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~isPartOf:"The journal of computational finance"
~person:"Carr, Peter"
~person:"Cui, Zhenyu"
~person:"Stambaugh, Robert F."
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Option pricing theory
4
Optionspreistheorie
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Carr, Peter
Cui, Zhenyu
Stambaugh, Robert F.
Forsyth, Peter A.
7
Madan, Dilip B.
7
Reisinger, Christoph
5
Andersen, Leif B. G.
4
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3
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2
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The journal of computational finance
NBER working paper series
10
Working paper / National Bureau of Economic Research, Inc.
10
Journal of financial economics
9
NBER Working Paper
8
The journal of finance : the journal of the American Finance Association
8
Mathematical finance : an international journal of mathematics, statistics and financial theory
7
Finance and stochastics
6
The journal of derivatives : JOD
6
Working papers / Rodney L. White Center for Financial Research
6
European journal of operational research : EJOR
5
Finance
5
International journal of theoretical and applied finance
5
Rodney L. White Center for Financial Research
5
Stevens Institute of Technology School of Business Research Paper
5
The review of financial studies
5
Finance research letters
4
Applied mathematical finance
3
International journal of financial engineering
3
Working paper series / Center for Research in Security Prices
3
Computational economics
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European finance review : the official journal of the European Finance Association
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Finance and Stochastics
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Journal of banking & finance
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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
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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
Application of operations research to financial markets
1
Asia-Pacific financial markets
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Bloomberg Portfolio Research Paper
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CEPR Discussion Papers
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Chicago Booth Research Paper
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Computers & Mathematics with Applications
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ECONIS (ZBW)
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1
Adjusting exponential Lévy models toward the simultaneous calibration of market prices for crash cliquets
Carr, Peter
;
Khanna, Ajay
;
Madan, Dilip B.
- In:
The journal of computational finance
20
(
2016
)
1
,
pp. 89-111
Persistent link: https://www.econbiz.de/10011639593
Saved in:
2
Pricing
timer options
Bernard, Carole
;
Cui, Zhenyu
- In:
The journal of computational finance
15
(
2011/12
)
1
,
pp. 69-104
Persistent link: https://www.econbiz.de/10009382523
Saved in:
3
Saddlepoint methods for option
pricing
Carr, Peter
;
Madan, Dilip B.
- In:
The journal of computational finance
13
(
2009/10
)
1
,
pp. 49-61
Persistent link: https://www.econbiz.de/10003969743
Saved in:
4
Deriving derivatives of derivative securities
Carr, Peter
- In:
The journal of computational finance
4
(
2000/2001
)
2
,
pp. 5-29
Persistent link: https://www.econbiz.de/10001553928
Saved in:
5
Option valuation using the fast Fourier transform
Carr, Peter
;
Madan, Dilip B.
- In:
The journal of computational finance
2
(
1999
)
4
,
pp. 61-73
Persistent link: https://www.econbiz.de/10001517298
Saved in:
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