//--> //--> //-->
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 risk"
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
Robust replication of volatili...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Bid-ask spread
1
CAPM
1
Capital structure
1
Credit derivative
1
Credit rating
1
Credit risk
1
Derivat
1
Derivative
1
Financial economics
1
Financial services
1
Finanzdienstleistung
1
Geld-Brief-Spanne
1
Gewinn
1
Kapitalmarkttheorie
1
Kapitalstruktur
1
Kreditderivat
1
Kreditrisiko
1
Kreditwürdigkeit
1
Profit
1
Theorie
1
Theory
1
Volatility
1
Volatilität
1
asset pricing
1
counterparty risk
1
credit value adjustment (CVA)
1
reduced-form modeling
1
wrong-way risk (WWR)
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Undetermined
1
Author
All
Carr, Peter
3
Alvarez, Juan Jose Vicente
1
Ghamami, Samim
1
Madan, Dilip B
1
Madan, Dilip B.
1
Vicente Alvarez, Juan Jose
1
Published in...
All
Journal of risk
Papers / arXiv.org
24
Finance and stochastics
15
Mathematical finance : an international journal of mathematics, statistics and financial theory
14
Finance
9
Journal of financial economics
9
The review of financial studies
9
Finance and Stochastics
8
The journal of finance : the journal of the American Finance Association
8
Risk : managing risk in the world's financial markets
7
The journal of derivatives : JOD
7
Quantitative Finance
6
Quantitative finance
6
The journal of derivatives : the official publication of the International Association of Financial Engineers
6
Applied mathematical finance
5
International Journal of Theoretical and Applied Finance (IJTAF)
5
International journal of theoretical and applied finance
5
Journal of Finance
4
Journal of Financial Economics
4
NYU Tandon Research Paper
4
Review of derivatives research
4
The journal of computational finance
4
Computational economics
3
Economics Papers from University Paris Dauphine
3
Finance research letters
3
Mathematical Finance
3
Review of Financial Studies
3
Robert H. Smith School Research Paper
3
The European journal of finance
3
Annals of finance
2
European finance review : the official journal of the European Finance Association
2
Finance Research Letters
2
International journal of financial engineering
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
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
2
Review of Derivatives Research
2
more ...
less ...
Source
All
ECONIS (ZBW)
2
OLC EcoSci
1
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Markets, profits, capital, leverage and return
Carr, Peter
;
Madan, Dilip B.
;
Alvarez, Juan Jose Vicente
- In:
Journal of risk
14
(
2011/12
)
1
,
pp. 95-122
Persistent link: https://www.econbiz.de/10011301314
Saved in:
2
Derivatives pricing under bilateral counterparty risk
Carr, Peter
;
Ghamami, Samim
- In:
Journal of risk
20
(
2017/2018
)
1
,
pp. 77-107
Persistent link: https://www.econbiz.de/10011847436
Saved in:
3
Markets, profits, capital, leverage and return
Carr, Peter
;
Madan, Dilip B
;
Vicente Alvarez, Juan Jose
- In:
Journal of risk
14
(
2011
)
1
,
pp. 95-123
Persistent link: https://www.econbiz.de/10009343259
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->