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~person:"Carr, Peter"
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Option pricing theory
60
Optionspreistheorie
60
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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
Härdle, Wolfgang
100
Madan, Dilip B.
93
Cui, Zhenyu
73
Fabozzi, Frank J.
67
Joshi, Mark S.
67
Schoutens, Wim
62
Takahashi, Akihiko
59
Chiarella, Carl
55
Elliott, Robert J.
53
Härdle, Wolfgang Karl
53
Stentoft, Lars
52
Jacobs, Kris
47
Härdle, Wolfgang K.
45
Wystup, Uwe
45
Hull, John
42
Lemenkova, Polina
41
Benth, Fred Espen
40
Jarrow, Robert A.
40
Korn, Ralf
39
Kwok, Yue-Kuen
39
Belomestny, Denis
38
Oosterlee, Cornelis W.
36
Schlögl, Erik
36
Alghalith, Moawia
34
Chesney, Marc
34
Fusai, Gianluca
34
Platen, Eckhard
34
Kim, Young Shin
33
Schoenmakers, John
33
Siu, Tak Kuen
33
Barone-Adesi, Giovanni
32
Christoffersen, Peter F.
32
Ewald, Christian-Oliver
32
Perrakis, Stylianos
32
Wang, Weining
32
Wang, Xingchun
32
Schwartz, Eduardo S.
31
Zhang, Jin E.
31
Haghani, Victor
30
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Finance and stochastics
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
The journal of computational finance
4
The journal of finance : the journal of the American Finance Association
4
Journal of financial economics
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
Review of derivatives research
2
The journal of fixed income
2
Asia-Pacific financial markets
1
Discussion paper series
1
Finance research letters
1
Journal of banking & finance
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of financial engineering
1
Journal of investment management : JOIM
1
NYU Tandon Research Paper
1
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
1
Robert H. Smith School Research Paper
1
The European journal of finance
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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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
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:
3
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:
4
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:
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
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:
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
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:
9
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:
10
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:
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