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~person:"Carr, Peter"
~person:"Løchte Jørgensen, Peter"
~subject:"Derivat"
~type_genre:"Article in journal"
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Carr, Peter
Løchte Jørgensen, Peter
Wang, Xingchun
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of financial engineering
1
The journal of derivatives : JOD
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ECONIS (ZBW)
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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
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2
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:
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
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