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~person:"Carr, Peter"
~person:"Jeon, Doh-Shin"
~person:"Madan, Dilip B."
~person:"Schoutens, Wim"
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Option pricing theory
175
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175
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Carr, Peter
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249
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178
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137
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133
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113
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108
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106
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102
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95
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79
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73
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69
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69
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68
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Review of Derivatives Research
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ECONIS (ZBW)
290
RePEc
27
BASE
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EconStor
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323
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1
Pricing
product options and using them to complete markets for functions of two underlying asset prices
Madan, Dilip B.
;
Wang, King
- In:
Journal of risk and financial management : JRFM
14
(
2021
)
8
,
pp. 1-19
to synthesize joint densities and replicate differentiable functions of two underlying asset prices. The
pricing
of such …
Persistent link: https://www.econbiz.de/10012626539
Saved in:
2
Platform design biases in ad-funded two-sided markets
Choi, Jay Pil
;
Jeon, Doh-Shin
- In:
The Rand journal of economics
54
(
2023
)
2
,
pp. 240-267
Persistent link: https://www.econbiz.de/10014289623
Saved in:
3
The valuation of corporations : a derivative
pricing
perspective
Madan, Dilip B.
;
Wang, King
- In:
Annals of finance
19
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014253867
Saved in:
4
A leverage theory of tying in two-sided markets
Choi, Jay Pil
;
Jeon, Doh-Shin
-
2016
Persistent link: https://www.econbiz.de/10012217275
Saved in:
5
Measuring dependence in a set of asset returns
Madan, Dilip B.
;
Wang, King
- In:
Asia Pacific financial markets
30
(
2023
)
2
,
pp. 363-385
Persistent link: https://www.econbiz.de/10014342359
Saved in:
6
Compatibility choices, switching costs, and data portability
Jeon, Doh-Shin
;
Menicucci, Domenico
;
Nasr, Nikrooz
- In:
American economic journal
15
(
2023
)
1
,
pp. 30-73
Persistent link: https://www.econbiz.de/10014228918
Saved in:
7
Decomposing long bond returns : a decentralized theory
Carr, Peter
;
Wu, Liuren
- In:
Review of finance : journal of the European Finance …
27
(
2023
)
3
,
pp. 997-1026
Persistent link: https://www.econbiz.de/10014318020
Saved in:
8
Semi-robust replication of barrier-style claims on price and volatility
Carr, Peter
;
Lee, Roger
;
Lorig, Matthew
- In:
Applied mathematical finance
28
(
2021
)
6
,
pp. 534-559
Persistent link: https://www.econbiz.de/10013411770
Saved in:
9
Returns of Claims on the Upside and the Viability of U-Shaped
Pricing
Kernels
Bakshi, Gurdip
-
2018
When the
pricing
kernel is U-shaped, then expected returns of claims with payout on the upside are negative for strikes … that we denote as kernel call, we find broad support for the implications of U-shaped
pricing
kernels. A possible …
Persistent link: https://www.econbiz.de/10012940716
Saved in:
10
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
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