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~language:"eng"
~person:"Carr, Peter"
~person:"Joshi, Mark S."
~person:"Kim, Young Shin"
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Option Prices with Stochastic...
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Option pricing theory
159
Optionspreistheorie
159
Stochastic process
49
Stochastischer Prozess
49
Volatility
47
Volatilität
47
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Carr, Peter
Joshi, Mark S.
Kim, Young Shin
Madan, Dilip B.
93
Cui, Zhenyu
73
Härdle, Wolfgang
70
Fabozzi, Frank J.
68
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
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33
Siu, Tak Kuen
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Barone-Adesi, Giovanni
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Christoffersen, Peter F.
32
Hull, John
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Perrakis, Stylianos
32
Wang, Xingchun
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Račev, Svetlozar T.
31
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31
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31
Chesney, Marc
30
Ewald, Christian-Oliver
30
Korn, Ralf
30
Scaillet, Olivier
30
Subrahmanyam, Marti G.
29
Wilmott, Paul
29
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Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
23
International journal of theoretical and applied finance
9
The journal of computational finance
8
Mathematical finance : an international journal of mathematics, statistics and financial theory
7
Finance and stochastics
6
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5
Journal of banking & finance
4
Review of derivatives research
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Mathematical methods of operations research
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NYU Tandon Research Paper
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New developments in financial modelling
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Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
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ECONIS (ZBW)
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1
Achieving smooth asymptotics for the prices of European options in binomial trees
Joshi, Mark S.
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003632920
Saved in:
2
Achieving higher order convergence for the prices of European pptions in binomial trees
Joshi, Mark S.
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003632930
Saved in:
3
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:
4
Achieving higher order convergence for the prices of European options in binomial trees
Joshi, Mark S.
- In:
Mathematical finance : an international journal of …
20
(
2010
)
1
,
pp. 89-103
Persistent link: https://www.econbiz.de/10003955683
Saved in:
5
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:
6
Optimal partial proxy method for computing gammas of financial products with discontinuous and angular payoffs
Joshi, Mark S.
;
Zhu, Dan
- In:
Applied mathematical finance
23
(
2016
)
1/2
,
pp. 22-56
Persistent link: https://www.econbiz.de/10011546983
Saved in:
7
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:
8
Optimal limit methods for computing sensitivities of discontinious integrals including triggerable derivative securities
Chan, Jiun Hong
;
Joshi, Mark S.
-
2012
Persistent link: https://www.econbiz.de/10009553205
Saved in:
9
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:
10
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
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