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~person:"Backus, David"
~person:"Carr, Peter"
~subject:"Black-Scholes-Modell"
~subject:"jumps"
~type_genre:"Article in journal"
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Black-Scholes-Modell
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Option pricing theory
46
Optionspreistheorie
46
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32
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32
Stochastic process
21
Stochastischer Prozess
21
Volatility
21
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Backus, David
Carr, Peter
Câmara, António
8
Jarrow, Robert A.
8
Madan, Dilip B.
8
Singh, Vipul Kumar
8
Elliott, Robert J.
5
Ko, Bangwon
5
Korn, Ralf
5
Lee, Hangsuck
5
Schoutens, Wim
5
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5
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4
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4
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4
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4
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4
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4
Lee, Cheng F.
4
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4
Su, Tie
4
Takahashi, Akihiko
4
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4
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4
Zhu, Lingjiong
4
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4
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3
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3
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3
El-Khatib, Youssef
3
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3
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3
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Finance research letters
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
The journal of computational finance
1
The journal of derivatives : JOD
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The review of financial studies
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ECONIS (ZBW)
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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
Leverage effect, volatility feedback, and self-exciting market disruptions
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
5
,
pp. 2119-2156
Persistent link: https://www.econbiz.de/10011928991
Saved in:
3
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:
4
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:
5
On the qualitative effect of volatility and duration on prices of Asian options
Carr, Peter
;
Ewald, Christian-Oliver
;
Xiao, Yajun
- In:
Finance research letters
5
(
2008
)
3
,
pp. 162-171
Persistent link: https://www.econbiz.de/10003769897
Saved in:
6
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:
7
Static hedging of timing risk
Carr, Peter
;
Picron, Jean-Francois
- In:
The journal of derivatives : the official publication …
6
(
1999
)
3
,
pp. 57-70
Persistent link: https://www.econbiz.de/10001432497
Saved in:
8
Randomization and the American put
Carr, Peter
- In:
The review of financial studies
11
(
1998
)
3
,
pp. 597-626
Persistent link: https://www.econbiz.de/10001249758
Saved in:
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