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~isPartOf:"The journal of derivatives : JOD"
~person:"Carr, Peter"
~person:"Cui, Zhenyu"
~person:"Elliott, Robert J."
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Option pricing theory
6
Optionspreistheorie
6
Derivat
4
Derivative
4
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4
Optionsgeschäft
4
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4
Volatilität
4
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Carr, Peter
Cui, Zhenyu
Elliott, Robert J.
Taylor, Stephen
3
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2
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1
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The journal of derivatives : JOD
International journal of theoretical and applied finance
12
Mathematical finance : an international journal of mathematics, statistics and financial theory
12
Applied mathematical finance
7
Finance and stochastics
7
Annals of finance
6
European journal of operational research : EJOR
6
Finance
5
Stevens Institute of Technology School of Business Research Paper
5
The journal of computational finance
5
The journal of finance : the journal of the American Finance Association
5
The journal of futures markets
5
Finance research letters
4
International journal of financial engineering
4
Journal of economic dynamics & control
4
Journal of financial economics
4
Asia-Pacific financial markets
3
Finance and Stochastics
3
Insurance / Mathematics & economics
3
Quantitative finance
3
The European journal of finance
3
Computational economics
2
Energy economics
2
European finance review : the official journal of the European Finance Association
2
International Series in Operations Research & Management Science
2
International series in operations research & management science
2
Journal of banking & finance
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of risk
2
Les cahiers de recherche / HEC Paris
2
Review of Derivatives Research
2
Review of derivatives research
2
SpringerLink / Bücher
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
The journal of fixed income
2
The review of financial studies
2
Advances in finance and stochastics : essays in honour of Dieter Sondermann
1
Annals of Finance
1
Annals of operations research
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Application of operations research to financial markets
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ECONIS (ZBW)
7
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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
American option
pricing
and filtering with a hidden regime-switching jump diffusion
Siu, Tak Kuen
;
Elliott, Robert J.
- In:
The journal of derivatives : JOD
29
(
2022
)
3
,
pp. 106-123
Persistent link: https://www.econbiz.de/10013174827
Saved in:
3
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:
4
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:
5
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:
6
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:
7
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:
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