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CAPM
Option pricing theory
94
Optionspreistheorie
94
Theorie
79
Theory
79
Volatilität
59
Volatility
57
Stochastic process
52
Stochastischer Prozess
52
Hedging
36
Option trading
36
Optionsgeschäft
36
Derivat
34
Derivative
34
Portfolio selection
15
Portfolio-Management
15
Risiko
14
Risk
14
Commodity derivative
12
Rohstoffderivat
12
Swap
12
option pricing
12
Risk management
11
Asian options
10
Real options analysis
10
Realoptionsansatz
10
Risikomanagement
10
Börsenkurs
9
Risikoprämie
9
Risk premium
9
Share price
9
Black-Scholes model
8
Black-Scholes-Modell
8
Credit risk
8
Dynamic programming
8
Option pricing
8
Derivatives
7
Kreditrisiko
7
Mathematical programming
7
Mathematische Optimierung
7
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16
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English
21
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Carr, Peter
10
Xiao, Yajun
5
Ewald, Christian
4
Haugom, Erik
4
Lien, Gudbrand
4
Størdal, Ståle
4
Madan, Dilip B.
3
Ewald, Christian-Oliver
2
Kanthan, Leslie
2
Lu, Lei
2
Salehi, Pariya
2
Shi, Lei
2
Cousot, Laurent
1
Feng, Xu
1
Geman, Hélyette
1
Ghamami, Samim
1
Khanna, Ajay
1
Lee, Roger
1
Liu, Jiatao
1
Lorig, Matthew
1
Marsh, Ian W.
1
Song, Pengcheng
1
Taub, Bart
1
Wu, Liuren
1
Xu, Feng
1
Yang, Zhaojun
1
Yor, Marc
1
Yu, Jiming
1
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Applied mathematical finance
1
Aquaculture economics & management : official journal of the International Association of Aquaculture Economics and Management
1
Asia-Pacific financial markets
1
Journal of commodity markets
1
Journal of economic dynamics & control
1
Journal of risk
1
Macquarie University Faculty of Business & Economics Research Paper
1
Mathematical methods of operations research
1
Review of asset pricing studies : RAPS
1
Review of finance : journal of the European Finance Association
1
The energy journal
1
The journal of business : B
1
The journal of computational finance
1
The journal of corporate finance : contracting, governance and organization
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The journal of finance : the journal of the American Finance Association
1
The review of financial studies
1
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ECONIS (ZBW)
21
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1
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:
2
Factor models for option pricing
Carr, Peter
;
Madan, Dilip B.
- In:
Asia-Pacific financial markets
19
(
2012
)
4
,
pp. 319-329
Persistent link: https://www.econbiz.de/10009705364
Saved in:
3
Risk, return, and ross recovery
Carr, Peter
;
Yu, Jiming
- In:
The journal of derivatives : the official publication …
20
(
2012
)
1
,
pp. 38-59
Persistent link: https://www.econbiz.de/10009671710
Saved in:
4
The stop-loss start-gain paradox and option valuation : a new decomposition into intrinsic and time value
Carr, Peter
- In:
The review of financial studies
3
(
1990
)
3
,
pp. 469-492
Persistent link: https://www.econbiz.de/10001105894
Saved in:
5
The fine structure of asset returns : an empirical investigation
Carr, Peter
;
Geman, Hélyette
;
Madan, Dilip B.
;
Yor, Marc
- In:
The journal of business : B
75
(
2002
)
2
,
pp. 305-332
Persistent link: https://www.econbiz.de/10001682409
Saved in:
6
Derivatives pricing under bilateral counterparty risk
Carr, Peter
;
Ghamami, Samim
- In:
Journal of risk
20
(
2017/2018
)
1
,
pp. 77-107
Persistent link: https://www.econbiz.de/10011847436
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
Semi-robust replication of barrier-style claims on price and volatility
Carr, Peter
;
Lee, Roger
;
Lorig, Matthew
- In:
Applied mathematical finance
28
(
2021
)
6
,
pp. 534-559
Persistent link: https://www.econbiz.de/10013411770
Saved in:
9
Decomposing long bond returns : a decentralized theory
Carr, Peter
;
Wu, Liuren
- In:
Review of finance : journal of the European Finance …
27
(
2023
)
3
,
pp. 997-1026
Persistent link: https://www.econbiz.de/10014318020
Saved in:
10
Dynamic asset pricing with interactions between short-sale and borrowing constraints
Shi, Lei
;
Xiao, Yajun
- In:
Review of asset pricing studies : RAPS
11
(
2021
)
4
,
pp. 886-923
Persistent link: https://www.econbiz.de/10012694396
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