//--> //--> //-->
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 economics"
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
Optimal rates from eigenvalues
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
3
Optionspreistheorie
3
Stochastic process
3
Stochastischer Prozess
3
Currency option
2
Devisenoption
2
Risikoprämie
2
Risk premium
2
Theorie
2
Theory
2
Arbitrage Pricing
1
Arbitrage pricing
1
Currency derivative
1
Exchange rate
1
Expected volatility surface
1
Hedging
1
Implied volatility surface
1
Incomplete market
1
Option realized volatility
1
Option trading
1
Optionsgeschäft
1
Proportional variance dynamics
1
Time series analysis
1
Unvollkommener Markt
1
Vega-gamma-vanna-volga
1
Volatility
1
Volatility risk premium
1
Volatilität
1
Wechselkurs
1
Welt
1
World
1
Währungsderivat
1
Zeitreihenanalyse
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
9
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
5
Undetermined
4
Author
All
Carr, Peter
9
Wu, Liuren
7
Madan, Dilip B.
2
Bakshi, Gurdip
1
Bakshi, Gurdip S.
1
Geman, Helyette
1
Geman, Hélyette
1
more ...
less ...
Published in...
All
Journal of financial economics
Finance and stochastics
13
Mathematical finance : an international journal of mathematics, statistics and financial theory
11
Finance
9
The review of financial studies
9
The journal of finance : the journal of the American Finance Association
8
Finance and Stochastics
7
Papers / arXiv.org
7
Risk : managing risk in the world's financial markets
7
The journal of derivatives : JOD
7
The journal of derivatives : the official publication of the International Association of Financial Engineers
6
International Journal of Theoretical and Applied Finance (IJTAF)
4
Journal of Finance
4
Journal of Financial Economics
4
Mathematical Finance
4
NYU Tandon Research Paper
4
Quantitative Finance
4
Review of derivatives research
4
The journal of computational finance
4
Computational economics
3
Economics Papers from University Paris Dauphine
3
International journal of theoretical and applied finance
3
Journal of risk
3
Quantitative finance
3
Review of Financial Studies
3
Robert H. Smith School Research Paper
3
The European journal of finance
3
Applied mathematical finance
2
European finance review : the official journal of the European Finance Association
2
Finance Research Letters
2
Finance research letters
2
Journal of Financial Econometrics
2
Journal of banking & finance
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
NYU Working Paper
2
Open Access publications from Université Paris-Dauphine
2
Review of Derivatives Research
2
Risks : open access journal
2
The journal of business : B
2
The journal of fixed income
2
more ...
less ...
Source
All
ECONIS (ZBW)
5
OLC EcoSci
4
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Stochastic skew in currency options
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial economics
86
(
2007
)
1
,
pp. 213-247
Persistent link: https://www.econbiz.de/10003546310
Saved in:
2
Stochastic risk premiums, stochastic skewness in currency options, and stochastic discount factors in international economies
Bakshi, Gurdip S.
;
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial economics
87
(
2008
)
1
,
pp. 132-156
Persistent link: https://www.econbiz.de/10003628900
Saved in:
3
Pricing and hedging in incomplete markets
Carr, Peter
;
Geman, Hélyette
;
Madan, Dilip B.
- In:
Journal of financial economics
62
(
2001
)
1
,
pp. 131-167
Persistent link: https://www.econbiz.de/10001608818
Saved in:
4
Time-changed Lévy processes and option pricing
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial economics
71
(
2004
)
1
,
pp. 113-141
Persistent link: https://www.econbiz.de/10001881163
Saved in:
5
Analyzing volatility risk and risk premium in option contracts : a new theory
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial economics
120
(
2016
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10011590060
Saved in:
6
Time-changed Lévy processes and option pricing
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial economics
71
(
2004
)
1
,
pp. 113-142
Persistent link: https://www.econbiz.de/10006505043
Saved in:
7
Pricing and hedging in incomplete markets
Carr, Peter
;
Geman, Helyette
;
Madan, Dilip B.
- In:
Journal of financial economics
62
(
2001
)
1
,
pp. 131-168
Persistent link: https://www.econbiz.de/10006511917
Saved in:
8
Stochastic risk premiums, stochastic skewness in currency options, and stochastic discount factors in international economies
Bakshi, Gurdip
;
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial economics
87
(
2008
)
1
,
pp. 132-156
Persistent link: https://www.econbiz.de/10007894623
Saved in:
9
Stochastic skew in currency options
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial economics
86
(
2007
)
1
,
pp. 213-247
Persistent link: https://www.econbiz.de/10007795154
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->