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~language:"eng"
~person:"Carr, Peter"
~person:"Frey, Bruno S."
~person:"Lien, Da-hsiang Donald"
~person:"Phillips, Peter C. B."
~subject:"Derivative"
~type_genre:"Article in journal"
~type_genre:"Article"
~type_genre:"Conference paper"
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Derivative
Theorie
367
Theory
367
Estimation theory
101
Schätztheorie
101
Hedging
95
Time series analysis
91
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91
Derivat
63
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55
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55
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53
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53
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50
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Carr, Peter
Frey, Bruno S.
Lien, Da-hsiang Donald
Phillips, Peter C. B.
Benth, Fred Espen
28
Jarrow, Robert A.
23
Hull, John
20
Kit, Pong Wong
20
Fabozzi, Frank J.
18
Irwin, Scott H.
18
García, Philip
16
Ryu, Doojin
16
Brigo, Damiano
15
Subrahmanyam, Marti G.
15
Wang, Xingchun
15
Webb, Robert I.
15
White, Alan
15
Whaley, Robert E.
14
Brooks, Robert
13
Frino, Alex
13
Gouriéroux, Christian
13
Fung, Hung-gay
12
Escobar, Marcos
11
Faff, Robert W.
11
Moser, James T.
11
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10
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10
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10
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10
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10
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10
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10
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10
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10
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10
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9
Batten, Jonathan A.
9
Brenner, Menachem
9
Brorsen, B. Wade
9
Crépey, Stéphane
9
Figlewski, Stephen
9
Keffala, Mohamed Rochdi
9
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The journal of futures markets
21
International review of economics & finance : IREF
4
Finance and stochastics
3
Journal of economics and finance
3
Review of quantitative finance and accounting
3
Applied financial economics
2
Quantitative finance
2
The journal of finance : the journal of the American Finance Association
2
The review of financial studies
2
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1
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1
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1
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1
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1
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1
International journal of financial markets and derivatives
1
Journal of econometrics
1
Journal of economic surveys
1
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1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of financial engineering
1
Journal of regulatory economics
1
Journal of risk
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Pacific economic review
1
Research in finance
1
Review of Pacific Basin financial markets and policies
1
The journal of computational finance
1
The journal of derivatives : JOD
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
63
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1
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63
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1
Hedging performance of volatility index futures : a partial cointegration approach
Lee, Hsiu-chuan
;
Lien, Da-hsiang Donald
;
Sheu, Her-jiun
- In:
Review of quantitative finance and accounting
61
(
2023
)
1
,
pp. 265-294
Persistent link: https://www.econbiz.de/10014342031
Saved in:
2
Static replication of European standard dispersion options
Bossu, Sébastien
;
Carr, Peter
;
Papanicolaou, Andrew
- In:
Quantitative finance
22
(
2022
)
5
,
pp. 799-811
Persistent link: https://www.econbiz.de/10013367861
Saved in:
3
Additive logistic processes in option pricing
Carr, Peter
;
Torricelli, Lorenzo
- In:
Finance and stochastics
25
(
2021
)
4
,
pp. 689-724
Persistent link: https://www.econbiz.de/10012665200
Saved in:
4
A functional analysis approach to the static replication of European options
Bossu, Sébastien
;
Carr, Peter
;
Papanicolaou, Andrew
- In:
Quantitative finance
21
(
2021
)
4
,
pp. 637-655
Persistent link: https://www.econbiz.de/10012483843
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
Derivatives pricing under bilateral counterparty risk
Carr, Peter
;
Ghamami, Samim
- In:
Journal of risk
20
(
2017/2018
)
1
,
pp. 77-107
Persistent link: https://www.econbiz.de/10011847436
Saved in:
7
A multivariate stochastic unit root model with an application to derivative pricing
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 99-110
Persistent link: https://www.econbiz.de/10011743783
Saved in:
8
Price discovery in the S&P 500 index derivatives markets
Chen, Wei Peng
;
Chung, Huimin
;
Lien, Da-hsiang Donald
- In:
International review of economics & finance : IREF
45
(
2016
),
pp. 438-452
Persistent link: https://www.econbiz.de/10011626500
Saved in:
9
First-order calculus and option pricing
Carr, Peter
- In:
Journal of financial engineering
1
(
2014
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10010508100
Saved in:
10
Static hedging of standard options
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
1
,
pp. 3-46
Persistent link: https://www.econbiz.de/10010233614
Saved in:
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