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~isPartOf:"Finance and stochastics"
~person:"Carr, Peter"
~subject:"Optionspreistheorie"
~subject:"Volatility"
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Optionspreistheorie
Volatility
Option pricing theory
6
Theorie
4
Theory
4
Derivat
3
Derivative
3
Hedging
3
Swap
3
Martingal
2
Martingale
2
Stochastic process
2
Stochastischer Prozess
2
Volatilität
2
Additive processes
1
Börsenkurs
1
Change of numéraire
1
Corporate bond
1
Dagum distribution
1
Derivative pricing
1
Exchange rate
1
Financial investment
1
Foreign exchange
1
Föllmer measure
1
Generalised z-distributions
1
Hyperinflation
1
Kapitalanlage
1
Logistic distribution
1
Logistics
1
Logistics provider
1
Logistik
1
Logistikdienstleister
1
Lévy process
1
Option trading
1
Optionsgeschäft
1
Pricing operator
1
Put-call parity
1
Share price
1
Statistical distribution
1
Statistische Verteilung
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7
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7
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English
7
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Carr, Peter
Hobson, David G.
6
Kabanov, Jurij M.
6
Filipović, Damir
5
Linetsky, Vadim
5
Belomestny, Denis
4
Benth, Fred Espen
4
Cox, Alexander M. G.
4
Fukasawa, Masaaki
4
Glasserman, Paul
4
Lee, Roger
4
Obłój, Jan
4
Alòs, Elisa
3
Carmona, René
3
Cuchiero, Christa
3
Fouque, Jean-Pierre
3
Keller-Ressel, Martin
3
Li, Lingfei
3
Mijatovi´c, Aleksandar
3
Muhle-Karbe, Johannes
3
Nutz, Marcel
3
Soner, Halil Mete
3
Touzi, Nizar
3
Vargiolu, Tiziano
3
Yor, Marc
3
Ackerer, Damien
2
Andersen, Leif B. G.
2
Arai, Takuji
2
Beiglböck, Mathias
2
Bender, Christian
2
Biagini, Francesca
2
Bouchard, Bruno
2
Brigo, Damiano
2
Cont, Rama
2
Dassios, Angelos
2
Detering, Nils
2
Eberlein, Ernst
2
Figueroa-López, José E.
2
Fontana, Claudio
2
Forde, Martin
2
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Finance and stochastics
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
The journal of finance : the journal of the American Finance Association
4
Journal of financial economics
3
The journal of computational finance
3
The journal of derivatives : JOD
3
Applied mathematical finance
2
Computational economics
2
European finance review : the official journal of the European Finance Association
2
International journal of theoretical and applied finance
2
NYU Tandon Research Paper
2
Review of derivatives research
2
The journal of fixed income
2
Asia-Pacific financial markets
1
Discussion paper series
1
Finance research letters
1
Journal of banking & finance
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of financial engineering
1
Journal of investment management : JOIM
1
Journal of risk
1
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
1
Robert H. Smith School Research Paper
1
The European journal of finance
1
The journal of business : B
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
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ECONIS (ZBW)
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1
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:
2
Hedging variance options on continuous semimartingales
Carr, Peter
;
Lee, Roger
- In:
Finance and stochastics
14
(
2010
)
2
,
pp. 179-207
Persistent link: https://www.econbiz.de/10003951494
Saved in:
3
On the hedging of options on exploding exchange rates
Carr, Peter
;
Fisher, Travis
;
Ruf, Johannes
- In:
Finance and stochastics
18
(
2014
)
1
,
pp. 115-144
Persistent link: https://www.econbiz.de/10010235456
Saved in:
4
Variation and share-weighted variation swaps on time-changed Lévy processes
Carr, Peter
;
Lee, Roger
- In:
Finance and stochastics
17
(
2013
)
4
,
pp. 685-716
Persistent link: https://www.econbiz.de/10010190886
Saved in:
5
Variance swaps on time-changed Lévy processes
Carr, Peter
;
Lee, Roger
;
Wu, Liuren
- In:
Finance and stochastics
16
(
2012
)
2
,
pp. 335-355
Persistent link: https://www.econbiz.de/10009544664
Saved in:
6
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:
7
A jump to default extended CEV model : an application of Bessel processes
Carr, Peter
;
Linetsky, Vadim
- In:
Finance and stochastics
10
(
2006
)
3
,
pp. 303-330
Persistent link: https://www.econbiz.de/10003379774
Saved in:
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