiko
1
Lévy processes
1
Markov chain
1
Markov-Kette
1
Schätztheorie
1
Swap
1
Theorie
1
Theory
1
Welt
1
World
1
Yield curve
1
Zinsstruktur
1
statistical methods
1
more ...
less ...
Online availability
All
Undetermined
7
Type of publication
All
Article
8
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Language
All
English
8
Author
All
Carr, Peter
Cui, Zhenyu
Prokopczuk, Marcel
7
Hollstein, Fabian
5
Fabozzi, Frank J.
4
Guo, Hui
4
Klein, Peter
4
Leippold, Markus
4
Martzoukos, Spiros A.
4
Nawalkha, Sanjay K.
4
Post, Thierry
4
Tang, Ke
4
Taylor, Stephen
4
Trigeorgis, Lenos
4
Zaremba, Adam
4
Andreou, Panayiotis C.
3
Aretz, Kevin
3
Balvers, Ronald J.
3
Barbachan, José Santiago Fajardo
3
Branger, Nicole
3
Cakici, Nusret
3
Chang, Eric Chieh
3
Entrop, Oliver
3
Fusai, Gianluca
3
Grauer, Robert R.
3
Janmaat, Johannus A.
3
Kim, Tong Suk
3
Kim, Young Shin
3
Kostakis, Alexandros
3
Koussis, Nicos
3
Levy, Haim
3
Maio, Paulo
3
Mazouz, Khelifa
3
Philip, Dennis
3
Račev, Svetlozar T.
3
Ren, Jinjuan
3
Rubio, Gonzalo
3
Shackleton, Mark B.
3
Skiadopoulos, George
3
Stentoft, Lars
3
more ...
less ...
Published in...
All
Journal of banking & finance
The journal of derivatives : JOD
Mathematical finance : an international journal of mathematics, statistics and financial theory
7
Finance and stochastics
6
European journal of operational research : EJOR
5
Finance
5
International journal of theoretical and applied finance
5
Stevens Institute of Technology School of Business Research Paper
5
The journal of computational finance
5
Finance research letters
4
Journal of financial economics
4
The journal of finance : the journal of the American Finance Association
4
Applied mathematical finance
3
International journal of financial engineering
3
Computational economics
2
European finance review : the official journal of the European Finance Association
2
Finance and Stochastics
2
Journal of economic dynamics & control
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of risk
2
Quantitative finance
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 journal of futures markets
2
The review of financial studies
2
Application of operations research to financial markets
1
Asia-Pacific financial markets
1
Bloomberg Portfolio Research Paper
1
Computers & Mathematics with Applications
1
Discussion paper series
1
Economics Papers from University Paris Dauphine
1
Insurance / Mathematics & economics
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial engineering
1
Journal of investment management : JOIM
1
Mathematical methods of operations research : ZOR
1
Mathematics and financial economics
1
NYU Tandon Research Paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Vol, skew, and smile trading
Al-Jaaf, Aşty
;
Carr, Peter
- In:
The journal of derivatives : JOD
31
(
2023
)
1
,
pp. 64-95
Persistent link: https://www.econbiz.de/10014422386
Saved in:
2
Semi-analytical
pricing
of barrier options in the time-dependent Heston model
Carr, Peter
;
Itkin, Andrey
;
Muravey, Dmitry
- In:
The journal of derivatives : JOD
30
(
2022
)
2
,
pp. 141-171
Persistent link: https://www.econbiz.de/10014231115
Saved in:
3
A closed-form model-free implied volatility formula through delta families
Cui, Zhenyu
;
Kirkby, Justin
;
Nguyen, Duy
;
Taylor, Stephen
- In:
The journal of derivatives : JOD
28
(
2021
)
4
,
pp. 111-127
Persistent link: https://www.econbiz.de/10012612926
Saved in:
4
Semi-analytical solutions for barrier and American options written on a time-dependent Ornstein-Uhlenbeck process
Carr, Peter
;
Itkin, Andrey
- In:
The journal of derivatives : JOD
29
(
2021
)
1
,
pp. 9-26
Persistent link: https://www.econbiz.de/10012612941
Saved in:
5
A model-free fourier cosine method for estimating the risk-neutral density
Cui, Zhenyu
;
Yu, Zixiao
- In:
The journal of derivatives : JOD
29
(
2021
)
2
,
pp. 149-171
Persistent link: https://www.econbiz.de/10012698129
Saved in:
6
Pricing
discretely monitored barrier options under Markov processes through markov chain approximation
Cui, Zhenyu
;
Taylor, Stephen
- In:
The journal of derivatives : JOD
28
(
2021
)
3
,
pp. 8-33
Persistent link: https://www.econbiz.de/10012486028
Saved in:
7
Semi-analytical valuation for discrete barrier options under time-dependent Lévy processes
Lian, Guanghua
;
Zhu, Song-Ping
;
Elliott, Robert J.
; …
- In:
Journal of banking & finance
75
(
2017
),
pp. 167-183
Persistent link: https://www.econbiz.de/10011742159
Saved in:
8
Theory and evidence on the dynamic interactions between sovereign credit default swaps and currency options
Carr, Peter
;
Wu, Liuren
- In:
Journal of banking & finance
31
(
2007
)
8
,
pp. 2383-2403
Persistent link: https://www.econbiz.de/10003522944
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->