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On the qualitative effect of v...
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Option pricing theory
94
Optionspreistheorie
94
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78
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78
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59
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57
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52
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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
Wang, Wen-Kai
15
Zhang, Aihua
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
6
Zou, Yihan
6
Feng, Xu
5
Geissler, Johannes
5
Madan, Dilip
5
Nawar, Roy
5
Ouyang, Ruolan
5
Siu, Tak-Kuen
5
Wang, Yongjie
5
Alos, Elisa
4
Fisher, Travis
4
Geman, Helyette
4
Jarrow, Robert A.
4
Jin, Xing
4
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2
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1
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1
Malawi Investment Promotion Agency
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Finance and stochastics
13
Mathematical finance : an international journal of mathematics, statistics and financial theory
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9
Journal of economic dynamics & control
9
Journal of financial economics
9
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9
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8
Finance and Stochastics
7
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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
4
Review of derivatives research
4
The journal of computational finance
4
Applied mathematical finance
3
Computational Statistics
3
Economics Papers from University Paris Dauphine
3
Journal of risk
3
MPRA Paper
3
Mathematical Methods of Operations Research
3
Mathematical Social Sciences
3
Mathematical social sciences
3
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)
284
RePEc
93
OLC EcoSci
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BASE
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USB Cologne (EcoSocSci)
6
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21
On the numerical evaluation of option prices in jump diffusion processes
Carr, Peter
;
Mayo, Anita
- In:
The European journal of finance
13
(
2007
)
3/4
,
pp. 353-372
Persistent link: https://www.econbiz.de/10003550397
Saved in:
22
Theory and evidence on the dynamic interactions between sovereign credit default swaps and currency options
Carr, Peter
;
Wu, Liuren
- In:
Journal of banking & finance
31
(
2007
)
8
,
pp. 2383-2403
Persistent link: https://www.econbiz.de/10003522944
Saved in:
23
Volatility derivatives
Carr, Peter
;
Lee, Roger
- In:
Annual review of financial economics
1
(
2009
),
pp. 319-339
Persistent link: https://www.econbiz.de/10003924502
Saved in:
24
Markets, profits, capital, leverage and return
Carr, Peter
;
Madan, Dilip B.
;
Alvarez, Juan Jose Vicente
- In:
Journal of risk
14
(
2011/12
)
1
,
pp. 95-122
Persistent link: https://www.econbiz.de/10011301314
Saved in:
25
Using pseudo-parabolic and fractional equations for option pricing in jump diffusion models
Itkin, Andrey
;
Carr, Peter
- In:
Computational economics
40
(
2012
)
1
,
pp. 63-104
Persistent link: https://www.econbiz.de/10009627499
Saved in:
26
Factor models for option pricing
Carr, Peter
;
Madan, Dilip B.
- In:
Asia-Pacific financial markets
19
(
2012
)
4
,
pp. 319-329
Persistent link: https://www.econbiz.de/10009705364
Saved in:
27
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:
28
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:
29
Risk, return, and ross recovery
Carr, Peter
;
Yu, Jiming
- In:
The journal of derivatives : the official publication …
20
(
2012
)
1
,
pp. 38-59
Persistent link: https://www.econbiz.de/10009671710
Saved in:
30
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:
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