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~subject:"Optionspreistheorie"
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Static hedging of timing risk
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Optionspreistheorie
Option pricing theory
66
Theorie
53
Theory
53
Volatility
39
Volatilität
38
Option trading
29
Optionsgeschäft
29
Stochastic process
29
Stochastischer Prozess
29
Derivat
25
Derivative
25
Hedging
16
option pricing
11
Swap
10
CAPM
9
Risk management
9
Black-Scholes model
8
Black-Scholes-Modell
8
Portfolio selection
7
Portfolio-Management
7
Risikomanagement
7
Credit risk
6
Estimation
6
Risiko
6
Risikoprämie
6
Risk
6
Risk premium
6
Schätzung
6
USA
6
United States
6
Yield curve
6
Zinsstruktur
6
Kreditrisiko
5
Martingal
5
Martingale
5
Option pricing
5
Statistical distribution
5
Statistische Verteilung
5
Aktienoption
4
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Free
14
Undetermined
14
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Article
53
Book / Working Paper
13
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Article in journal
51
Aufsatz in Zeitschrift
51
Aufsatz im Buch
2
Book section
2
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
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Language
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English
66
Author
All
Carr, Peter
65
Wu, Liuren
12
Madan, Dilip B.
9
Lee, Roger
6
Itkin, Andrey
5
Sun, Jian
4
Costa, Doug
2
Geman, Hélyette
2
Ghamami, Samim
2
Linetsky, Vadim
2
Lorig, Matthew
2
Torricelli, Lorenzo
2
Xiao, Yajun
2
Yor, Marc
2
AitSahlia, Farid
1
Al-Jaaf, Aşty
1
Atteson, Kevin
1
Bossu, Sébastien
1
Cao, Shinan
1
Carr, P.
1
Chang, Eric Chieh
1
Cherubini, Umberto
1
Cousot, Laurent
1
Ewald, CXhristian-Oliver
1
Ewald, Christian-Oliver
1
Figà-Talamanca, Gianna
1
Fisher, Travis
1
Gabaix, Xavier
1
Jarrow, Robert A.
1
Jin, Xing
1
Kakushadze, Zura
1
Khanna, Ajay
1
Mayo, Anita
1
Mendoza-Arriaga, Rafael
1
Muravey, Dmitry
1
Myneni, Ravi
1
Nadtochiy, Sergey
1
Niu, Qiankun
1
Papanicolaou, Andrew
1
Ruf, Johannes
1
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Finance and stochastics
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
The journal of finance : the journal of the American Finance Association
4
The journal of computational finance
3
The journal of derivatives : JOD
3
Applied mathematical finance
2
Computational economics
2
European finance review : the official journal of the European Finance Association
2
Frontiers of mathematical finance : FMF
2
International journal of theoretical and applied finance
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of financial economics
2
Review of derivatives research
2
The journal of fixed income
2
Asia-Pacific financial markets
1
Discussion paper series
1
Finance research letters
1
Journal of banking & finance
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial engineering
1
Journal of investment management : JOIM
1
Journal of risk
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
The European journal of finance
1
The journal of business : B
1
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ECONIS (ZBW)
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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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
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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