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~person:"Carr, Peter"
~isPartOf:"Review of derivatives research"
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Option pricing theory
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Optionspreistheorie
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Stochastic process
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Swap
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Carr, Peter
Itkin, Andrey
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Kijima, Masaaki
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Amzelek, Philippe
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Review of derivatives research
Finance and stochastics
3
Journal of banking & finance
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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ECONIS (ZBW)
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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
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2
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
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