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Option pricing theory
Optionspreistheorie
61
Theorie
51
Theory
51
Volatility
36
Volatilität
35
Stochastic process
27
Stochastischer Prozess
27
Derivat
23
Derivative
23
Option trading
22
Optionsgeschäft
22
Hedging
16
option pricing
11
CAPM
10
Swap
10
Black-Scholes model
7
Black-Scholes-Modell
7
USA
7
United States
7
Portfolio selection
6
Portfolio-Management
6
Risikoprämie
6
Risk management
6
Risk premium
6
Statistical distribution
6
Statistische Verteilung
6
Credit risk
5
Option pricing
5
Aktienoption
4
Capital income
4
Kapitaleinkommen
4
Kreditrisiko
4
Levy processes
4
Lévy process
4
Martingal
4
Martingale
4
Risiko
4
Risikomanagement
4
Risk
4
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Free
13
Undetermined
10
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Article
47
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14
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45
Aufsatz in Zeitschrift
45
Aufsatz im Buch
2
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2
Arbeitspapier
1
Graue Literatur
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1
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1
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Language
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English
61
Author
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Carr, Peter
60
Wu, Liuren
13
Madan, Dilip B.
10
Lee, Roger
6
Itkin, Andrey
5
Sun, Jian
4
Geman, Hélyette
2
Linetsky, Vadim
2
Lorig, Matthew
2
Torricelli, Lorenzo
2
Xiao, Yajun
2
Yor, Marc
2
AitSahlia, Farid
1
Cao, Shinan
1
Carr, P.
1
Chang, Eric Chieh
1
Costa, Doug
1
Cousot, Laurent
1
Ewald, CXhristian-Oliver
1
Ewald, Christian-Oliver
1
Figà-Talamanca, Gianna
1
Fisher, Travis
1
Gabaix, Xavier
1
Ghamami, Samim
1
Jarrow, Robert A.
1
Jin, Xing
1
Kakushadze, Zura
1
Khanna, Ajay
1
Mayo, Anita
1
Mendoza-Arriaga, Rafael
1
Muravey, Dmitry
1
Myneni, Ravi
1
Nadtochiy, Sergey
1
Niu, Qiankun
1
Ruf, Johannes
1
Schoutens, Wim
1
Worah, Pratik
1
Zhang, Yuzhao
1
Zhang, Zhibai
1
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Finance and stochastics
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
The journal of finance : the journal of the American Finance Association
4
Journal of financial economics
3
The journal of computational finance
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 derivatives : JOD
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
Numerical methods in finance
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
1
The journal of business : B
1
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ECONIS (ZBW)
61
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1
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
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
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:
6
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:
7
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:
8
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:
9
Saddlepoint methods for option pricing
Carr, Peter
;
Madan, Dilip B.
- In:
The journal of computational finance
13
(
2009/10
)
1
,
pp. 49-61
Persistent link: https://www.econbiz.de/10003969743
Saved in:
10
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:
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