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Semi-static hedging of barrier options under poisson jumps
Carr, Peter - In: International journal of theoretical and applied finance 14 (2011) 7, pp. 1091-1111
Persistent link: https://www.econbiz.de/10009407668
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First-order calculus and option pricing
Carr, Peter - In: Journal of financial engineering 1 (2014) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10010508100
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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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Pricing and hedging in incomplete markets
Carr, Peter; Geman, Hélyette; Madan, Dilip B. - In: Journal of financial economics 62 (2001) 1, pp. 131-167
Persistent link: https://www.econbiz.de/10001608818
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Hedging variance options on continuous semimartingales
Carr, Peter; Lee, Roger - In: Finance and stochastics 14 (2010) 2, pp. 179-207
Persistent link: https://www.econbiz.de/10003951494
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Static hedging of standard options
Carr, Peter; Wu, Liuren - In: Journal of financial econometrics : official journal of … 12 (2014) 1, pp. 3-46
Persistent link: https://www.econbiz.de/10010233614
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On the hedging of options on exploding exchange rates
Carr, Peter; Fisher, Travis; Ruf, Johannes - In: Finance and stochastics 18 (2014) 1, pp. 115-144
Persistent link: https://www.econbiz.de/10010235456
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Variation and share-weighted variation swaps on time-changed Lévy processes
Carr, Peter; Lee, Roger - In: Finance and stochastics 17 (2013) 4, pp. 685-716
Persistent link: https://www.econbiz.de/10010190886
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Multi-asset stochastic local variance contracts
Carr, Peter; Laurence, Peter - In: Mathematical finance : an international journal of … 21 (2011) 1, pp. 21-52
Persistent link: https://www.econbiz.de/10008935704
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Hedging under the Heston model with jump-to-default
Carr, Peter; Schoutens, Wim - In: International journal of theoretical and applied finance 11 (2008) 4, pp. 403-414
Persistent link: https://www.econbiz.de/10003746726