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~person:"Carr, Peter"
~subject:"Stochastic process"
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Stochastic process
Hedging
15
Option pricing theory
8
Optionspreistheorie
8
Theorie
7
Theory
7
Option trading
6
Optionsgeschäft
6
Stochastischer Prozess
6
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barrier options
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jumps
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option pricing
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stochastic volatility
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6
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Carr, Peter
Kohlmann, Michael
13
Föllmer, Hans
9
Benth, Fred Espen
6
Hess, Markus
6
Kallsen, Jan
6
Melʹnikov, Aleksandr V.
6
Watson, Jean-Paul
6
Bouchard, Bruno
5
Branger, Nicole
5
Elliott, Robert J.
5
Platen, Eckhard
5
Schoutens, Wim
5
Tang, Shanjian
5
Tankov, Peter
5
Woodruff, David L.
5
Černý, Aleš
5
Chiarella, Carl
4
Ortega, Juan-Pablo
4
Schied, Alexander
4
Siu, Tak Kuen
4
Arai, Takuji
3
Badescu, Alexandru
3
Bos, Charles S.
3
Bueno-Guerrero, Alberto
3
Crainic, Teodor Gabriel
3
Crépey, Stéphane
3
Du, Ke
3
Ewald, Christian-Oliver
3
Fabozzi, Frank J.
3
Frey, Rüdiger
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Godin, Frédéric
3
Kirch, Michael
3
Koekebakker, Steen
3
Krutchenko, R. N.
3
Leitner, Johannes
3
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3
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3
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International journal of theoretical and applied finance
2
Finance and stochastics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of financial engineering
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
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1
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:
2
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:
3
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:
4
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:
5
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:
6
Hedging
under the Heston model with jump-to-default
Carr, Peter
;
Schoutens, Wim
- In:
International journal of theoretical and applied finance
11
(
2008
)
4
,
pp. 403-414
Persistent link: https://www.econbiz.de/10003746726
Saved in:
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