//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Carr, Peter"
~subject:"Capital income"
~subject:"Hedging"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"PRICING"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Capital income
Hedging
Option pricing theory
60
Optionspreistheorie
60
Volatility
29
Volatilität
29
Theorie
28
Theory
28
Stochastic process
23
Stochastischer Prozess
23
Derivat
16
Derivative
16
Option trading
15
Optionsgeschäft
15
CAPM
10
option pricing
8
Black-Scholes model
7
Black-Scholes-Modell
7
Swap
6
Option pricing
5
Statistical distribution
5
Statistische Verteilung
5
Martingal
4
Martingale
4
USA
4
United States
4
jumps
4
Aktienoption
3
Experiment
3
Risikomanagement
3
Risk management
3
Stock option
3
Arbitrage Pricing
2
Arbitrage pricing
2
Asia
2
Asien
2
Capital structure
2
Change of numéraire
2
Credit risk
2
Currency derivative
2
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
12
Type of publication (narrower categories)
All
Article in journal
12
Aufsatz in Zeitschrift
12
Language
All
English
12
Author
All
Carr, Peter
Zaremba, Adam
81
Cakici, Nusret
42
Stambaugh, Robert F.
36
Bali, Turan G.
35
Harvey, Campbell R.
34
Madan, Dilip B.
32
Bekaert, Geert
30
Guo, Hui
28
Ferson, Wayne E.
26
Hull, John
26
Zhou, Guofu
24
Sehgal, Sanjay
23
Fabozzi, Frank J.
22
Jacobs, Kris
22
Zhang, Lu
21
Kelly, Bryan T.
20
Kogan, Leonid
20
Engle, Robert F.
19
Fletcher, Jonathan
19
Platen, Eckhard
19
Grobys, Klaus
18
Prokopczuk, Marcel
18
Schoutens, Wim
18
Engstrom, Eric
17
Rosenberg, Joshua V.
17
Campbell, John Y.
16
Chernov, Mikhail
16
Frey, Rüdiger
16
Goyal, Amit
16
Jagannathan, Ravi
16
Lettau, Martin
16
Nitschka, Thomas
16
Pástor, Ľuboš
16
Schlag, Christian
16
Christoffersen, Peter F.
15
Long, Huaigang
15
Pesaran, M. Hashem
15
Alexander, Carol
14
Cochrane, John H.
14
Kohlmann, Michael
14
more ...
less ...
Published in...
All
Finance and stochastics
3
International journal of theoretical and applied finance
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
Applied mathematical finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of financial economics
1
Journal of financial engineering
1
Review of finance : journal of the European Finance Association
1
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Decomposing long bond returns : a decentralized theory
Carr, Peter
;
Wu, Liuren
- In:
Review of finance : journal of the European Finance …
27
(
2023
)
3
,
pp. 997-1026
Persistent link: https://www.econbiz.de/10014318020
Saved in:
2
Semi-robust replication of barrier-style claims on price and volatility
Carr, Peter
;
Lee, Roger
;
Lorig, Matthew
- In:
Applied mathematical finance
28
(
2021
)
6
,
pp. 534-559
Persistent link: https://www.econbiz.de/10013411770
Saved in:
3
First-order calculus and option
pricing
Carr, Peter
- In:
Journal of financial engineering
1
(
2014
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10010508100
Saved in:
4
Risk, return, and ross recovery
Carr, Peter
;
Yu, Jiming
- In:
The journal of derivatives : the official publication …
20
(
2012
)
1
,
pp. 38-59
Persistent link: https://www.econbiz.de/10009671710
Saved in:
5
Static hedging of standard options
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
1
,
pp. 3-46
Persistent link: https://www.econbiz.de/10010233614
Saved in:
6
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:
7
Pricing
and hedging in incomplete markets
Carr, Peter
;
Geman, Hélyette
;
Madan, Dilip B.
- In:
Journal of financial economics
62
(
2001
)
1
,
pp. 131-167
Persistent link: https://www.econbiz.de/10001608818
Saved in:
8
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:
9
Semi-static hedging of barrier options under poisson jumps
Carr, Peter
- In:
International journal of theoretical and applied finance
14
(
2011
)
7
,
pp. 1091-1111
Persistent link: https://www.econbiz.de/10009407668
Saved in:
10
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->