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~person:"Carr, Peter"
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Option valuation, optimization...
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Option pricing theory
60
Optionspreistheorie
60
Volatility
27
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27
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23
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23
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22
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Carr, Peter
Fabozzi, Frank J.
325
McAleer, Michael
148
Maurer, Raimond
144
Madan, Dilip B.
115
Mitchell, Olivia S.
115
Guidolin, Massimo
114
Platen, Eckhard
110
Härdle, Wolfgang
105
Satchell, Stephen
90
Chiarella, Carl
89
Takahashi, Akihiko
89
Lo, Andrew W.
88
Cui, Zhenyu
81
Campbell, John Y.
80
Korn, Ralf
79
Ang, Andrew
75
Gollier, Christian
75
Jarrow, Robert A.
75
Račev, Svetlozar T.
75
Prokopczuk, Marcel
74
Zimmermann, Heinz
72
Hens, Thorsten
71
Kraft, Holger
71
Engle, Robert F.
70
Joshi, Mark S.
70
Irwin, Scott H.
67
Wong, Wing Keung
67
Kelly, Bryan T.
66
Schoutens, Wim
66
Bodie, Zvi
65
Elliott, Robert J.
65
Prigent, Jean-Luc
65
Chang, Chia-Lin
64
Uppal, Raman
64
Zagst, Rudi
61
Escobar, Marcos
60
Schwartz, Eduardo S.
60
Hammoudeh, Shawkat
59
Wong, Hoi Ying
59
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Finance and stochastics
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
The journal of finance : the journal of the American Finance Association
5
Journal of financial economics
3
The journal of computational finance
3
The journal of derivatives : JOD
3
Applied mathematical finance
2
Computational economics
2
European finance review : the official journal of the European Finance Association
2
International journal of theoretical and applied finance
2
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2
The journal of fixed income
2
The review of financial studies
2
Asia-Pacific financial markets
1
Discussion paper series
1
Finance research letters
1
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1
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1
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1
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1
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1
NYU Tandon Research Paper
1
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
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Robert H. Smith School Research Paper
1
The European journal of finance
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ECONIS (ZBW)
66
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1
A note on the pricing of commodity-linked bonds
Carr, Peter
- In:
The journal of finance : the journal of the American …
42
(
1987
)
4
,
pp. 1071-1076
Persistent link: https://www.econbiz.de/10001055592
Saved in:
2
A tale of two indices
Carr, Peter
;
Wu, Liuren
- In:
The journal of derivatives : the official publication …
13
(
2006
)
3
,
pp. 13-29
Persistent link: https://www.econbiz.de/10003321077
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 variance gamma process and option pricing
Madan, Dilip B.
;
Carr, Peter
;
Chang, Eric Chieh
- In:
European finance review : the official journal of the …
2
(
1998
)
1
,
pp. 79-105
Persistent link: https://www.econbiz.de/10001400428
Saved in:
5
The valuation of sequential exchange opportunities
Carr, Peter
- In:
The journal of finance : the journal of the American …
43
(
1988
)
5
,
pp. 1235-1256
Persistent link: https://www.econbiz.de/10001073000
Saved in:
6
Alternative characterizations of American put options
Carr, Peter
- In:
Mathematical finance : an international journal of …
2
(
1992
)
2
,
pp. 87-105
Persistent link: https://www.econbiz.de/10001184902
Saved in:
7
Adjusting exponential Lévy models toward the simultaneous calibration of market prices for crash cliquets
Carr, Peter
;
Khanna, Ajay
;
Madan, Dilip B.
- In:
The journal of computational finance
20
(
2016
)
1
,
pp. 89-111
Persistent link: https://www.econbiz.de/10011639593
Saved in:
8
Analyzing volatility risk and risk premium in option contracts : a new theory
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial economics
120
(
2016
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10011590060
Saved in:
9
Implied remaining variance with application to Bachelier model
Sun, Jian
;
Niu, Qiankun
;
Cao, Shinan
;
Carr, Peter
- In:
The journal of fixed income
26
(
2016
)
2
,
pp. 78-95
Persistent link: https://www.econbiz.de/10011684715
Saved in:
10
Local variance gamma and explicit calibration to option prices
Carr, Peter
;
Nadtochiy, Sergey
- In:
Mathematical finance : an international journal of …
27
(
2017
)
1
,
pp. 151-193
Persistent link: https://www.econbiz.de/10011739451
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