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~person:"Carr, Peter"
~subject:"Stochastischer Prozess"
~subject:"Theory"
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Search: subject_exact:"Swapgeschäft"
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1996-2003
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Carr, Peter
Swishchuk, Anatoliy V.
9
Yang, Zhaojun
9
Brigo, Damiano
8
SenGupta, Indranil
8
Blake, David
6
Joshi, Mark S.
6
Lee, Samuel
6
Burkart, Mike
5
Bösch, Martin
5
Cairns, Andrew
5
Chen, Ren-Raw
5
Cossin, Didier
5
Dawson, Paul
5
Dowd, Kevin
5
Jarrow, Robert A.
5
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5
Rolloos, Frido
5
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5
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4
Chao Yang
4
Cui, Zhenyu
4
Gorton, Gary
4
Habtemicael, Semere
4
Hübner, Georges
4
Jagannathan, Ravi
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Kaplin, Andrew
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Kim, Jeong-Hoon
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Kim, See-Woo
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Lloyd, Simon
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Longstaff, Francis A.
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Pirotte, Hugues
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Poon, Ser-Huang
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Rutkowski, Marek
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Serrano, Pedro
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Finance and stochastics
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Review of derivatives research
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
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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
Stock options and credit default swaps : a joint framework for valuation and estimation
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial econometrics : official journal of …
8
(
2010
)
4
,
pp. 409-449
Persistent link: https://www.econbiz.de/10008665748
Saved in:
5
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:
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
Pricing options on realized variance
Carr, Peter
;
Geman, Hélyette
;
Madan, Dilip B.
;
Yor, Marc
- In:
Finance and stochastics
9
(
2005
)
4
,
pp. 453-475
Persistent link: https://www.econbiz.de/10003123173
Saved in:
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