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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~person:"Carr, Peter"
~person:"Dai, Min"
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Option pricing theory
9
Optionspreistheorie
9
Theorie
9
Theory
9
Stochastic process
5
Stochastischer Prozess
5
Option trading
3
Optionsgeschäft
3
Volatility
3
Volatilität
3
2000
1
Anleihe
1
Bond
1
CAPM
1
Capital structure
1
Control theory
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Decomposition method
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Dekompositionsverfahren
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Derivat
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Derivative
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Kapitalstruktur
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Kontrolltheorie
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Markov chain
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Markov-Kette
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Search theory
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exact calibration
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implied smile
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Carr, Peter
Dai, Min
Schachermayer, Walter
9
Madan, Dilip B.
8
Linetsky, Vadim
7
Rogers, Leonard C. G.
7
Kallsen, Jan
6
Schweizer, Martin
6
Yor, Marc
6
Elliott, Robert J.
5
Kwok, Yue-Kuen
5
Platen, Eckhard
5
Bender, Christian
4
Delbaen, Freddy
4
Eberlein, Ernst
4
Frey, Rüdiger
4
Frittelli, Marco
4
Geman, Hélyette
4
Hobson, David G.
4
Levendorskij, Sergej Z.
4
Touzi, Nizar
4
Černý, Aleš
4
Aase, Knut K.
3
Bayraktar, Erhan
3
Bensoussan, Alain
3
Bermin, Hans-Peter
3
Biagini, Francesca
3
Bielecki, Tomasz R.
3
Cont, Rama
3
El Karoui, Nicole
3
Glasserman, Paul
3
Henderson, Vicky
3
Jarrow, Robert A.
3
Jeanblanc, Monique
3
Kardaras, Constantinos
3
Muhle-Karbe, Johannes
3
Renault, Eric
3
Sircar, Kaushik Ronnie
3
Teichmann, Josef
3
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2
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Finance and stochastics
6
Finance
5
Journal of economic dynamics & control
5
Journal of financial economics
4
The journal of computational finance
4
The journal of finance : the journal of the American Finance Association
4
International journal of theoretical and applied 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
Finance and Stochastics
2
Finance research letters
2
Journal of risk
2
Quantitative Finance
2
Review of Derivatives Research
2
Review of derivatives research
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
The journal of fixed income
2
The journal of futures markets
2
The review of financial studies
2
Asia-Pacific financial markets
1
Bloomberg Portfolio Research Paper
1
Discussion paper series
1
Economics Papers from University Paris Dauphine
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
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
NBER working paper series
1
NYU Tandon Research Paper
1
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
1
Review of finance : journal of the European Finance Association
1
Robert H. Smith School Research Paper
1
The European Journal of Finance
1
The European journal of finance
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ECONIS (ZBW)
10
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10
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date (oldest first)
1
Local variance gamma and explicit calibration to option prices
Carr, Peter
;
Nadtochiy, Sergey
- In:
Mathematical finance : an international journal of …
27
(
2017
)
1
,
pp. 151-193
Persistent link: https://www.econbiz.de/10011739451
Saved in:
2
Guaranteed minimum withdrawal benefit in variable annuities
Dai, Min
;
Kwok, Yue-Kuen
;
Zong, Jianping
- In:
Mathematical finance : an international journal of …
18
(
2008
)
4
,
pp. 595-611
Persistent link: https://www.econbiz.de/10003769016
Saved in:
3
Time-changed Markov processes in unified credit-equity modeling
Mendoza-Arriaga, Rafael
;
Carr, Peter
;
Linetsky, Vadim
- In:
Mathematical finance : an international journal of …
20
(
2010
)
4
,
pp. 527-569
Persistent link: https://www.econbiz.de/10008666998
Saved in:
4
Put-call symmetry : extensions and applications
Carr, Peter
;
Lee, Roger
- In:
Mathematical finance : an international journal of …
19
(
2009
)
4
,
pp. 523-560
Persistent link: https://www.econbiz.de/10003937125
Saved in:
5
Self-decomposability and option
pricing
Carr, Peter
;
Geman, Hélyette
;
Madan, Dilip B.
;
Yor, Marc
- In:
Mathematical finance : an international journal of …
17
(
2007
)
1
,
pp. 31-57
Persistent link: https://www.econbiz.de/10003543101
Saved in:
6
Characterization of optimal stopping regions of American Asian and lookback options
Dai, Min
;
Kwok, Yue-Kuen
- In:
Mathematical finance : an international journal of …
16
(
2006
)
1
,
pp. 63-82
Persistent link: https://www.econbiz.de/10003336785
Saved in:
7
Optimal shouting policies of options with strike reset right
Dai, Min
;
Kwok, Yue-Kuen
;
Wu, Lixin
- In:
Mathematical finance : an international journal of …
14
(
2004
)
3
,
pp. 383-401
Persistent link: https://www.econbiz.de/10002125543
Saved in:
8
Quanto lookback options
Dai, Min
;
Wong, Hoi Ying
;
Kwok, Yue-Kuen
- In:
Mathematical finance : an international journal of …
14
(
2004
)
3
,
pp. 445-467
Persistent link: https://www.econbiz.de/10002125579
Saved in:
9
Stochastic volatility for Lévy processes
Carr, Peter
(
contributor
)
- In:
Mathematical finance : an international journal of …
13
(
2003
)
3
,
pp. 345-382
Persistent link: https://www.econbiz.de/10001782284
Saved in:
10
Alternative characterizations of American put options
Carr, Peter
- In:
Mathematical finance : an international journal of …
2
(
1992
)
2
,
pp. 87-105
Persistent link: https://www.econbiz.de/10001184902
Saved in:
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