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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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Project flexibility, agency, and competition : new developments in the theory and application of real options
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ECONIS (ZBW)
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1
Option valuation using the fast Fourier transform
Carr, Peter
;
Madan, Dilip B.
- In:
The journal of computational finance
2
(
1999
)
4
,
pp. 61-73
Persistent link: https://www.econbiz.de/10001517298
Saved in:
2
The variance gamma process and option pricing
Madan, Dilip B.
;
Carr, Peter
;
Chang, Eric Chieh
- In:
European finance review : the official journal of the …
2
(
1998
)
1
,
pp. 79-105
Persistent link: https://www.econbiz.de/10001400428
Saved in:
3
Static hedging of timing risk
Carr, Peter
;
Picron, Jean-Francois
- In:
The journal of derivatives : the official publication …
6
(
1999
)
3
,
pp. 57-70
Persistent link: https://www.econbiz.de/10001432497
Saved in:
4
Roadmap - a guide to the investment process in Malawi : a guide to the investment process in Malawi
Carr, Peter
-
1995
Persistent link: https://www.econbiz.de/10000947062
Saved in:
5
A discrete time synthesis of derivative security valuation using a term structure of futures prices
Carr, Peter
- In:
Finance
,
(pp. 225-249)
.
1995
Persistent link: https://www.econbiz.de/10001318017
Saved in:
6
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
Saved in:
7
Randomization and the American put
Carr, Peter
- In:
The review of financial studies
11
(
1998
)
3
,
pp. 597-626
Persistent link: https://www.econbiz.de/10001249758
Saved in:
8
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:
9
The stop-loss start-gain paradox and option valuation : a new decomposition into intrinsic and time value
Carr, Peter
- In:
The review of financial studies
3
(
1990
)
3
,
pp. 469-492
Persistent link: https://www.econbiz.de/10001105894
Saved in:
10
The valuation of sequential exchange opportunities
Carr, Peter
- In:
The journal of finance : the journal of the American …
43
(
1988
)
5
,
pp. 1235-1256
Persistent link: https://www.econbiz.de/10001073000
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