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Option pricing theory
60
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60
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27
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27
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27
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27
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Carr, Peter
McAleer, Michael
109
Madan, Dilip B.
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Härdle, Wolfgang
91
Fabozzi, Frank J.
86
Phillips, Peter C. B.
84
Cui, Zhenyu
82
Chiarella, Carl
81
Takahashi, Akihiko
73
Platen, Eckhard
72
Koopman, Siem Jan
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Joshi, Mark S.
66
Benth, Fred Espen
63
Elliott, Robert J.
61
Schoutens, Wim
61
Stentoft, Lars
53
Jacobs, Kris
51
Barndorff-Nielsen, Ole E.
49
Sethi, Suresh
49
Račev, Svetlozar T.
47
Todorov, Viktor
47
Ferrari, Giorgio
46
Siu, Tak Kuen
46
Yu, Jun
46
Escudero, Laureano F.
45
Wong, Hoi Ying
44
Hull, John
43
Korn, Ralf
43
Asai, Manabu
42
Escobar, Marcos
42
Jarrow, Robert A.
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Post, Thierry
42
Shephard, Neil G.
41
Bayraktar, Erhan
40
Scaillet, Olivier
40
Schlögl, Erik
40
Wystup, Uwe
40
Gao, Jiti
39
Kwok, Yue-Kuen
39
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Mathematical finance : an international journal of mathematics, statistics and financial theory
7
Finance and stochastics
6
Journal of financial economics
4
The journal of finance : the journal of the American Finance Association
4
The journal of computational finance
3
Applied mathematical finance
2
Computational economics
2
European finance review : the official journal of the European Finance Association
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International journal of theoretical and applied finance
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Review of derivatives research
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The journal of fixed income
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Asia-Pacific financial markets
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Discussion paper series
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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NYU Tandon Research Paper
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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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Robert H. Smith School Research Paper
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ECONIS (ZBW)
64
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1
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:
2
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
Saved in:
3
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:
4
A new approach for option pricing under stochastic volatility
Carr, Peter
;
Sun, Jian
- In:
Review of derivatives research
10
(
2007
)
2
,
pp. 87-150
Persistent link: https://www.econbiz.de/10003705860
Saved in:
5
Self-decomposability and option pricing
Carr, Peter
;
Geman, Hélyette
;
Madan, Dilip B.
;
Yor, Marc
- In:
Mathematical finance : an international journal of …
17
(
2007
)
1
,
pp. 31-57
Persistent link: https://www.econbiz.de/10003543101
Saved in:
6
Stochastic skew in currency options
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial economics
86
(
2007
)
1
,
pp. 213-247
Persistent link: https://www.econbiz.de/10003546310
Saved in:
7
On the numerical evaluation of option prices in jump diffusion processes
Carr, Peter
;
Mayo, Anita
- In:
The European journal of finance
13
(
2007
)
3/4
,
pp. 353-372
Persistent link: https://www.econbiz.de/10003550397
Saved in:
8
Using pseudo-parabolic and fractional equations for option pricing in jump diffusion models
Itkin, Andrey
;
Carr, Peter
- In:
Computational economics
40
(
2012
)
1
,
pp. 63-104
Persistent link: https://www.econbiz.de/10009627499
Saved in:
9
Semi-static hedging of barrier options under poisson jumps
Carr, Peter
- In:
International journal of theoretical and applied finance
14
(
2011
)
7
,
pp. 1091-1111
Persistent link: https://www.econbiz.de/10009407668
Saved in:
10
Static hedging of standard options
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
1
,
pp. 3-46
Persistent link: https://www.econbiz.de/10010233614
Saved in:
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