//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~accessRights:"restricted"
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
On the qualitative effect of v...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
21
Optionspreistheorie
21
Volatility
17
Volatilität
17
Option trading
12
Optionsgeschäft
12
Stochastic process
12
Stochastischer Prozess
12
Theorie
11
Theory
11
Derivat
9
Derivative
9
Hedging
9
CAPM
8
Commodity derivative
8
Rohstoffderivat
8
Asian options
6
Börsenkurs
5
Derivatives
5
Option pricing
5
Portfolio selection
5
Portfolio-Management
5
Real options
5
Risiko
5
Risikomanagement
5
Risikoprämie
5
Risk
5
Risk management
5
Risk premium
5
Share price
5
Credit risk
4
Dynamic programming
4
Estimation
4
Monte Carlo simulation
4
Schätzung
4
Stochastic volatility
4
option pricing
4
Black-Scholes model
3
Black-Scholes-Modell
3
Commodity exchange
3
more ...
less ...
Online availability
All
Undetermined
Free
165
CC license
1
Type of publication
All
Article
110
Other
2
Type of publication (narrower categories)
All
Article in journal
43
Aufsatz in Zeitschrift
43
Aufsatz im Buch
5
Book section
5
Conference paper
1
Konferenzbeitrag
1
Nachruf
1
more ...
less ...
Language
All
Undetermined
62
English
50
Author
All
Carr, Peter
54
Ewald, Christian-Oliver
30
Wu, Liuren
13
Ewald, Christian
10
CARR, PETER
7
Xiao, Yajun
7
Lee, Roger
6
Itkin, Andrey
5
Wang, Wen-Kai
5
Yang, Zhaojun
5
Zhang, Aihua
5
Carr, P.
4
Haugom, Erik
4
Lien, Gudbrand
4
Madan, Dilip B.
4
Størdal, Ståle
4
Yor, Marc
4
Chen, Jilong
3
Geman, Helyette
3
Lütkebohmert, Eva
3
Madan, Dilip
3
Menkens, Olaf
3
Ouyang, Ruolan
3
Ting, Sai Hung Marten
3
WU, LIUREN
3
Bossu, Sébastien
2
Chavanasporn, Walailuck
2
EWALD, CHRISTIAN-OLIVER
2
Feng, Xu
2
Lorig, Matthew
2
Papanicolaou, Andrew
2
Siu, Tak Kuen
2
Zou, Yihan
2
Al-Jaaf, Aşty
1
Atteson, Kevin
1
Bakshi, Gurdip
1
Chen, Yang
1
Cherubini, Umberto
1
Cousot, Laurent
1
Crosby, J.
1
more ...
less ...
Published in...
All
Quantitative Finance
7
Finance and Stochastics
6
International Journal of Theoretical and Applied Finance (IJTAF)
6
The journal of derivatives : JOD
6
Journal of economic dynamics & control
5
Journal of Financial Economics
4
Computational Statistics
3
Finance research letters
3
Mathematical Methods of Operations Research
3
Mathematical Social Sciences
3
Quantitative finance
3
Applied Mathematical Finance
2
Applied mathematical finance
2
Computational Economics
2
Decisions in Economics and Finance
2
Finance Research Letters
2
Insurance / Mathematics & economics
2
Journal of Economic Dynamics and Control
2
Journal of Financial Econometrics
2
Review of Derivatives Research
2
Review of Financial Studies
2
Statistics & Probability Letters
2
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
American journal of agricultural economics
1
Annual Review of Financial Economics
1
Application of operations research to financial markets
1
Asia-Pacific Financial Markets
1
Computational economics
1
Energy Economics
1
Energy economics
1
European financial management : the journal of the European Financial Management Association
1
European journal of operational research : EJOR
1
Financial modeling and risk management of energy and environmental instruments and derivates
1
International review of financial analysis
1
Journal of Banking & Finance
1
Journal of Finance
1
Journal of Global Information Management (JGIM)
1
Journal of commodity markets
1
Journal of empirical finance
1
Journal of financial and quantitative analysis : JFQA
1
more ...
less ...
Source
All
RePEc
58
ECONIS (ZBW)
48
BASE
4
Other ZBW resources
2
Showing
1
-
10
of
112
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Why is VIX a fear gauge?
Carr, Peter
- In:
Risk and decision analysis
6
(
2017
)
2
,
pp. 179-185
Persistent link: https://www.econbiz.de/10011743831
Saved in:
2
Probabilistic interpretation of Black implied volatility
Carr, Peter
;
Wu, Liuren
;
Zhang, Yuzhao
- In:
Options - 45 years since the publication of the …
,
(pp. 29-46)
.
2023
Persistent link: https://www.econbiz.de/10014366585
Saved in:
3
Leverage effect, volatility feedback, and self-exciting market disruptions
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
5
,
pp. 2119-2156
Persistent link: https://www.econbiz.de/10011928991
Saved in:
4
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:
5
Hedging insurance books
Carr, Peter
;
Madan, Dilip B.
;
Melamed, Michael
; …
- In:
Insurance / Mathematics & economics
70
(
2016
),
pp. 364-373
Persistent link: https://www.econbiz.de/10011597326
Saved in:
6
Adjusting exponential Lévy models toward the simultaneous calibration of market prices for crash cliquets
Carr, Peter
;
Khanna, Ajay
;
Madan, Dilip B.
- In:
The journal of computational finance
20
(
2016
)
1
,
pp. 89-111
Persistent link: https://www.econbiz.de/10011639593
Saved in:
7
Analyzing volatility risk and risk premium in option contracts : a new theory
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial economics
120
(
2016
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10011590060
Saved in:
8
Derivatives pricing under bilateral counterparty risk
Carr, Peter
;
Ghamami, Samim
- In:
Journal of risk
20
(
2017/2018
)
1
,
pp. 77-107
Persistent link: https://www.econbiz.de/10011847436
Saved in:
9
Optimal rates from eigenvalues
Carr, Peter
;
Worah, Pratik
- In:
Finance research letters
16
(
2016
),
pp. 230-238
Persistent link: https://www.econbiz.de/10011656191
Saved in:
10
Carr memorial : maximum drawdown derivatives to a hitting time
Atteson, Kevin
;
Carr, Peter
- In:
The journal of derivatives : JOD
30
(
2022
)
2
,
pp. 16-31
Persistent link: https://www.econbiz.de/10014231103
Saved in:
1
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->