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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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243
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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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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
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
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The European journal of finance
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Applied Mathematical Finance
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CRIEFF Discussion Papers
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Decisions in Economics and Finance
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ECONIS (ZBW)
284
RePEc
93
OLC EcoSci
50
BASE
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USB Cologne (EcoSocSci)
6
USB Cologne (business full texts)
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51
The variance gamma process and option pricing
Madan, Dilip B.
;
Carr, Peter
;
Chang, Eric Chieh
- In:
European finance review : the official journal of the …
2
(
1998
)
1
,
pp. 79-105
Persistent link: https://www.econbiz.de/10001400428
Saved in:
52
The finite moment log stable process and option pricing
Carr, Peter
;
Wu, Liuren
- In:
The journal of finance : the journal of the American …
58
(
2003
)
2
,
pp. 753-777
Persistent link: https://www.econbiz.de/10001750591
Saved in:
53
Real options and the timing of implementation of emission limits under ecological uncertainty
Saphores, Jean-Daniel M.
;
Carr, Peter
- In:
Project flexibility, agency, and competition : new …
,
(pp. 254-271)
.
2000
Persistent link: https://www.econbiz.de/10001680727
Saved in:
54
The fine structure of asset returns : an empirical investigation
Carr, Peter
;
Geman, Hélyette
;
Madan, Dilip B.
;
Yor, Marc
- In:
The journal of business : B
75
(
2002
)
2
,
pp. 305-332
Persistent link: https://www.econbiz.de/10001682409
Saved in:
55
Alternative characterizations of American put options
Carr, Peter
- In:
Mathematical finance : an international journal of …
2
(
1992
)
2
,
pp. 87-105
Persistent link: https://www.econbiz.de/10001184902
Saved in:
56
In memoriam Peter Carr
Dempster, Michael A. H.
;
Gatheral, Jim
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 407-407
Persistent link: https://www.econbiz.de/10013167763
Saved in:
57
Spiking the volatility punch
Carr, Peter
;
Figà-Talamanca, Gianna
- In:
Applied mathematical finance
27
(
2020
)
6
,
pp. 495-520
Persistent link: https://www.econbiz.de/10012516169
Saved in:
58
Using machine learning to predict realized variance
Carr, Peter
;
Wu, Liuren
;
Zhang, Zhibai
- In:
Journal of investment management : JOIM
18
(
2020
)
2
,
pp. 57-72
Persistent link: https://www.econbiz.de/10012588965
Saved in:
59
Semi-analytical solutions for barrier and American options written on a time-dependent Ornstein-Uhlenbeck process
Carr, Peter
;
Itkin, Andrey
- In:
The journal of derivatives : JOD
29
(
2021
)
1
,
pp. 9-26
Persistent link: https://www.econbiz.de/10012612941
Saved in:
60
Additive logistic processes in option pricing
Carr, Peter
;
Torricelli, Lorenzo
- In:
Finance and stochastics
25
(
2021
)
4
,
pp. 689-724
Persistent link: https://www.econbiz.de/10012665200
Saved in:
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