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~accessRights:"restricted"
~person:"Carr, Peter"
~person:"Schoutens, Wim"
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Option pricing theory
19
Optionspreistheorie
19
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14
Volatilität
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9
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9
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8
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Carr, Peter
Schoutens, Wim
Zaremba, Adam
58
Chen, Jing
44
Fabozzi, Frank J.
35
Lee, Cheng F.
33
Wang, Xingchun
31
Courty, Pascal
30
Cui, Zhenyu
28
Hinterhuber, Andreas
27
Madan, Dilip B.
26
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26
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24
Kohtamäki, Marko
24
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24
Liozu, Stephan
23
Yang, Chunpeng
23
Zhang, Jianxiong
23
Cheng, T. C. E.
22
Parida, Vinit
22
Benth, Fred Espen
21
Chen, Ying-Ju
20
Taleizadeh, Ata Allah
20
Zaccour, Georges
20
Cakici, Nusret
19
Elliott, Robert J.
19
Proost, Stef
19
Sehgal, Sanjay
19
Valletti, Tommaso M.
19
Chen, Xu
18
Jiang, Baojun
18
Pagliero, Mario
18
Peitz, Martin
18
Ryu, Doojin
18
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17
Hens, Thorsten
17
Lee, Hangsuck
17
Prokopczuk, Marcel
17
Schlosser, Rainer
17
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17
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Annals of finance
3
Review of Derivatives Research
3
The journal of derivatives : JOD
3
Applied mathematical finance
2
International journal of financial engineering
2
Quantitative finance
2
The journal of computational finance
2
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1
Digital finance : smart data analytics, investment innovation, and financial technology
1
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1
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1
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1
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
1
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1
Review of finance : journal of the European Finance Association
1
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1
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ECONIS (ZBW)
24
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6
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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
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:
3
Gradient boosting for quantitative finance
Davis, Jesse
;
Devos, Laurens
;
Reyners, Sofie
;
Schoutens, Wim
- In:
The journal of computational finance
24
(
2021
)
4
,
pp. 1-40
Persistent link: https://www.econbiz.de/10012544161
Saved in:
4
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:
5
The impact of skew on the
pricing
of CoCo bonds
De Spiegeleer, Jan
;
Forys, Monika B.
;
Marquet, Ine
; …
- In:
International journal of financial engineering
4
(
2017
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10011673124
Saved in:
6
Conic asset
pricing
and the costs of price fluctuations
Madan, Dilip B.
;
Schoutens, Wim
- In:
Annals of finance
15
(
2019
)
1
,
pp. 29-58
Persistent link: https://www.econbiz.de/10012058189
Saved in:
7
Equilibrium asset returns in financial markets
Madan, Dilip B.
;
Schoutens, Wim
- In:
International journal of theoretical and applied finance
22
(
2019
)
2
,
pp. 1-43
Persistent link: https://www.econbiz.de/10012013852
Saved in:
8
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:
9
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:
10
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:
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