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~isPartOf:"The journal of derivatives : JOD"
~person:"Carr, Peter"
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The journal of derivatives : JOD
International journal of theoretical and applied finance
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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The review of financial studies
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Applied mathematical finance
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Finance and stochastics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of financial economics
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Journal of financial engineering
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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NYU Tandon Research Paper
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Review of derivatives research
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The journal of finance : the journal of the American Finance Association
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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
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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
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