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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"The journal of derivatives : JOD"
~person:"Carr, Peter"
~person:"Løchte Jørgensen, Peter"
~type_genre:"Article in journal"
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Option pricing theory
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Carr, Peter
Løchte Jørgensen, Peter
Dai, Min
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Mathematical finance : an international journal of mathematics, statistics and financial theory
The journal of derivatives : JOD
Applied mathematical finance
2
International journal of theoretical and applied finance
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
The review of financial studies
2
Finance and stochastics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of financial economics
1
Journal of financial engineering
1
Review of derivatives research
1
The European journal of finance
1
The journal of finance : the journal of the American Finance Association
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The journal of risk and insurance : the journal of the American Risk and Insurance Association
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ECONIS (ZBW)
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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:
2
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:
3
Put-call symmetry : extensions and applications
Carr, Peter
;
Lee, Roger
- In:
Mathematical finance : an international journal of …
19
(
2009
)
4
,
pp. 523-560
Persistent link: https://www.econbiz.de/10003937125
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