//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
On the qualitative effect of v...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Option pricing theory
94
Optionspreistheorie
94
Theorie
79
Theory
79
Volatilität
59
Volatility
57
Stochastic process
52
Stochastischer Prozess
52
Hedging
36
Option trading
36
Optionsgeschäft
36
Derivat
34
Derivative
34
CAPM
21
Portfolio selection
15
Portfolio-Management
15
Risiko
14
Risk
14
Commodity derivative
12
Rohstoffderivat
12
Swap
12
option pricing
12
Risk management
11
Asian options
10
Real options analysis
10
Realoptionsansatz
10
Risikomanagement
10
Börsenkurs
9
Risikoprämie
9
Risk premium
9
Share price
9
Black-Scholes model
8
Black-Scholes-Modell
8
Credit risk
8
Dynamic programming
8
Option pricing
8
Derivatives
7
Kreditrisiko
7
Mathematical programming
7
Mathematische Optimierung
7
more ...
less ...
Online availability
All
Free
157
Undetermined
112
Type of publication
All
Article
252
Book / Working Paper
190
Other
2
Type of publication (narrower categories)
All
Article in journal
120
Aufsatz in Zeitschrift
120
Graue Literatur
8
Non-commercial literature
8
Arbeitspapier
7
Aufsatz im Buch
7
Book section
7
Working Paper
7
Nachruf
2
Article
1
Aufsatzsammlung
1
Collection of articles of several authors
1
Collection of articles written by one author
1
Conference paper
1
Dissertation u.a. Prüfungsschriften
1
Festschrift
1
Hochschulschrift
1
Konferenzbeitrag
1
Sammelwerk
1
Sammlung
1
Systematic review
1
Thesis
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
243
Undetermined
201
Author
All
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
Lütkebohmert-Holtz, Eva
4
more ...
less ...
Institution
All
EconWPA
8
arXiv.org
7
Université Paris-Dauphine (Paris IX)
3
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
3
Centre for Research into Industry, Enterprise, Finance and the Firm (CRIEFF), University of St. Andrews
2
Institut für Schweizerisches Bankwesen <Zürich>
2
Université Paris-Dauphine
2
Département d'Économique, Université Laval
1
Financial Econometrics Research Centre, Warwick Business School
1
Malawi Investment Promotion Agency
1
more ...
less ...
Published in...
All
Finance and stochastics
13
Mathematical finance : an international journal of mathematics, statistics and financial theory
12
Finance
9
Journal of economic dynamics & control
9
Journal of financial economics
9
The review of financial studies
9
The journal of finance : the journal of the American Finance Association
8
Finance and Stochastics
7
Papers / arXiv.org
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
3
The European journal of finance
3
Applied Mathematical Finance
2
CRIEFF Discussion Papers
2
Computational Economics
2
Decisions in Economics and Finance
2
more ...
less ...
Source
All
ECONIS (ZBW)
284
RePEc
93
OLC EcoSci
50
BASE
6
USB Cologne (EcoSocSci)
6
USB Cologne (business full texts)
2
Other ZBW resources
2
EconStor
1
more ...
less ...
Showing
371
-
380
of
444
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
371
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. 527-570
Persistent link: https://www.econbiz.de/10008641330
Saved in:
372
MULTI‐ASSET STOCHASTIC LOCAL VARIANCE CONTRACTS
Carr, Peter
;
Laurence, Peter
- In:
Mathematical finance : an international journal of …
21
(
2011
)
1
,
pp. 21-53
Persistent link: https://www.econbiz.de/10008770329
Saved in:
373
A Simple Robust Link Between American Puts and Credit Protection
Carr, Peter
;
Wu, Liuren
- In:
The review of financial studies
24
(
2011
)
2
,
pp. 473-473
Persistent link: https://www.econbiz.de/10008811708
Saved in:
374
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. 141-177
Persistent link: https://www.econbiz.de/10008424177
Saved in:
375
Pricing options on realized variance
Carr, Peter
;
Geman, Hélyette
;
Madan, Dilip B.
;
Yor, Marc
- In:
Finance and stochastics
9
(
2005
)
4
,
pp. 453-476
Persistent link: https://www.econbiz.de/10008214154
Saved in:
376
Optimal investment in derivative securities
Carr, Peter
;
Jin, Xing
;
Madan, Dilip B.
- In:
Finance and stochastics
5
(
2001
)
1
,
pp. 33-60
Persistent link: https://www.econbiz.de/10008217237
Saved in:
377
FEATURES - Doctoral Student Issues - "The Online Ph.D."
Carr, Peter
- In:
Decision line
31
(
2000
)
3
,
pp. 19-20
Persistent link: https://www.econbiz.de/10008217695
Saved in:
378
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. 31-58
Persistent link: https://www.econbiz.de/10008222126
Saved in:
379
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/10008222488
Saved in:
380
On the Numerical Evaluation of Option Prices in Jump Diffusion Processes
Carr, Peter
;
Mayo, Anita
- In:
The European journal of finance
13
(
2007
)
4
,
pp. 353-372
Persistent link: https://www.econbiz.de/10007745562
Saved in:
First
Prev
34
35
36
37
38
39
40
41
42
43
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->