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~person:"Carr, Peter"
~subject:"Option trading"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Diskette"
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Option trading
Optionsgeschäft
16
Option pricing theory
12
Optionspreistheorie
12
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9
Theory
9
Volatility
8
Volatilität
8
Stochastic process
7
Stochastischer Prozess
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6
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barrier options
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1996-2003
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Breeden-Litzenberger formula
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Aufsatz in Zeitschrift
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16
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Carr, Peter
Ryu, Doojin
24
Wang, Xingchun
22
Zhang, Jin E.
18
Lee, Hangsuck
15
Kang, Jangkoo
12
Kwok, Yue-Kuen
12
Cui, Zhenyu
11
Zanette, Antonino
11
Lung, Peter P.
10
Madan, Dilip B.
10
Wu, Liuren
10
Chang, Chuang-chang
9
Doran, James S.
9
Escobar, Marcos
9
Fodor, Andy
9
Fusai, Gianluca
9
Schoutens, Wim
9
Cai, Ning
8
He, Xin-Jiang
8
Joshi, Mark S.
8
Kirkby, J. Lars
8
Orosi, Greg
8
Poteshman, Allen M.
8
Ruan, Xinfeng
8
Siu, Tak Kuen
8
Truong, Cameron
8
Yang, Heejin
8
Benth, Fred Espen
7
Dai, Min
7
Elliott, Robert J.
7
Hobson, David G.
7
Kim, Sol
7
Lee, Minha
7
Ronn, Ehud I.
7
Stentoft, Lars
7
Takahashi, Akihiko
7
Wei, Jason
7
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6
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6
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International journal of theoretical and applied finance
2
The journal of derivatives : JOD
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
The review of financial studies
2
Applied mathematical finance
1
Finance and stochastics
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 derivatives research
1
The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
16
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1
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
Saved in:
2
Semi-analytical pricing of barrier
options
in the time-dependent Heston model
Carr, Peter
;
Itkin, Andrey
;
Muravey, Dmitry
- In:
The journal of derivatives : JOD
30
(
2022
)
2
,
pp. 141-171
Persistent link: https://www.econbiz.de/10014231115
Saved in:
3
Spiking the volatility punch
Carr, Peter
;
Figà-Talamanca, Gianna
- In:
Applied mathematical finance
27
(
2020
)
6
,
pp. 495-520
Persistent link: https://www.econbiz.de/10012516169
Saved in:
4
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:
5
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:
6
Analyzing volatility risk and risk premium in option contracts : a new theory
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial economics
120
(
2016
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10011590060
Saved in:
7
Semi-static hedging of barrier
options
under poisson jumps
Carr, Peter
- In:
International journal of theoretical and applied finance
14
(
2011
)
7
,
pp. 1091-1111
Persistent link: https://www.econbiz.de/10009407668
Saved in:
8
On the hedging of
options
on exploding exchange rates
Carr, Peter
;
Fisher, Travis
;
Ruf, Johannes
- In:
Finance and stochastics
18
(
2014
)
1
,
pp. 115-144
Persistent link: https://www.econbiz.de/10010235456
Saved in:
9
A simple robust link between American puts and credit protection
Carr, Peter
;
Wu, Liuren
- In:
The review of financial studies
24
(
2011
)
2
,
pp. 473-505
Persistent link: https://www.econbiz.de/10008934157
Saved in:
10
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:
1
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