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Option pricing theory
Theorie
236
Theory
236
Optionspreistheorie
105
CAPM
75
Derivat
66
Derivative
66
Börsenkurs
54
Share price
54
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Option trading
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Hedging
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Black-Scholes-Modell
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English
104
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Carr, Peter
65
Jarrow, Robert A.
38
Wu, Liuren
12
Madan, Dilip B.
10
Lee, Roger
6
Turnbull, Stuart M.
6
Itkin, Andrey
5
Sun, Jian
4
Kwok, Simon Sai Man
3
Costa, Doug
2
Geman, Hélyette
2
Ghamami, Samim
2
Jacquier, Eric
2
Lando, David
2
Linetsky, Vadim
2
Lorig, Matthew
2
Torricelli, Lorenzo
2
Xiao, Yajun
2
Yor, Marc
2
AitSahlia, Farid
1
Al-Jaaf, Aşty
1
Amin, Kaushik I.
1
Atteson, Kevin
1
Bossu, Sébastien
1
Cao, Shinan
1
Carr, P.
1
Chang, Eric Chieh
1
Chatterjea, Arkadev
1
Cherubini, Umberto
1
Cousot, Laurent
1
Dengler, Heike
1
Deventer, Donald R. van
1
Ewald, CXhristian-Oliver
1
Ewald, Christian-Oliver
1
Figà-Talamanca, Gianna
1
Fisher, Travis
1
Fusari, Nicola
1
Gabaix, Xavier
1
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1
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Finance and stochastics
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
Review of derivatives research
6
The journal of finance : the journal of the American Finance Association
5
European finance review : the official journal of the European Finance Association
3
Finance research letters
3
Johnson School Research Paper Series
3
The journal of computational finance
3
The journal of derivatives : JOD
3
Applied mathematical finance
2
Computational economics
2
Frontiers of mathematical finance : FMF
2
International journal of theoretical and applied finance
2
Journal of banking & finance
2
Journal of econometrics
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of financial economics
2
Journal of investment management : JOIM
2
The journal of fixed income
2
Annals of finance
1
Annual review of financial economics
1
Asia-Pacific financial markets
1
Credit risk models and management
1
Discussion paper series
1
Finance
1
Financial engineering
1
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
Johns Hopkins Carey Business School Research Paper
1
Journal of economic surveys
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial education
1
Journal of financial engineering
1
Journal of risk
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
NYU Tandon Research Paper
1
Numerical methods in finance
1
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
1
Quantitative finance
1
Robert H. Smith School Research Paper
1
Rodney L. White Center for Financial Research
1
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1
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:
2
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
Saved in:
3
A note on the pricing of commodity-linked bonds
Carr, Peter
- In:
The journal of finance : the journal of the American …
42
(
1987
)
4
,
pp. 1071-1076
Persistent link: https://www.econbiz.de/10001055592
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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:
7
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:
8
The valuation of executive stock options in an intensity-based framework
Carr, Peter
;
Linetsky, Vadim
- In:
European finance review : the official journal of the …
4
(
2000
)
3
,
pp. 211-230
Persistent link: https://www.econbiz.de/10001594050
Saved in:
9
Optimal investment in derivative securities
Carr, Peter
;
Jin, Xing
;
Madan, Dilip B.
- In:
Finance and stochastics
5
(
2001
)
1
,
pp. 33-59
Persistent link: https://www.econbiz.de/10001553046
Saved in:
10
Stochastic volatility for Lévy processes
Carr, Peter
(
contributor
)
- In:
Mathematical finance : an international journal of …
13
(
2003
)
3
,
pp. 345-382
Persistent link: https://www.econbiz.de/10001782284
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