//--> //--> //-->
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
Retain my current filters
~isPartOf:"Applied mathematical finance"
~isPartOf:"The journal of derivatives : JOD"
~person:"Carr, Peter"
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
Search: subject_exact:"Parisian option"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Option pricing theory
3
Option trading
3
Optionsgeschäft
3
Optionspreistheorie
3
Stochastic process
2
Stochastischer Prozess
2
Volatility
2
Volatilität
2
American Options
1
Derivat
1
Derivative
1
Derivatives
1
Exercise boundary
1
Experiment
1
SPIKES
1
VIX
1
Volatility modelling
1
options
1
statistical methods
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Carr, Peter
Cohen, Samuel N.
3
Reisinger, Christoph
3
Wang, Sheng
3
Howison, Sam
2
Itkin, Andrey
2
Kwok, Yue-Kuen
2
Madan, Dilip B.
2
Mayer, Philipp
2
Taylor, Stephen
2
Zheng, Wendong
2
Ahn, Hyungsok
1
Albrecher, H.
1
Alexander, Carol
1
Almendral, Ariel
1
Aly, Sidi Mohamed Ould
1
Aoudia, Djilali Ait
1
Arismendi Zambrano, Juan Carlos
1
Armstrong, Grant F.
1
Avellaneda, Marco
1
Benth, Fred Espen
1
Borovykh, Anastasia
1
Bossu, Sébastien
1
Buff, Robert
1
Chang, Jow-Ran
1
Chang, Jui-Jane
1
Chang, Ming-Chi
1
Chen, Sonnan
1
Clark, Steven P.
1
Cont, Rama
1
Cui, Zhenyu
1
D'Halluin, Y.
1
Desmettre, Sascha
1
Di Nunno, Giulia
1
Duck, Peter W.
1
Eberlein, Ernst
1
Elliott, Robert J.
1
Escobar, Marcos
1
Evatt, Geoffrey W.
1
Ewald, Christian-Oliver
1
more ...
less ...
Published in...
All
Applied mathematical finance
The journal of derivatives : JOD
International journal of theoretical and applied finance
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
The review of financial studies
2
Finance and stochastics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of financial economics
1
Journal of financial engineering
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
NYU Tandon Research Paper
1
Review of derivatives research
1
The journal of finance : the journal of the American Finance Association
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->