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On the qualitative effect of v...
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Option pricing theory
94
Optionspreistheorie
94
Theorie
79
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79
Volatilität
59
Volatility
57
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52
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52
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36
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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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4
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3
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3
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2
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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
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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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Decisions in Economics and Finance
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ECONIS (ZBW)
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RePEc
93
OLC EcoSci
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BASE
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USB Cologne (EcoSocSci)
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41
Stochastic volatility for Lévy processes
Carr, Peter
(
contributor
)
- In:
Mathematical finance : an international journal of …
13
(
2003
)
3
,
pp. 345-382
Persistent link: https://www.econbiz.de/10001782284
Saved in:
42
What type of process underlies options? : A simple robust test
Carr, Peter
;
Wu, Liuren
- In:
The journal of finance : the journal of the American …
58
(
2003
)
6
,
pp. 2581-2610
Persistent link: https://www.econbiz.de/10001845848
Saved in:
43
Time-changed Lévy processes and option pricing
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial economics
71
(
2004
)
1
,
pp. 113-141
Persistent link: https://www.econbiz.de/10001881163
Saved in:
44
Optimal investment in derivative securities
Carr, Peter
;
Jin, Xing
;
Madan, Dilip B.
- In:
Finance and stochastics
5
(
2001
)
1
,
pp. 33-59
Persistent link: https://www.econbiz.de/10001553046
Saved in:
45
Static hedging of timing risk
Carr, Peter
;
Picron, Jean-Francois
- In:
The journal of derivatives : the official publication …
6
(
1999
)
3
,
pp. 57-70
Persistent link: https://www.econbiz.de/10001432497
Saved in:
46
Option valuation using the fast Fourier transform
Carr, Peter
;
Madan, Dilip B.
- In:
The journal of computational finance
2
(
1999
)
4
,
pp. 61-73
Persistent link: https://www.econbiz.de/10001517298
Saved in:
47
Static hedging of exotic options
Carr, Peter
- In:
The journal of finance : the journal of the American …
53
(
1998
)
3
,
pp. 1165-1190
Persistent link: https://www.econbiz.de/10001243935
Saved in:
48
The stop-loss start-gain paradox and option valuation : a new decomposition into intrinsic and time value
Carr, Peter
- In:
The review of financial studies
3
(
1990
)
3
,
pp. 469-492
Persistent link: https://www.econbiz.de/10001105894
Saved in:
49
Roadmap - a guide to the investment process in Malawi : a guide to the investment process in Malawi
Carr, Peter
-
1995
Persistent link: https://www.econbiz.de/10000947062
Saved in:
50
A discrete time synthesis of derivative security valuation using a term structure of futures prices
Carr, Peter
- In:
Finance
,
(pp. 225-249)
.
1995
Persistent link: https://www.econbiz.de/10001318017
Saved in:
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