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~language:"eng"
~person:"Carr, Peter"
~person:"Kim, Young Shin"
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Option Prices with Stochastic...
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Option pricing theory
93
Optionspreistheorie
93
Stochastic process
38
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38
Volatility
37
Volatilität
37
Theorie
27
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18
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18
Derivat
17
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17
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11
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Carr, Peter
Kim, Young Shin
Wystup, Uwe
28
Härdle, Wolfgang
26
Subrahmanyam, Marti G.
20
Jarrow, Robert A.
19
Schoenmakers, John
19
Chiarella, Carl
18
Hull, John
17
Kohlmann, Michael
17
Schwartz, Eduardo S.
17
Kwok, Yue-Kuen
16
Madan, Dilip B.
16
Scaillet, Olivier
16
Elliott, Robert J.
15
Glasserman, Paul
15
Joshi, Mark S.
15
Renault, Eric
15
Rogers, Leonard C. G.
15
Rosenberg, Joshua V.
15
Stapleton, Richard C.
15
Vorst, Ton
15
Korn, Ralf
14
Broadie, Mark
13
Chesney, Marc
13
Frey, Rüdiger
13
Prigent, Jean-Luc
13
Wilmott, Paul
13
Bellalah, Mondher
12
Schweizer, Martin
12
Touzi, Nizar
12
Wei, Jason
12
Barone-Adesi, Giovanni
11
Boyle, Phelim P.
11
Das, Sanjiv R.
11
Duan, Jin-Chuan
11
Duffie, Darrell
11
Engle, Robert F.
11
Ritchken, Peter H.
11
Schöbel, Rainer
11
Belomestny, Denis
10
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Mathematical finance : an international journal of mathematics, statistics and financial theory
5
The journal of finance : the journal of the American Finance Association
4
European finance review : the official journal of the European Finance Association
2
Finance and stochastics
2
The journal of computational finance
2
Working paper series in economics
2
Asia-Pacific financial markets
1
Discussion paper series
1
Finance research letters
1
International journal of theoretical and applied finance
1
Mathematical methods of operations research
1
Review of derivatives research
1
Risk assessment : decisions in banking and finance
1
The journal of derivatives : JOD
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The review of financial studies
1
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ECONIS (ZBW)
27
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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
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
Barrier option pricing by branching processes
Mitov, Georgi K.
;
Račev, Svetlozar T.
;
Kim, Young Shin
; …
- In:
International journal of theoretical and applied finance
12
(
2009
)
7
,
pp. 1055-1073
Persistent link: https://www.econbiz.de/10003928804
Saved in:
10
Put-call symmetry : extensions and applications
Carr, Peter
;
Lee, Roger
- In:
Mathematical finance : an international journal of …
19
(
2009
)
4
,
pp. 523-560
Persistent link: https://www.econbiz.de/10003937125
Saved in:
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