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~person:"Carr, Peter"
~subject:"Aktienoption"
~subject:"Derivative"
~subject:"Statistische Verteilung"
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Aktienoption
Derivative
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Black-Scholes model
7
Black-Scholes-Modell
7
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6
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6
Option pricing theory
3
Optionspreistheorie
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Carr, Peter
Chance, Don M.
6
Merk, Andreas
5
Sinclair, Euan
4
Gamba, Andrea
3
Günther, Michael
3
Jarrow, Robert A.
3
Jüngel, Ansgar
3
Madan, Dilip B.
3
Mininni, Michele
3
Orlando, Giuseppe
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Reszat, Beate
3
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3
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Alghalith, Moawia
2
Andres, Peter
2
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2
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Baule, Rainer
2
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2
Bloch, Daniel Alexandre
2
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2
Brooks, Robert
2
Caldana, Ruggero
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Chan, Yue-cheong
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Chen, Jim
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Chen, Ying
2
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Duffie, Darrell
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Ekstrand, Christian
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The review of financial studies
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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
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:
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
Deriving derivatives of derivative securities
Carr, Peter
- In:
The journal of computational finance
4
(
2000/2001
)
2
,
pp. 5-29
Persistent link: https://www.econbiz.de/10001553928
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
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