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~language:"eng"
~person:"Carr, Peter"
~person:"Chiarella, Carl"
~person:"Kim, Young Shin"
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Option Prices with Stochastic...
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Carr, Peter
Chiarella, Carl
Kim, Young Shin
Madan, Dilip B.
93
Cui, Zhenyu
73
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70
Fabozzi, Frank J.
68
Joshi, Mark S.
67
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61
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59
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53
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52
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47
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40
Benth, Fred Espen
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Kwok, Yue-Kuen
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Oosterlee, Cornelis W.
36
Schlögl, Erik
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Lee, Cheng F.
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34
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30
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29
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29
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
20
International journal of theoretical and applied finance
7
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Finance and stochastics
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
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Computational methods in financial engineering : essays in honour of Manfred Gilli
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Die Zukunft der Finanzdienstleistungsindustrie in Deutschland : Innovationen zur Steigerung der Leistungs- und Wettbewerbsfähigkeit des Finanzplatzes Deutschland ; [Tagungsband zur Jubiläumskonferenz der Frankfurt School of Finance & Management]
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Dynamic Modeling and Econometrics in Economics and Finance
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Handbook of computational economics : volume 3
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1
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
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:
5
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:
6
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:
7
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
Saved in:
8
A control variate method for Monte Carlo simulations of Heath-Jarrow-Morton models with jumps
Chiarella, Carl
;
Nikitopoulos, Christina Sklibosios
; …
- In:
Applied mathematical finance
14
(
2007
)
5
,
pp. 365-399
Persistent link: https://www.econbiz.de/10003637449
Saved in:
9
Pricing American options under stochastic volatility and jump-diffusion dynamics
Chiarella, Carl
;
Meyer, Gunter H.
;
Ziogas, Andrew
- In:
Die Zukunft der Finanzdienstleistungsindustrie in …
,
(pp. 213-236)
.
2008
Persistent link: https://www.econbiz.de/10003756494
Saved in:
10
A new tempered stable distribution and its application to finance
Kim, Young Shin
;
Račev, Svetlozar T.
;
Bianchi, Michele …
- In:
Risk assessment : decisions in banking and finance
,
(pp. 77-109)
.
2008
Persistent link: https://www.econbiz.de/10003781614
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