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On the qualitative effect of v...
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Option pricing theory
94
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Carr, Peter
255
Ewald, Christian-Oliver
141
Wu, Liuren
66
Madan, Dilip B.
40
Xiao, Yajun
28
Yor, Marc
24
Yang, Zhaojun
23
Geman, Hélyette
21
Lee, Roger
16
Ewald, Christian
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Wang, Wen-Kai
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Menkens, Olaf
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Ting, Sai Hung Marten
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Chavanasporn, Walailuck
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Itkin, Andrey
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Haugom, Erik
9
Lien, Gudbrand
9
Størdal, Ståle
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Carr, P.
8
CARR, PETER
7
Linetsky, Vadim
7
Sun, Jian
7
Agarwal, Ankush
6
Chen, Jilong
6
Schenk-Hoppé, Klaus Reiner
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Zou, Yihan
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Feng, Xu
5
Geissler, Johannes
5
Madan, Dilip
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Nawar, Roy
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Siu, Tak-Kuen
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4
Fisher, Travis
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Finance and stochastics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Journal of economic dynamics & control
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9
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8
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7
Quantitative Finance
7
Risk : managing risk in the world's financial markets
7
The journal of derivatives : JOD
7
International Journal of Theoretical and Applied Finance (IJTAF)
6
Mathematical methods of operations research
6
The journal of derivatives : the official publication of the International Association of Financial Engineers
6
Computational economics
5
International journal of theoretical and applied finance
5
Quantitative finance
5
Finance research letters
4
Journal of Finance
4
Journal of Financial Economics
4
Mathematical Finance
4
NYU Tandon Research Paper
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Review of derivatives research
4
The journal of computational finance
4
Applied mathematical finance
3
Computational Statistics
3
Economics Papers from University Paris Dauphine
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Journal of risk
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MPRA Paper
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Mathematical Methods of Operations Research
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Mathematical Social Sciences
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Review of Financial Studies
3
Robert H. Smith School Research Paper
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The European journal of finance
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Applied Mathematical Finance
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ECONIS (ZBW)
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RePEc
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OLC EcoSci
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BASE
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USB Cologne (EcoSocSci)
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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
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
Why is VIX a fear gauge?
Carr, Peter
- In:
Risk and decision analysis
6
(
2017
)
2
,
pp. 179-185
Persistent link: https://www.econbiz.de/10011743831
Saved in:
9
Implied volatility from Asian options via Monte Carlo methods
Yang, Zhaojun
;
Ewald, Christian-Oliver
;
Xiao, Yajun
- In:
International journal of theoretical and applied finance
12
(
2009
)
2
,
pp. 152-178
Persistent link: https://www.econbiz.de/10003855756
Saved in:
10
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
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