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~language:"eng"
~person:"Carr, Peter"
~person:"Chesney, Marc"
~person:"Kim, Young Shin"
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Option Prices with Stochastic...
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Optionspreistheorie
122
Option pricing theory
121
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41
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41
Theorie
40
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40
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38
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Carr, Peter
Chesney, Marc
Kim, Young Shin
Madan, Dilip B.
93
Cui, Zhenyu
73
Härdle, Wolfgang
70
Fabozzi, Frank J.
68
Joshi, Mark S.
67
Schoutens, Wim
61
Takahashi, Akihiko
59
Chiarella, Carl
53
Elliott, Robert J.
53
Stentoft, Lars
53
Jacobs, Kris
48
Wystup, Uwe
45
Jarrow, Robert A.
40
Benth, Fred Espen
39
Kwok, Yue-Kuen
39
Oosterlee, Cornelis W.
36
Schlögl, Erik
36
Belomestny, Denis
35
Lee, Cheng F.
35
Fusai, Gianluca
34
Platen, Eckhard
34
Schoenmakers, John
33
Siu, Tak Kuen
33
Barone-Adesi, Giovanni
32
Christoffersen, Peter F.
32
Hull, John
32
Perrakis, Stylianos
32
Wang, Xingchun
32
Račev, Svetlozar T.
31
Schwartz, Eduardo S.
31
Zhang, Jin E.
31
Ewald, Christian-Oliver
30
Korn, Ralf
30
Scaillet, Olivier
30
Subrahmanyam, Marti G.
29
Wilmott, Paul
29
Alghalith, Moawia
28
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Chambre de commerce et d'industrie de Paris
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Institut für Schweizerisches Bankwesen <Zürich>
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Finance and stochastics
7
Mathematical finance : an international journal of mathematics, statistics and financial theory
7
Les cahiers de recherche / HEC Paris
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Applied mathematical finance
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Review of derivatives research
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International journal of theoretical and applied finance
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Cahiers du Département d'Economie Politique / Faculté des Sciences Economiques et Sociales, Université de Genève
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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ECONIS (ZBW)
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USB Cologne (business full texts)
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On the qualitative effect of volatility and duration on prices of Asian options
Carr, Peter
;
Ewald, Christian-Oliver
;
Xiao, Yajun
- In:
Finance research letters
5
(
2008
)
3
,
pp. 162-171
Persistent link: https://www.econbiz.de/10003769897
Saved in:
2
On the qualitative effect of volatility and duration on prices of Asian options
Carr, Peter
;
Ewald, CXhristian-Oliver
;
Xiao, Yajun
-
2008
Persistent link: https://www.econbiz.de/10003680543
Saved in:
3
First-order calculus and option pricing
Carr, Peter
- In:
Journal of financial engineering
1
(
2014
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10010508100
Saved in:
4
The investment policy and the pricing of equity in a levered firm : a re-examination of the "contingent claims" valuation approach
Chesney, Marc
;
Gibson, Rajna
- In:
The European journal of finance
5
(
1999
)
2
,
pp. 95-107
Persistent link: https://www.econbiz.de/10001439614
Saved in:
5
The investment policy and the pricing of equity in a levered firm : a re-examination of the "contingent claims" valuation approach
Chesney, Marc
;
Gibson, Rajna
-
1999
Persistent link: https://www.econbiz.de/10001414551
Saved in:
6
Reducing asset substitution with warrant and convertible debt issues
Chesney, Marc
;
Gibson, Rajna
- In:
The journal of derivatives : the official publication …
9
(
2001
)
1
,
pp. 39-52
Persistent link: https://www.econbiz.de/10001618908
Saved in:
7
Deriving derivatives of derivative securities
Carr, Peter
- In:
The journal of computational finance
4
(
2000/2001
)
2
,
pp. 5-29
Persistent link: https://www.econbiz.de/10001553928
Saved in:
8
Static hedging of timing risk
Carr, Peter
;
Picron, Jean-Francois
- In:
The journal of derivatives : the official publication …
6
(
1999
)
3
,
pp. 57-70
Persistent link: https://www.econbiz.de/10001432497
Saved in:
9
Randomization and the American put
Carr, Peter
- In:
The review of financial studies
11
(
1998
)
3
,
pp. 597-626
Persistent link: https://www.econbiz.de/10001249758
Saved in:
10
Vol, skew, and smile trading
Al-Jaaf, Aşty
;
Carr, Peter
- In:
The journal of derivatives : JOD
31
(
2023
)
1
,
pp. 64-95
Persistent link: https://www.econbiz.de/10014422386
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