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~accessRights:"restricted"
~person:"Carr, Peter"
~person:"Levy, Daniel"
~person:"Palma, André de"
~person:"Schjelderup, Guttorm"
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Carr, Peter
Levy, Daniel
Palma, André de
Schjelderup, Guttorm
Zaremba, Adam
56
Chen, Jing
44
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35
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Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
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ECONIS (ZBW)
23
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8
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1
Decomposing long bond returns : a decentralized theory
Carr, Peter
;
Wu, Liuren
- In:
Review of finance : journal of the European Finance …
27
(
2023
)
3
,
pp. 997-1026
Persistent link: https://www.econbiz.de/10014318020
Saved in:
2
Impacts of metering-based dynamic priority schemes
Lamotte, Raphael
;
Palma, André de
;
Geroliminis, Nikolas
- In:
Transportation science
56
(
2022
)
2
,
pp. 358-380
Persistent link: https://www.econbiz.de/10013365493
Saved in:
3
Semi-robust replication of barrier-style claims on price and volatility
Carr, Peter
;
Lee, Roger
;
Lorig, Matthew
- In:
Applied mathematical finance
28
(
2021
)
6
,
pp. 534-559
Persistent link: https://www.econbiz.de/10013411770
Saved in:
4
Decoupling the CES distribution circle with quality and beyond : equilibrium distributions and the CES-logit nexus
Anderson, Simon P.
;
Palma, André de
- In:
The economic journal : the journal of the Royal …
130
(
2020
)
628
,
pp. 911-936
Persistent link: https://www.econbiz.de/10012238393
Saved in:
5
Adjusting exponential Lévy models toward the simultaneous calibration of market prices for crash cliquets
Carr, Peter
;
Khanna, Ajay
;
Madan, Dilip B.
- In:
The journal of computational finance
20
(
2016
)
1
,
pp. 89-111
Persistent link: https://www.econbiz.de/10011639593
Saved in:
6
Vol, skew, and smile trading
Al-Jaaf, Aşty
;
Carr, Peter
- In:
The journal of derivatives : JOD
31
(
2023
)
1
,
pp. 64-95
Persistent link: https://www.econbiz.de/10014422386
Saved in:
7
Probabilistic interpretation of Black implied volatility
Carr, Peter
;
Wu, Liuren
;
Zhang, Yuzhao
- In:
Options - 45 years since the publication of the …
,
(pp. 29-46)
.
2023
Persistent link: https://www.econbiz.de/10014366585
Saved in:
8
Derivatives
pricing
under bilateral counterparty risk
Carr, Peter
;
Ghamami, Samim
- In:
Journal of risk
20
(
2017/2018
)
1
,
pp. 77-107
Persistent link: https://www.econbiz.de/10011847436
Saved in:
9
Semi-analytical
pricing
of barrier options in the time-dependent Heston model
Carr, Peter
;
Itkin, Andrey
;
Muravey, Dmitry
- In:
The journal of derivatives : JOD
30
(
2022
)
2
,
pp. 141-171
Persistent link: https://www.econbiz.de/10014231115
Saved in:
10
Multinationals and income shifting by debt
Schindler, Dirk
;
Schjelderup, Guttorm
- In:
International journal of the economics of business
23
(
2016
)
3
,
pp. 263-286
Persistent link: https://www.econbiz.de/10011640982
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