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~person:"Carr, Peter"
~person:"Chiarella, Carl"
~person:"Jeon, Doh-Shin"
~person:"Madan, Dilip B."
~subject:"Stochastischer Prozess"
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Stochastischer Prozess
Option pricing theory
193
Optionspreistheorie
193
Theorie
160
Theory
160
CAPM
80
Stochastic process
74
Volatility
74
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74
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49
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49
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38
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25
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Carr, Peter
Chiarella, Carl
Jeon, Doh-Shin
Madan, Dilip B.
Cui, Zhenyu
35
Takahashi, Akihiko
28
Elliott, Robert J.
26
Nguyen, Duy
22
Alòs, Elisa
20
Platen, Eckhard
20
Fabozzi, Frank J.
19
Hainaut, Donatien
19
Oosterlee, Cornelis W.
18
Escobar, Marcos
17
Kim, Young Shin
16
Siu, Tak Kuen
16
Wang, Xingchun
16
Benth, Fred Espen
15
Kohlmann, Michael
15
Yamada, Toshihiro
15
Christoffersen, Peter F.
14
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14
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14
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14
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14
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14
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14
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13
Levendorskij, Sergej Z.
13
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13
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13
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13
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13
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12
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12
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12
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12
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12
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12
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12
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ECONIS (ZBW)
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61
Pricing
swaps and options on quadratic variation under stochastic time change models : discrete observations case
Itkin, Andrey
;
Carr, Peter
- In:
Review of derivatives research
13
(
2010
)
2
,
pp. 141-176
Persistent link: https://www.econbiz.de/10008695493
Saved in:
62
Representation of American option prices under Heston stochastic volatility dynamics using integral transforms
Chiarella, Carl
;
Ziogas, Andrew
;
Ziveyi, Jonathan
- In:
Contemporary quantitative finance : essays in honour of …
,
(pp. 281-315)
.
2010
Persistent link: https://www.econbiz.de/10008749199
Saved in:
63
Contemporary quantitative finance : essays in honour of Eckhard Platen
Chiarella, Carl
(
ed.
);
Platen, Eckhard
(
honouree
); …
-
2010
Persistent link: https://www.econbiz.de/10008658151
Saved in:
64
Mathematical finance - Bachelier Congress, 2000 : selected papers from the first World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000
Geman, Hélyette
(
contributor
);
Madan, Dilip B.
(
contributor
)
-
2002
Persistent link: https://www.econbiz.de/10001597059
Saved in:
65
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:
66
American call options under jump-diffusion processes - a Fourier transform approach
Chiarella, Carl
;
Ziogas, Andrew
- In:
Applied mathematical finance
16
(
2009
)
1/2
,
pp. 37-79
Persistent link: https://www.econbiz.de/10003847143
Saved in:
67
Representing the CGMY and Meixner Lévy processes as time changed Brownian motions
Madan, Dilip B.
;
Yor, Marc
- In:
The journal of computational finance
12
(
2008
)
1
,
pp. 27-47
Persistent link: https://www.econbiz.de/10009534636
Saved in:
68
Hedging under the Heston model with jump-to-default
Carr, Peter
;
Schoutens, Wim
- In:
International journal of theoretical and applied finance
11
(
2008
)
4
,
pp. 403-414
Persistent link: https://www.econbiz.de/10003746726
Saved in:
69
A new approach for option
pricing
under stochastic volatility
Carr, Peter
;
Sun, Jian
- In:
Review of derivatives research
10
(
2007
)
2
,
pp. 87-150
Persistent link: https://www.econbiz.de/10003705860
Saved in:
70
On the numerical evaluation of option prices in jump diffusion processes
Carr, Peter
;
Mayo, Anita
- In:
The European journal of finance
13
(
2007
)
3/4
,
pp. 353-372
Persistent link: https://www.econbiz.de/10003550397
Saved in:
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