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~subject:"Volatility"
~isPartOf:"Finance and stochastics"
~person:"Carr, Peter"
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Volatility
Option pricing theory
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Carr, Peter
Fukasawa, Masaaki
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Finance and stochastics
Mathematical finance : an international journal of mathematics, statistics and financial theory
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International journal of theoretical and applied finance
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NYU Tandon Research Paper
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Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
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Robert H. Smith School Research Paper
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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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
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2
A jump to default extended CEV model : an application of Bessel processes
Carr, Peter
;
Linetsky, Vadim
- In:
Finance and stochastics
10
(
2006
)
3
,
pp. 303-330
Persistent link: https://www.econbiz.de/10003379774
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