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Hedging
Option pricing theory
94
Optionspreistheorie
94
Theorie
78
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78
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59
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57
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Carr, Peter
15
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6
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5
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4
Lee, Roger
4
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ECONIS (ZBW)
30
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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:
2
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:
3
Hedging variance options on continuous semimartingales
Carr, Peter
;
Lee, Roger
- In:
Finance and stochastics
14
(
2010
)
2
,
pp. 179-207
Persistent link: https://www.econbiz.de/10003951494
Saved in:
4
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:
5
On the hedging of options on exploding exchange rates
Carr, Peter
;
Fisher, Travis
;
Ruf, Johannes
- In:
Finance and stochastics
18
(
2014
)
1
,
pp. 115-144
Persistent link: https://www.econbiz.de/10010235456
Saved in:
6
Multi-asset stochastic local variance contracts
Carr, Peter
;
Laurence, Peter
- In:
Mathematical finance : an international journal of …
21
(
2011
)
1
,
pp. 21-52
Persistent link: https://www.econbiz.de/10008935704
Saved in:
7
Hedging under the Heston model with jump-to-default
Carr, Peter
;
Schoutens, Wim
- In:
International journal of theoretical and applied finance
11
(
2008
)
4
,
pp. 403-414
Persistent link: https://www.econbiz.de/10003746726
Saved in:
8
Pricing and hedging in incomplete markets
Carr, Peter
;
Geman, Hélyette
;
Madan, Dilip B.
- In:
Journal of financial economics
62
(
2001
)
1
,
pp. 131-167
Persistent link: https://www.econbiz.de/10001608818
Saved in:
9
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:
10
Static hedging of exotic options
Carr, Peter
- In:
The journal of finance : the journal of the American …
53
(
1998
)
3
,
pp. 1165-1190
Persistent link: https://www.econbiz.de/10001243935
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