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Option pricing theory
6
Optionspreistheorie
6
Theorie
4
Theory
4
Derivat
3
Derivative
3
Hedging
3
Swap
3
Martingal
2
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Stochastischer Prozess
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Börsenkurs
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Change of numéraire
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Lévy process
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Option trading
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Optionsgeschäft
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Pricing operator
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Put-call parity
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Carr, Peter
Kabanov, Jurij M.
20
Jeanblanc, Monique
11
Guasoni, Paolo
10
Hobson, David G.
10
Muhle-Karbe, Johannes
10
Bouchard, Bruno
9
Filipović, Damir
9
Schachermayer, Walter
9
Benth, Fred Espen
8
Kardaras, Constantinos
8
Pham, Huyên
8
Delbaen, Freddy
7
Fukasawa, Masaaki
7
Karatzas, Ioannis
7
Larsen, Kasper
7
Touzi, Nizar
7
Björk, Tomas
6
Frittelli, Marco
6
Föllmer, Hans
6
Glasserman, Paul
6
Linetsky, Vadim
6
Obłój, Jan
6
Rásonyi, Miklós
6
Soner, Halil Mete
6
Stricker, Christophe
6
Zariphopoulou-Souganidis, Thaleia
6
Bayraktar, Erhan
5
Beiglböck, Mathias
5
Campi, Luciano
5
Choulli, Tahir
5
Fontana, Claudio
5
Kallsen, Jan
5
Kupper, Michael
5
Lépinette, Emmanuel
5
Madan, Dilip B.
5
Nutz, Marcel
5
Rogers, Leonard C. G.
5
Rüschendorf, Ludger
5
Schied, Alexander
5
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Finance and stochastics
Mathematical finance : an international journal of mathematics, statistics and financial theory
7
Journal of financial economics
5
The journal of finance : the journal of the American Finance Association
5
The journal of computational finance
4
The journal of derivatives : JOD
4
The review of financial studies
4
Finance research letters
3
NYU Tandon Research Paper
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
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of risk
2
Review of derivatives research
2
Robert H. Smith School Research Paper
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
The journal of fixed income
2
Asia-Pacific financial markets
1
Baruch College Zicklin School of Business Research Paper
1
Discussion paper series
1
Finance
1
Insurance / Mathematics & economics
1
Journal of banking & finance
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial engineering
1
Journal of investment management : JOIM
1
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
1
Project flexibility, agency, and competition : new developments in the theory and application of real options
1
Quantitative finance
1
Real options and business strategy : applications to decision-making
1
Review of finance : journal of the European Finance Association
1
Risks : open access journal
1
The European journal of finance
1
The journal of business : B
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Wiley Finance Ser
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Wiley Finance Series
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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:
8
Pricing options on realized variance
Carr, Peter
;
Geman, Hélyette
;
Madan, Dilip B.
;
Yor, Marc
- In:
Finance and stochastics
9
(
2005
)
4
,
pp. 453-475
Persistent link: https://www.econbiz.de/10003123173
Saved in:
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