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~isPartOf:"Computational economics"
~person:"Carr, Peter"
~person:"Ghysels, Eric"
~person:"Nielsen, Morten Ørregaard"
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Option pricing theory
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Carr, Peter
Ghysels, Eric
Nielsen, Morten Ørregaard
Fabozzi, Frank J.
3
Li, Yong
3
He, Xin-Jiang
2
Huh, Jeonggyu
2
Itkin, Andrey
2
Kim, See-Woo
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Lin, Sha
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Ma, Yong-Ki
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Mehrdoust, Farshid
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Prigent, Jean-Luc
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Su, Ender
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Computational economics
Journal of econometrics
10
CIRANO Working Papers
9
Queen's Economics Department working paper
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Queen's Economics Department Working Paper
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Finance
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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NYU Tandon Research Paper
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Robert H. Smith School Research Paper
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
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The review of economics and statistics
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Applied mathematical finance
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Finance and stochastics
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Finance research letters
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International journal of theoretical and applied finance
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Research paper series / Swiss Finance Institute
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The journal of derivatives : JOD
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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The review of financial studies
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AFA 2005 Philadelphia Meetings
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Annual Review of Financial Economics
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Annual review of financial economics
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Cahier / Département de Sciences Économiques, Université de Montréal
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Using pseudo-parabolic and fractional equations for option pricing in jump diffusion models
Itkin, Andrey
;
Carr, Peter
- In:
Computational economics
40
(
2012
)
1
,
pp. 63-104
Persistent link: https://www.econbiz.de/10009627499
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2
An expanded Local Variance Gamma model
Carr, Peter
;
Itkin, Andrey
- In:
Computational economics
57
(
2021
)
4
,
pp. 949-987
Persistent link: https://www.econbiz.de/10012543243
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