Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Applied mathematical finance"
~language:"eng"
~person:"Carr, Peter"
~person:"Kim, Young Shin"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Option Prices with Stochastic...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Option pricing theory
3
Optionspreistheorie
3
Volatility
2
Volatilität
2
American Options
1
CAPM
1
Exercise boundary
1
Hedging
1
Option pricing
1
Option trading
1
Optionsgeschäft
1
Robust pricing
1
Robust statistics
1
Robustes Verfahren
1
SPIKES
1
Statistical distribution
1
Statistische Verteilung
1
Stochastic process
1
Stochastischer Prozess
1
Time series analysis
1
VIX
1
Volatility modelling
1
Zeitreihenanalyse
1
barrier
1
fractional Lévy process
1
fractional normal tempered stable (NTS) process
1
knock-in
1
knock-out
1
long-range dependence
1
quadratic variation
1
robust hedging
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
Author
All
Carr, Peter
Kim, Young Shin
Eberlein, Ernst
6
Sircar, Kaushik Ronnie
5
Benth, Fred Espen
4
Howison, Sam
4
Kwok, Yue-Kuen
4
Sabino, Piergiacomo
4
Zagst, Rudi
4
Atkinson, Colin
3
Bermin, Hans-Peter
3
Chiarella, Carl
3
Cohen, Samuel N.
3
Elliott, Robert J.
3
Escobar, Marcos
3
Glau, Kathrin
3
Madan, Dilip B.
3
Oosterlee, Cornelis Willebrordus
3
Reisinger, Christoph
3
Siu, Tak Kuen
3
Wang, Sheng
3
Zheng, Wendong
3
Ahn, Hyungsok
2
Avellaneda, Marco
2
Baldeaux, Jan
2
Baptiste, Julien
2
Buchen, Peter W.
2
Cheang, Gerald H. L.
2
Cherubini, Umberto
2
Chesney, Marc
2
Dang, Duy Minh
2
Ericsson, Jan
2
Forsyth, Peter A.
2
Gardini, Matteo
2
Götz, Barbara
2
Jackson, Kenneth R.
2
Joshi, Mark S.
2
Kallsen, Jan
2
Konstandatos, Otto
2
Levendorskij, Sergej Z.
2
Lyons, Terry
2
more ...
less ...
Published in...
All
Applied mathematical finance
Finance and stochastics
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
International journal of theoretical and applied finance
4
Journal of banking & finance
4
Review of derivatives research
4
The journal of computational finance
4
The journal of finance : the journal of the American Finance Association
4
Computational economics
3
Journal of financial economics
3
The journal of derivatives : JOD
3
European finance review : the official journal of the European Finance Association
2
Finance research letters
2
Journal of risk and financial management : JRFM
2
The Frank J. Fabozzi series
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
The journal of fixed income
2
Working paper series in economics
2
Applied financial economics
1
Asia-Pacific financial markets
1
Computational Management Science : CMS
1
Discussion paper series
1
Economics letters
1
Frank J. Fabozzi Ser
1
International review of financial analysis
1
Journal of econometrics
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of financial engineering
1
Journal of investment management : JOIM
1
Mathematical methods of operations research
1
NYU Tandon Research Paper
1
New developments in financial modelling
1
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
1
Quantitative finance
1
Risk assessment : decisions in banking and finance
1
Robert H. Smith School Research Paper
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The European journal of finance
1
The journal of business : B
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Long-range dependence in the risk-neutral measure for the market on Lehman Brothers Collapse
Kim, Young Shin
- In:
Applied mathematical finance
23
(
2016
)
3/4
,
pp. 309-322
Persistent link: https://www.econbiz.de/10011704246
Saved in:
2
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:
3
Semi-robust replication of barrier-style claims on price and volatility
Carr, Peter
;
Lee, Roger
;
Lorig, Matthew
- In:
Applied mathematical finance
28
(
2021
)
6
,
pp. 534-559
Persistent link: https://www.econbiz.de/10013411770
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
