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~person:"Carr, Peter"
~person:"Lee, Cheng F."
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Hedging
32
Theorie
13
Theory
13
Option pricing theory
10
Optionspreistheorie
10
Index futures
9
Index-Futures
9
Option trading
7
Optionsgeschäft
7
Portfolio selection
7
Portfolio-Management
7
Derivat
6
Derivative
6
Stochastic process
6
Stochastischer Prozess
6
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5
United States
5
Hedge ratio
4
Martingal
4
Martingale
4
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4
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Estimation
3
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barrier options
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1982-1983
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6
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English
31
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Carr, Peter
Lee, Cheng F.
Broll, Udo
95
Lien, Da-hsiang Donald
86
Kit, Pong Wong
53
Wahl, Jack E.
39
Mensi, Walid
29
Alghalith, Moawia
27
Kang, Sang Hoon
27
Hammoudeh, Shawkat
26
Li, Johnny Siu-Hang
20
Bouri, Elie
19
Fabozzi, Frank J.
18
Cotter, John
15
Tiwari, Aviral Kumar
15
Umar, Zaghum
15
Xuan Vinh Vo
15
Yousaf, Imran
15
Alexander, Carol
14
Madan, Dilip B.
14
Bartram, Söhnke M.
13
Dionne, Georges
13
Kallsen, Jan
13
McAleer, Michael
13
Melʹnikov, Aleksandr V.
13
Moosa, Imad A.
13
Nguyen, Duc Khuong
13
Shrestha, Keshab
13
Faff, Robert W.
12
Ghorbel, Ahmed
12
Godin, Frédéric
12
Lucey, Brian M.
12
Myers, Robert J.
12
Yamada, Yuji
12
Zilcha, Itzhak
12
Ali, Shoaib
11
Brorsen, B. Wade
11
Conlon, Thomas
11
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11
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Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 2
5
The journal of futures markets
5
Finance and stochastics
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
International journal of theoretical and applied finance
2
Review of Pacific Basin financial markets and policies
2
Advances in futures and options research : a research annual
1
Applied mathematical finance
1
Finance and Stochastics
1
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 4
1
Insurance / Mathematics & economics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of financial economics
1
Journal of financial engineering
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Review of quantitative finance and accounting
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
31
RePEc
1
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1
Hedging
with the international equity index futures : the conventional model versus the error correction model
Lin, Fu-Lai
;
Lee, Cheng F.
;
Chou, Win-lin
;
Fan, Dennis …
-
2024
Persistent link: https://www.econbiz.de/10015046812
Saved in:
2
Synthetic options, portfolio insurance, and contingent immunization
Lee, Cheng F.
-
2024
Persistent link: https://www.econbiz.de/10015050000
Saved in:
3
Hedge ratios : theory and applications
Chen, Sheng-syan
;
Lee, Cheng F.
;
Lin, Fu-Lai
;
Shrestha, …
-
2024
Persistent link: https://www.econbiz.de/10015046797
Saved in:
4
A comparative static analysis approach to derive Greek letters : theory and applications
Lee, Cheng F.
-
2024
Persistent link: https://www.econbiz.de/10015046857
Saved in:
5
International hedge ratios for index futures market : a simultaneous equations approach
Lee, Cheng F.
;
Lin, Fu-Lai
;
Chen, Mei-Ling
-
2024
Persistent link: https://www.econbiz.de/10015046861
Saved in:
6
Joint normality test for the returns on the futures and spot
Chen, Sheng-syan
;
Lee, Cheng F.
;
Shrestha, Keshab
-
2024
Persistent link: https://www.econbiz.de/10015046717
Saved in:
7
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:
8
Hedging
insurance books
Carr, Peter
;
Madan, Dilip B.
;
Melamed, Michael
; …
- In:
Insurance / Mathematics & economics
70
(
2016
),
pp. 364-373
Persistent link: https://www.econbiz.de/10011597326
Saved in:
9
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:
10
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:
1
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3
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