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~person:"Carr, Peter"
~person:"Veestraeten, Dirk"
~subject:"Aktienoption"
~subject:"Statistische Verteilung"
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Search: subject_exact:"Black-Scholes-Modell"
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Aktienoption
Statistische Verteilung
Black-Scholes model
9
Black-Scholes-Modell
9
Theorie
7
Theory
7
Option pricing theory
5
Optionspreistheorie
5
Volatility
4
Volatilität
4
Statistical distribution
3
Stochastic process
3
Stochastischer Prozess
3
Stock option
3
Asia
2
Asien
2
Derivat
2
Derivative
2
Hedging
2
Option trading
2
Optionsgeschäft
2
Risikomanagement
2
Risk management
2
BMS Black-Merton-Scholes
1
Experiment
1
First-order stochastic calculus
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Welt
1
World
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barrier options
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option pricing theory
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static hedging
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English
6
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Carr, Peter
Veestraeten, Dirk
Merk, Andreas
5
Chance, Don M.
3
Andres, Peter
2
Chen, Jim
2
Chen, Ying
2
Cortes, Lina
2
Drimus, Gabriel
2
Drobetz, Wolfgang
2
Farkas, Walter
2
Madan, Dilip B.
2
Madhani, Pankaj M.
2
Mora-Valencia, Andrés
2
Necula, Ciprian
2
Pensa, Pascal
2
Perote, Javier
2
Rajgopal, Shivaram
2
Shevlin, Terry
2
Vähämaa, Sami
2
Xiao, Yajun
2
Xu, Guoping
2
Zheng, Harry
2
Aboura, Sofiane
1
Al-Jaaf, Aşty
1
Andersen, Leif B. G.
1
Andreasen, Jesper Fredborg
1
Aziz, Saqib
1
Azzone, Michele
1
Bakshi, Gurdip S.
1
Ball, Michael A.
1
Bouchaud, Jean-Philippe
1
Boyle, Phelim P.
1
Brown, Philip
1
Börger, Reik H.
1
Cao, Lingyan
1
Ch'oe, Pyŏng-uk
1
Chang, Charles
1
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1
Change, Anthony
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The journal of futures markets
2
Discussion paper series
1
Finance research letters
1
The journal of derivatives : JOD
1
The review of financial studies
1
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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
On the qualitative effect of volatility and duration on prices of Asian options
Carr, Peter
;
Ewald, CXhristian-Oliver
;
Xiao, Yajun
-
2008
Persistent link: https://www.econbiz.de/10003680543
Saved in:
3
Valuing stock options when prices are subject to a lower boundary : a correction
Hertrich, Markus
;
Veestraeten, Dirk
- In:
The journal of futures markets
33
(
2013
)
9
,
pp. 889-890
Persistent link: https://www.econbiz.de/10009779058
Saved in:
4
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:
5
Valuing stock options when prices are subject to a lower boundary
Veestraeten, Dirk
- In:
The journal of futures markets
28
(
2008
)
3
,
pp. 231-247
Persistent link: https://www.econbiz.de/10003699316
Saved in:
6
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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