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:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~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
Derivat
1
Derivative
1
Hedging
1
Index futures
1
Index-Futures
1
Monte Carlo
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Option pricing theory
1
Option trading
1
Optionsgeschäft
1
Optionspreistheorie
1
S&P 500 index options
1
Static hedging
1
Stochastic process
1
Stochastischer Prozess
1
Volatility
1
Volatilität
1
jumps
1
option pricing
1
stochastic volatility
1
more ...
less ...
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
Author
All
Carr, Peter
Kim, Young Shin
Härdle, Wolfgang
2
Wu, Liuren
2
Badescu, Alexandru
1
Bandi, Federico M.
1
Barndorff-Nielsen, Ole E.
1
Birke, Melanie
1
Byoun, Soku
1
Choy, S. T. Boris
1
Cui, Zhenyu
1
Daglish, Toby
1
Durham, Garland B.
1
Fengler, Matthias R.
1
Hao, Jinji
1
Huang, Xin
1
Jacod, Jean
1
Knight, John L.
1
Kwok, Chuck C. Y.
1
Kwok, Simon Sai Man
1
Li, Fuchun
1
Madan, Dilip B.
1
Mammen, Enno
1
Metaxoglou, Konstantinos
1
Okhrin, Yarema
1
Ortega, Juan-Pablo
1
Park, Hun Y.
1
Perron, Benoit
1
Pilz, Kay Frederik
1
Podolskij, Mark
1
Rosenbaum, Mathieu
1
Shephard, Neil G.
1
Smith, Aaron D.
1
Stentoft, Lars
1
Tauchen, George Eugene
1
Wang, Weining
1
Yeap, Claudia
1
Yuan, Mingwei
1
Zhang, Jin E.
1
Zhu, Jingyi
1
more ...
less ...
Published in...
All
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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
Applied mathematical finance
3
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 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)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
