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~isPartOf:"The journal of finance : the journal of the American Finance Association"
~language:"eng"
~person:"Carr, Peter"
~person:"Kim, Young Shin"
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Option Prices with Stochastic...
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Option pricing theory
4
Optionspreistheorie
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Carr, Peter
Kim, Young Shin
Longstaff, Francis A.
3
Schwartz, Eduardo S.
3
Wu, Liuren
3
Aït-Sahalia, Yacine
2
Bakshi, Gurdip S.
2
Chen, Zhiwu
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Collin-Dufresne, Pierre
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The journal of finance : the journal of the American Finance Association
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
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
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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
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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
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The journal of business : B
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What type of process underlies options? : A simple robust test
Carr, Peter
;
Wu, Liuren
- In:
The journal of finance : the journal of the American …
58
(
2003
)
6
,
pp. 2581-2610
Persistent link: https://www.econbiz.de/10001845848
Saved in:
2
A note on the pricing of commodity-linked bonds
Carr, Peter
- In:
The journal of finance : the journal of the American …
42
(
1987
)
4
,
pp. 1071-1076
Persistent link: https://www.econbiz.de/10001055592
Saved in:
3
The finite moment log stable process and option pricing
Carr, Peter
;
Wu, Liuren
- In:
The journal of finance : the journal of the American …
58
(
2003
)
2
,
pp. 753-777
Persistent link: https://www.econbiz.de/10001750591
Saved in:
4
The valuation of sequential exchange opportunities
Carr, Peter
- In:
The journal of finance : the journal of the American …
43
(
1988
)
5
,
pp. 1235-1256
Persistent link: https://www.econbiz.de/10001073000
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