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~person:"Carr, Peter"
~subject:"Currency option"
~subject:"Option trading"
~subject:"Stochastischer Prozess"
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Search: subject_exact:"Swapgeschäft"
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Currency option
Option trading
Stochastischer Prozess
Swap
10
Option pricing theory
6
Optionspreistheorie
6
Stochastic process
5
Theorie
4
Theory
4
Credit risk
2
Hedging
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Kreditrisiko
2
Optionsgeschäft
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USA
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United States
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1996-2003
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Aktie
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Aktienoption
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Credit derivative
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Devisenoption
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OTC market
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Portfolio selection
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gamma swap
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7
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Carr, Peter
Swishchuk, Anatoliy V.
8
SenGupta, Indranil
7
Lian, Guanghua
6
Kolb, Robert W.
5
Kim, Jeong-Hoon
4
Kim, See-Woo
4
Zheng, Wendong
4
Barth, Jörn
3
Chance, Don M.
3
Grasselli, Martino
3
Gruber, Peter H.
3
Issaka, Aziz
3
Poon, Ser-Huang
3
Rolloos, Frido
3
Wu, Liuren
3
Zhu, Song-Ping
3
Alfeus, Mesias
2
Alòs, Elisa
2
Amengual, Dante
2
Bansal, Vipul K.
2
Blanco, Iván
2
Brooks, Robert
2
Chiarella, Carl
2
Chung, Shing Fung
2
Doshi, Hitesh
2
Elkamhi, Redouane
2
Forde, Martin
2
Genser, Michael
2
Gourier, Elise
2
Habtemicael, Semere
2
He, Xin-Jiang
2
Hu, May
2
Itkin, Andrey
2
Jacquier, Antoine
2
Jain, Shashi
2
Jin, Xing
2
Kalev, Petko S.
2
Karlsson, Patrik
2
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Finance and stochastics
2
Review of derivatives research
2
Journal of banking & finance
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
The review of financial studies
1
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ECONIS (ZBW)
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1
Variation and share-weighted variation swaps on time-changed Lévy processes
Carr, Peter
;
Lee, Roger
- In:
Finance and stochastics
17
(
2013
)
4
,
pp. 685-716
Persistent link: https://www.econbiz.de/10010190886
Saved in:
2
Variance swaps on time-changed Lévy processes
Carr, Peter
;
Lee, Roger
;
Wu, Liuren
- In:
Finance and stochastics
16
(
2012
)
2
,
pp. 335-355
Persistent link: https://www.econbiz.de/10009544664
Saved in:
3
Multi-asset stochastic local variance contracts
Carr, Peter
;
Laurence, Peter
- In:
Mathematical finance : an international journal of …
21
(
2011
)
1
,
pp. 21-52
Persistent link: https://www.econbiz.de/10008935704
Saved in:
4
Pricing swaps and options on quadratic variation under stochastic time change models : discrete observations case
Itkin, Andrey
;
Carr, Peter
- In:
Review of derivatives research
13
(
2010
)
2
,
pp. 141-176
Persistent link: https://www.econbiz.de/10008695493
Saved in:
5
Variance risk premiums
Carr, Peter
;
Wu, Liuren
- In:
The review of financial studies
22
(
2009
)
3
,
pp. 1311-1341
Persistent link: https://www.econbiz.de/10003827753
Saved in:
6
A new approach for option pricing under stochastic volatility
Carr, Peter
;
Sun, Jian
- In:
Review of derivatives research
10
(
2007
)
2
,
pp. 87-150
Persistent link: https://www.econbiz.de/10003705860
Saved in:
7
Theory and evidence on the dynamic interactions between sovereign credit default swaps and currency options
Carr, Peter
;
Wu, Liuren
- In:
Journal of banking & finance
31
(
2007
)
8
,
pp. 2383-2403
Persistent link: https://www.econbiz.de/10003522944
Saved in:
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