//--> //--> //-->
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:"Palma, André de"
~person:"Carr, Peter"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
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
Option pricing theory
6
Optionspreistheorie
6
Theorie
5
Theory
5
Stochastic process
4
Stochastischer Prozess
4
Volatility
3
Volatilität
3
2000
1
Capital structure
1
Decomposition method
1
Dekompositionsverfahren
1
Derivat
1
Derivative
1
Kapitalstruktur
1
Markov chain
1
Markov-Kette
1
Option trading
1
Optionsgeschäft
1
USA
1
United States
1
exact calibration
1
implied smile
1
local variance gamma
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Language
All
English
6
Author
All
Palma, André de
Carr, Peter
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
4
Frey, Rüdiger
4
Frittelli, Marco
4
Geman, Hélyette
4
Hobson, David G.
4
Levendorskij, Sergej Z.
4
Touzi, Nizar
4
Černý, Aleš
4
Aase, Knut K.
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
3
Henderson, Vicky
3
Jarrow, Robert A.
3
Jeanblanc, Monique
3
Kardaras, Constantinos
3
Muhle-Karbe, Johannes
3
Renault, Eric
3
Sircar, Kaushik Ronnie
3
Teichmann, Josef
3
Biagini, Sara
2
more ...
less ...
Published in...
All
Mathematical finance : an international journal of mathematics, statistics and financial theory
Finance and stochastics
6
Finance
5
Journal of urban economics
5
Discussion paper series
4
Journal of financial economics
4
The journal of computational finance
4
The journal of finance : the journal of the American Finance Association
4
CORE discussion paper : DP
3
Investment and the use of tax and toll revenues in the transport sector
3
The journal of derivatives : JOD
3
Transport policy : a journal of the World Conference on Transport Research Society
3
Applied mathematical finance
2
Computational economics
2
Discussion paper
2
Discussion paper / Centre for Economic Policy Research
2
Discussion paper / Tinbergen Institute
2
European finance review : the official journal of the European Finance Association
2
Finance and Stochastics
2
Finance research letters
2
International journal of theoretical and applied finance
2
Journal of economics & management strategy : JEMS
2
Journal of regional science
2
Journal of risk
2
Networks and spatial economics : a journal of infrastructure modeling and computation
2
Regional science & urban economics
2
Review of Derivatives Research
2
Review of derivatives research
2
THEMA Working Papers
2
The Canadian journal of economics
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
Tinbergen Institute Discussion Papers
2
Annals of operations research
1
Asia-Pacific financial markets
1
Bloomberg Portfolio Research Paper
1
CORE discussion papers : DP
1
Discussion paper / Tinbergen Institute / Tinbergen Institute
1
Discussion paper series / School of Economics and Finance, the University of Hong Kong
1
more ...
less ...
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
Relevance
Date (newest first)
Date (oldest first)
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
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:
4
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:
5
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:
6
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->