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On the qualitative effect of v...
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Option pricing theory
94
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94
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59
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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
15
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15
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13
Menkens, Olaf
11
Ting, Sai Hung Marten
11
Chavanasporn, Walailuck
10
Itkin, Andrey
10
Haugom, Erik
9
Lien, Gudbrand
9
Størdal, Ståle
9
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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5
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4
Fisher, Travis
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Finance and stochastics
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Risk : managing risk in the world's financial markets
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International Journal of Theoretical and Applied Finance (IJTAF)
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Computational economics
5
International journal of theoretical and applied finance
5
Quantitative finance
5
Finance research letters
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Journal of Finance
4
Journal of Financial Economics
4
Mathematical Finance
4
NYU Tandon Research Paper
4
Review of derivatives research
4
The journal of computational finance
4
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3
Computational Statistics
3
Economics Papers from University Paris Dauphine
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Review of Financial Studies
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Robert H. Smith School Research Paper
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The European journal of finance
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ECONIS (ZBW)
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OLC EcoSci
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BASE
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11
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:
12
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:
13
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:
14
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:
15
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:
16
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:
17
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
Saved in:
18
A jump to default extended CEV model : an application of Bessel processes
Carr, Peter
;
Linetsky, Vadim
- In:
Finance and stochastics
10
(
2006
)
3
,
pp. 303-330
Persistent link: https://www.econbiz.de/10003379774
Saved in:
19
Self-decomposability and option pricing
Carr, Peter
;
Geman, Hélyette
;
Madan, Dilip B.
;
Yor, Marc
- In:
Mathematical finance : an international journal of …
17
(
2007
)
1
,
pp. 31-57
Persistent link: https://www.econbiz.de/10003543101
Saved in:
20
Stochastic skew in currency options
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial economics
86
(
2007
)
1
,
pp. 213-247
Persistent link: https://www.econbiz.de/10003546310
Saved in:
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