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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~person:"Carr, Peter"
~person:"Frey, Rüdiger"
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Option pricing theory
9
Optionspreistheorie
9
Theorie
9
Theory
9
Stochastic process
6
Stochastischer Prozess
6
Volatility
3
Volatilität
3
Hedging
2
Option trading
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Optionsgeschäft
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2000
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Black-Scholes model
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Carr, Peter
Frey, Rüdiger
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
Dai, Min
4
Delbaen, Freddy
4
Eberlein, Ernst
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Frittelli, Marco
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Geman, Hélyette
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Levendorskij, Sergej Z.
4
Touzi, Nizar
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Černý, Aleš
4
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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
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Henderson, Vicky
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Jarrow, Robert A.
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Jeanblanc, Monique
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3
Muhle-Karbe, Johannes
3
Renault, Eric
3
Sircar, Kaushik Ronnie
3
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3
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Finance and stochastics
10
Discussion paper / B
9
Finance
5
Journal of financial economics
4
The journal of computational finance
4
The journal of finance : the journal of the American Finance Association
4
Applied mathematical finance
3
Discussion Paper Serie B
3
International journal of theoretical and applied finance
3
The journal of derivatives : JOD
3
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
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 review of financial studies
2
Advances in finance and stochastics : essays in honour of Dieter Sondermann
1
Asia-Pacific financial markets
1
Bloomberg Portfolio Research Paper
1
Discussion paper series
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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
NYU Tandon Research Paper
1
Nonlinear models in mathematical finance : new research trends in option pricing
1
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
1
Quantitative Finance
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Review of finance : journal of the European Finance Association
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Robert H. Smith School Research Paper
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The European Journal of Finance
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The European journal of finance
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ECONIS (ZBW)
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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
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:
3
Pricing
corporate securities under noisy asset information
Frey, Rüdiger
;
Schmidt, Thorsten
- In:
Mathematical finance : an international journal of …
19
(
2009
)
3
,
pp. 403-421
Persistent link: https://www.econbiz.de/10003882528
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
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:
7
Risk minimization with incomplete information in a model for high-frequency data
Frey, Rüdiger
- In:
Mathematical finance : an international journal of …
10
(
2000
)
2
,
pp. 215-225
Persistent link: https://www.econbiz.de/10002177564
Saved in:
8
Bounds on European option prices under stochastic volatility
Frey, Rüdiger
;
Sin, Carlos A.
- In:
Mathematical finance : an international journal of …
9
(
1999
)
2
,
pp. 97-116
Persistent link: https://www.econbiz.de/10001372177
Saved in:
9
Market volatility and feedback effects from dynamic hedging
Frey, Rüdiger
- In:
Mathematical finance : an international journal of …
7
(
1997
)
4
,
pp. 351-374
Persistent link: https://www.econbiz.de/10001232778
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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