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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~person:"Carr, Peter"
~person:"Dai, Min"
~person:"Linetsky, Vadim"
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Theorie
14
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14
Option pricing theory
12
Optionspreistheorie
12
Stochastic process
6
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6
Option trading
4
Optionsgeschäft
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Carr, Peter
Dai, Min
Linetsky, Vadim
Schachermayer, Walter
9
Madan, Dilip B.
8
Rogers, Leonard C. G.
7
Kallsen, Jan
6
Schweizer, Martin
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Yor, Marc
6
Elliott, Robert J.
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Kwok, Yue-Kuen
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Touzi, Nizar
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Aase, Knut K.
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Bensoussan, Alain
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Biagini, Francesca
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Bielecki, Tomasz R.
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3
Sircar, Kaushik Ronnie
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Finance and stochastics
11
Journal of economic dynamics & control
6
Finance
5
International journal of theoretical and applied finance
4
Journal of financial economics
4
The journal of computational finance
4
The journal of finance : the journal of the American Finance Association
4
The journal of derivatives : JOD
3
Applied mathematical finance
2
Computational economics
2
European finance review : the official journal of the European Finance Association
2
Finance and Stochastics
2
Finance research letters
2
Financial engineering
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
Asia-Pacific financial markets
1
Bloomberg Portfolio Research Paper
1
Discussion paper series
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economics Papers from University Paris Dauphine
1
Journal of Economic Dynamics and Control
1
Journal of banking & finance
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of financial engineering
1
Journal of investment management : JOIM
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Mathematical Finance, Forthcoming
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Mathematics and financial economics
1
NBER working paper series
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NYU Tandon Research Paper
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ECONIS (ZBW)
16
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1
Local variance gamma and explicit calibration to option prices
Carr, Peter
;
Nadtochiy, Sergey
- In:
Mathematical finance : an international journal of …
27
(
2017
)
1
,
pp. 151-193
Persistent link: https://www.econbiz.de/10011739451
Saved in:
2
Guaranteed minimum withdrawal benefit in variable annuities
Dai, Min
;
Kwok, Yue-Kuen
;
Zong, Jianping
- In:
Mathematical finance : an international journal of …
18
(
2008
)
4
,
pp. 595-611
Persistent link: https://www.econbiz.de/10003769016
Saved in:
3
Intensity-based valuation of residential mortgages : an analytically tractable model
Gorovoy, Vyacheslav
;
Linetsky, Vadim
- In:
Mathematical finance : an international journal of …
17
(
2007
)
4
,
pp. 541-573
Persistent link: https://www.econbiz.de/10003626607
Saved in:
4
Time-changed Ornstein-Uhlenbeck processes and their applications in commodity derivative models
Li, Lingfei
;
Linetsky, Vadim
- In:
Mathematical finance : an international journal of …
24
(
2014
)
2
,
pp. 289-330
Persistent link: https://www.econbiz.de/10010357373
Saved in:
5
Time-changed Markov processes in unified credit-equity modeling
Mendoza-Arriaga, Rafael
;
Carr, Peter
;
Linetsky, Vadim
- In:
Mathematical finance : an international journal of …
20
(
2010
)
4
,
pp. 527-569
Persistent link: https://www.econbiz.de/10008666998
Saved in:
6
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
Saved in:
7
Pricing
discretely monitored barrier options and defaultable bonds in Lévy process models : a fast Hilbert transform approach
Feng, Liming
;
Linetsky, Vadim
- In:
Mathematical finance : an international journal of …
18
(
2008
)
3
,
pp. 337-384
Persistent link: https://www.econbiz.de/10003752266
Saved in:
8
Self-decomposability and option
pricing
Carr, Peter
;
Geman, Hélyette
;
Madan, Dilip B.
;
Yor, Marc
- In:
Mathematical finance : an international journal of …
17
(
2007
)
1
,
pp. 31-57
Persistent link: https://www.econbiz.de/10003543101
Saved in:
9
Pricing
equity derivates subject to bankruptcy
Linetsky, Vadim
- In:
Mathematical finance : an international journal of …
16
(
2006
)
2
,
pp. 255-282
Persistent link: https://www.econbiz.de/10003325841
Saved in:
10
Characterization of optimal stopping regions of American Asian and lookback options
Dai, Min
;
Kwok, Yue-Kuen
- In:
Mathematical finance : an international journal of …
16
(
2006
)
1
,
pp. 63-82
Persistent link: https://www.econbiz.de/10003336785
Saved in:
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