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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~person:"Carr, Peter"
~person:"Dai, Min"
~subject:"Theory"
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Option pricing theory
9
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9
Theorie
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5
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3
Optionsgeschäft
3
Volatility
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Carr, Peter
Dai, Min
Schachermayer, Walter
8
Rogers, Leonard C. G.
7
Linetsky, Vadim
6
Madan, Dilip B.
6
Schweizer, Martin
6
Platen, Eckhard
5
Yor, Marc
5
Elliott, Robert J.
4
Frey, Rüdiger
4
Frittelli, Marco
4
Geman, Hélyette
4
Hobson, David G.
4
Kallsen, Jan
4
Kwok, Yue-Kuen
4
Touzi, Nizar
4
Černý, Aleš
4
Aase, Knut K.
3
Bermin, Hans-Peter
3
Biagini, Francesca
3
Bielecki, Tomasz R.
3
Delbaen, Freddy
3
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3
El Karoui, Nicole
3
Glasserman, Paul
3
Jarrow, Robert A.
3
Jeanblanc, Monique
3
Kardaras, Constantinos
3
Levendorskij, Sergej Z.
3
Renault, Eric
3
Bensoussan, Alain
2
Biagini, Sara
2
Brace, Alan
2
Broadie, Mark
2
Crépey, Stéphane
2
Dana, Rose-Anne
2
Davis, Mark H. A.
2
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Mathematical finance : an international journal of mathematics, statistics and financial theory
The journal of finance : the journal of the American Finance Association
4
European finance review : the official journal of the European Finance Association
2
Finance and stochastics
2
Journal of economic dynamics & control
2
The journal of computational finance
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
The review of financial studies
2
Asia-Pacific financial markets
1
Discussion paper series
1
Finance research letters
1
Journal of financial economics
1
Journal of risk
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Review of derivatives research
1
Review of finance : journal of the European Finance Association
1
The journal of derivatives : JOD
1
The journal of futures markets
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ECONIS (ZBW)
9
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1
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:
2
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:
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
Saved in:
4
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:
5
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:
6
Optimal shouting policies of options with strike reset right
Dai, Min
;
Kwok, Yue-Kuen
;
Wu, Lixin
- In:
Mathematical finance : an international journal of …
14
(
2004
)
3
,
pp. 383-401
Persistent link: https://www.econbiz.de/10002125543
Saved in:
7
Quanto lookback options
Dai, Min
;
Wong, Hoi Ying
;
Kwok, Yue-Kuen
- In:
Mathematical finance : an international journal of …
14
(
2004
)
3
,
pp. 445-467
Persistent link: https://www.econbiz.de/10002125579
Saved in:
8
Stochastic volatility for Lévy processes
Carr, Peter
(
contributor
)
- In:
Mathematical finance : an international journal of …
13
(
2003
)
3
,
pp. 345-382
Persistent link: https://www.econbiz.de/10001782284
Saved in:
9
Alternative characterizations of American put options
Carr, Peter
- In:
Mathematical finance : an international journal of …
2
(
1992
)
2
,
pp. 87-105
Persistent link: https://www.econbiz.de/10001184902
Saved in:
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