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Theory
Option pricing theory
61
Optionspreistheorie
61
Theorie
51
Volatility
36
Volatilität
35
Stochastic process
27
Stochastischer Prozess
27
Derivat
23
Derivative
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51
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Carr, Peter
51
Madan, Dilip B.
9
Wu, Liuren
8
Geman, Hélyette
3
Linetsky, Vadim
3
Cherubini, Umberto
2
Jarrow, Robert A.
2
Lee, Roger
2
Melamed, Michael
2
Papanicolaou, Andrew
2
Schoutens, Wim
2
Sun, Jian
2
Xiao, Yajun
2
Yor, Marc
2
Al-Jaaf, Aşty
1
Bakshi, Gurdip S.
1
Bossu, Sebastien
1
Bossu, Sébastien
1
Chang, Eric Chieh
1
Chorn, Larry
1
Cousot, Laurent
1
Ellis, Katrina
1
Ewald, CXhristian-Oliver
1
Ewald, Christian-Oliver
1
Ghamami, Samim
1
Goddard, Phil
1
Gupta, Vishal
1
Haghnegahdar, Poya
1
Jin, Xing
1
Laurence, Peter
1
Lopez de Prado, Marcos
1
Mendoza-Arriaga, Rafael
1
Myneni, Ravi
1
Picron, Jean-Francois
1
Rosenberg, Gili
1
Saphores, Jean-Daniel M.
1
Willems, Sander
1
Worah, Pratik
1
Wu, Kesheng
1
Yu, Jiming
1
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Mathematical finance : an international journal of mathematics, statistics and financial theory
6
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
Journal of financial economics
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
Asia-Pacific financial markets
1
Baruch College Zicklin School of Business Research Paper
1
Discussion paper series
1
Finance
1
Finance research letters
1
Insurance / Mathematics & economics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of risk
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
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)
51
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1
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:
2
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:
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
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
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:
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