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On the qualitative effect of v...
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Theory
Option pricing theory
94
Optionspreistheorie
94
Theorie
79
Volatilität
59
Volatility
57
Stochastic process
52
Stochastischer Prozess
52
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option pricing
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Carr, Peter
52
Ewald, Christian-Oliver
17
Madan, Dilip B.
10
Wu, Liuren
8
Xiao, Yajun
8
Ewald, Christian
3
Geman, Hélyette
3
Jarrow, Robert A.
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Linetsky, Vadim
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Yor, Marc
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Zhang, Aihua
3
Chavanasporn, Walailuck
2
Cherubini, Umberto
2
Geissler, Johannes
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Lee, Roger
2
Lütkebohmert-Holtz, Eva
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Melamed, Michael
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Papanicolaou, Andrew
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Schoutens, Wim
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Sun, Jian
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Ting, Sai Hung Marten
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Worah, Pratik
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Zou, Yihan
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Al-Jaaf, Aşty
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Bakshi, Gurdip S.
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Bossu, Sébastien
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Ghamami, Samim
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Mathematical finance : an international journal of mathematics, statistics and financial theory
7
The journal of finance : the journal of the American Finance Association
5
Finance and stochastics
4
The review of financial studies
3
European finance review : the official journal of the European Finance Association
2
Insurance / Mathematics & economics
2
Journal of financial economics
2
Mathematical methods of operations research
2
NYU Tandon Research Paper
2
The journal of computational finance
2
The journal of derivatives : JOD
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
Asia-Pacific financial markets
1
Baruch College Zicklin School of Business Research Paper
1
Discussion paper series
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European financial management : the journal of the European Financial Management Association
1
Finance
1
Finance research letters
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Financial modeling and risk management of energy and environmental instruments and derivates
1
International journal of theoretical and applied finance
1
Investment management and financial innovations
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of risk
1
Macquarie University Faculty of Business & Economics Research Paper
1
Mathematical social sciences
1
Project flexibility, agency, and competition : new developments in the theory and application of real options
1
Quantitative finance
1
Real options and business strategy : applications to decision-making
1
Research paper series / Swiss Finance Institute
1
Review of derivatives research
1
Review of finance : journal of the European Finance Association
1
Risks : open access journal
1
Robert H. Smith School Research Paper
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ECONIS (ZBW)
79
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1
On the qualitative effect of volatility and duration on prices of Asian options
Carr, Peter
;
Ewald, CXhristian-Oliver
;
Xiao, Yajun
-
2008
Persistent link: https://www.econbiz.de/10003680543
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
Randomization and the American put
Carr, Peter
- In:
The review of financial studies
11
(
1998
)
3
,
pp. 597-626
Persistent link: https://www.econbiz.de/10001249758
Saved in:
4
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:
5
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:
6
Stock options and credit default swaps : a joint framework for valuation and estimation
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial econometrics : official journal of …
8
(
2010
)
4
,
pp. 409-449
Persistent link: https://www.econbiz.de/10008665748
Saved in:
7
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:
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
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:
10
A new approach for option pricing under stochastic volatility
Carr, Peter
;
Sun, Jian
- In:
Review of derivatives research
10
(
2007
)
2
,
pp. 87-150
Persistent link: https://www.econbiz.de/10003705860
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