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~subject:"Behavioural finance"
~subject:"Portfolio-Management"
~person:"Carr, Peter"
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Behavioural finance
Portfolio-Management
Option trading
21
Optionsgeschäft
21
Option pricing theory
14
Optionspreistheorie
14
Volatility
9
Volatilität
9
Stochastic process
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Stochastischer Prozess
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Hedging
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Theory
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Derivat
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Risk premium
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Black-Scholes model
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barrier options
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1996-2003
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American Options
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Carr, Peter
Thomsett, Michael C.
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Dew-Becker, Ian
6
Giglio, Stefano
6
Kelly, Bryan T.
6
Ryu, Doojin
6
Choy, Siu Kai
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Cici, Gjergji
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Frazzini, Andrea
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Lee, Cheng F.
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Palacios, Luis-Felipe
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Perrakis, Stylianos
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Acharya, Viral V.
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Bernales, Alejandro
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Chen, An
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Czerwonko, Michal
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Fodor, Andy
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Heston, Steven L.
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Kang, Jangkoo
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Levy, Jared
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Li, Duan
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Maurer, Raimond
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Ofek, Eli
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Pedersen, Lasse Heje
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Sinclair, Euan
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Verousis, Thanos
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Zhang, Jin E.
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Zhdanov, Alexei
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Albrecht, Peter
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Bailey, Warren
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Bangur, Peeyush
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Bayraktar, Erhan
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Chance, Don M.
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Chen, Yuanyuan
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Cofnas, Abe
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Constantinides, George M.
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Crameri, Remo
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The journal of finance : the journal of the American Finance Association
1
The review of financial studies
1
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ECONIS (ZBW)
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Variance risk premiums
Carr, Peter
;
Wu, Liuren
- In:
The review of financial studies
22
(
2009
)
3
,
pp. 1311-1341
Persistent link: https://www.econbiz.de/10003827753
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2
Static hedging of exotic options
Carr, Peter
- In:
The journal of finance : the journal of the American …
53
(
1998
)
3
,
pp. 1165-1190
Persistent link: https://www.econbiz.de/10001243935
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