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~person:"Carr, Peter"
~subject:"Stochastischer Prozess"
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Search: subject_exact:"Swapgeschäft"
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Stochastischer Prozess
Swap
10
Option pricing theory
6
Optionspreistheorie
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4
Theory
4
Credit risk
2
Hedging
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Optionsgeschäft
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USA
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United States
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1996-2003
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Aktie
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Aktienoption
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Credit derivative
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gamma swap
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Carr, Peter
Swishchuk, Anatoliy V.
8
SenGupta, Indranil
6
Lian, Guanghua
5
Barth, Jörn
3
Grasselli, Martino
3
Gruber, Peter H.
3
Issaka, Aziz
3
Kim, Jeong-Hoon
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Kim, See-Woo
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Rolloos, Frido
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Zhu, Song-Ping
3
Alfeus, Mesias
2
Alòs, Elisa
2
Amengual, Dante
2
Blanco, Iván
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Chung, Shing Fung
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Doshi, Hitesh
2
Elkamhi, Redouane
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Forde, Martin
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Genser, Michael
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Gourier, Elise
2
Habtemicael, Semere
2
He, Xin-Jiang
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Itkin, Andrey
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Jain, Shashi
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Jin, Xing
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Karlsson, Patrik
2
Kemper, Annika
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Kirkby, Justin
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Kwok, Yue-Kuen
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Lee, Roger
2
Leippold, Markus
2
Levendorskij, Sergej Z.
2
Oosterlee, Cornelis Willebrordus
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Ornthanalai, Chayawat
2
Oya, Kenjiro
2
Poncet, Patrice
2
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2
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Finance and stochastics
2
Review of derivatives research
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
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ECONIS (ZBW)
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1
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:
2
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:
3
Multi-asset stochastic local variance contracts
Carr, Peter
;
Laurence, Peter
- In:
Mathematical finance : an international journal of …
21
(
2011
)
1
,
pp. 21-52
Persistent link: https://www.econbiz.de/10008935704
Saved in:
4
Pricing swaps and options on quadratic variation under stochastic time change models : discrete observations case
Itkin, Andrey
;
Carr, Peter
- In:
Review of derivatives research
13
(
2010
)
2
,
pp. 141-176
Persistent link: https://www.econbiz.de/10008695493
Saved in:
5
A new approach for option pricing under stochastic volatility
Carr, Peter
;
Sun, Jian
- In:
Review of derivatives research
10
(
2007
)
2
,
pp. 87-150
Persistent link: https://www.econbiz.de/10003705860
Saved in:
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