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Derivat
Option pricing theory
94
Optionspreistheorie
94
Theorie
78
Theory
78
Volatilität
59
Volatility
57
Stochastic process
52
Stochastischer Prozess
52
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36
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36
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36
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34
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15
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15
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14
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14
Commodity derivative
12
Rohstoffderivat
12
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option pricing
12
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11
Asian options
10
Real options analysis
10
Realoptionsansatz
10
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Share price
9
Black-Scholes model
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8
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7
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34
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Carr, Peter
23
Ewald, Christian-Oliver
7
Ewald, Christian
4
Papanicolaou, Andrew
4
Bossu, Sebastien
3
Bossu, Sébastien
2
Chen, Jilong
2
Ghamami, Samim
2
Haugom, Erik
2
Lee, Roger
2
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2
Linetsky, Vadim
2
Nawar, Roy
2
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2
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2
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1
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1
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Finance and stochastics
3
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3
The journal of finance : the journal of the American Finance Association
2
American journal of agricultural economics
1
Annual review of financial economics
1
Aquaculture economics & management : official journal of the International Association of Aquaculture Economics and Management
1
European journal of operational research : EJOR
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1
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ECONIS (ZBW)
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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
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:
3
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:
4
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:
5
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:
6
A jump to default extended CEV model : an application of Bessel processes
Carr, Peter
;
Linetsky, Vadim
- In:
Finance and stochastics
10
(
2006
)
3
,
pp. 303-330
Persistent link: https://www.econbiz.de/10003379774
Saved in:
7
Volatility derivatives
Carr, Peter
;
Lee, Roger
- In:
Annual review of financial economics
1
(
2009
),
pp. 319-339
Persistent link: https://www.econbiz.de/10003924502
Saved in:
8
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:
9
Optimal investment in derivative securities
Carr, Peter
;
Jin, Xing
;
Madan, Dilip B.
- In:
Finance and stochastics
5
(
2001
)
1
,
pp. 33-59
Persistent link: https://www.econbiz.de/10001553046
Saved in:
10
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
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