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~subject:"Optionsgeschäft"
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Optionsgeschäft
Option pricing theory
61
Optionspreistheorie
61
Theorie
51
Theory
51
Volatility
36
Volatilität
35
Stochastic process
27
Stochastischer Prozess
27
Derivat
23
Derivative
23
Option trading
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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5
Undetermined
4
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Article
17
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16
Aufsatz in Zeitschrift
16
Aufsatz im Buch
1
Book section
1
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English
22
Author
All
Carr, Peter
21
Wu, Liuren
6
Itkin, Andrey
3
AitSahlia, Farid
1
Carr, P.
1
Costa, Doug
1
Cousot, Laurent
1
Ellis, Katrina
1
Figà-Talamanca, Gianna
1
Fisher, Travis
1
Gupta, Vishal
1
Javaheri, Alireza
1
Kakushadze, Zura
1
Lee, Roger
1
Madan, Dilip B.
1
Muravey, Dmitry
1
Picron, Jean-Francois
1
Ruf, Johannes
1
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International journal of theoretical and applied finance
2
The journal of derivatives : JOD
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
The review of financial studies
2
Applied mathematical finance
1
Finance and stochastics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of financial economics
1
Journal of financial engineering
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
NYU Tandon Research Paper
1
Numerical methods in finance
1
Review of derivatives research
1
The journal of finance : the journal of the American Finance Association
1
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ECONIS (ZBW)
22
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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 tale of two indices
Carr, Peter
;
Wu, Liuren
- In:
The journal of derivatives : the official publication …
13
(
2006
)
3
,
pp. 13-29
Persistent link: https://www.econbiz.de/10003321077
Saved in:
4
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:
5
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:
6
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:
7
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:
8
A simple robust link between American puts and credit protection
Carr, Peter
;
Wu, Liuren
- In:
The review of financial studies
24
(
2011
)
2
,
pp. 473-505
Persistent link: https://www.econbiz.de/10008934157
Saved in:
9
Variance risk premiums
Carr, Peter
;
Wu, Liuren
- In:
The review of financial studies
22
(
2009
)
3
,
pp. 1311-1341
Persistent link: https://www.econbiz.de/10003827753
Saved in:
10
The forward PDE for European options on stocks with fixed fractional jumps
Carr, Peter
;
Javaheri, Alireza
- In:
International journal of theoretical and applied finance
8
(
2005
)
2
,
pp. 239-253
Persistent link: https://www.econbiz.de/10002679581
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