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~language:"eng"
~person:"Carr, Peter"
~person:"Kim, Young Shin"
~person:"Wang, Xingchun"
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Option Prices with Stochastic...
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Option pricing theory
125
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125
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54
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54
Volatility
53
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53
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38
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Carr, Peter
Kim, Young Shin
Wang, Xingchun
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
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33
Siu, Tak Kuen
33
Barone-Adesi, Giovanni
32
Christoffersen, Peter F.
32
Hull, John
32
Perrakis, Stylianos
32
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31
Schwartz, Eduardo S.
31
Zhang, Jin E.
31
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30
Ewald, Christian-Oliver
30
Korn, Ralf
30
Scaillet, Olivier
30
Subrahmanyam, Marti G.
29
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29
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28
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Finance research letters
9
Review of derivatives research
8
Finance and stochastics
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
The North American journal of economics and finance : a journal of financial economics studies
6
Applied economics letters
5
Applied mathematical finance
4
International journal of theoretical and applied finance
4
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4
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4
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European finance review : the official journal of the European Finance Association
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International review of economics & finance : IREF
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Journal of risk and financial management : JRFM
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Asia-Pacific financial markets
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Computational Management Science : CMS
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International review of financial analysis
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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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
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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)
129
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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 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
Saved in:
9
Time-changed Markov processes in unified credit-equity modeling
Mendoza-Arriaga, Rafael
;
Carr, Peter
;
Linetsky, Vadim
- In:
Mathematical finance : an international journal of …
20
(
2010
)
4
,
pp. 527-569
Persistent link: https://www.econbiz.de/10008666998
Saved in:
10
Pricing swaps and options on quadratic variation under stochastic time change models : discrete observations case
Itkin, Andrey
;
Carr, Peter
- In:
Review of derivatives research
13
(
2010
)
2
,
pp. 141-176
Persistent link: https://www.econbiz.de/10008695493
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