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~subject:"Optionspreistheorie"
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Optionspreistheorie
Theorie
73
Theory
73
Option pricing theory
58
Portfolio selection
43
Portfolio-Management
43
Volatility
33
Volatilität
33
Stochastic process
30
Stochastischer Prozess
30
Option trading
27
Optionsgeschäft
27
Artificial intelligence
25
Derivat
25
Derivative
25
Künstliche Intelligenz
25
Finanzmathematik
21
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21
Mathematical finance
21
Prognoseverfahren
21
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19
Finanzmarkt
19
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17
Hedging
17
Kapitalmarkttheorie
17
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17
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17
Swap
10
Black-Scholes model
9
Black-Scholes-Modell
9
CAPM
9
Risiko
9
Risk
9
Mathematics
8
Mathematik
8
Mathematical programming
7
Mathematische Optimierung
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7
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1
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1
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Language
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English
58
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Carr, Peter
58
Wu, Liuren
11
Madan, Dilip B.
8
Lee, Roger
6
Itkin, Andrey
5
Sun, Jian
4
Costa, Doug
2
Geman, Hélyette
2
Ghamami, Samim
2
Linetsky, Vadim
2
Torricelli, Lorenzo
2
Xiao, Yajun
2
Yor, Marc
2
Al-Jaaf, Aşty
1
Atteson, Kevin
1
Bossu, Sébastien
1
Cao, Shinan
1
Chang, Eric Chieh
1
Cherubini, Umberto
1
Ewald, CXhristian-Oliver
1
Ewald, Christian-Oliver
1
Figà-Talamanca, Gianna
1
Fisher, Travis
1
Jarrow, Robert A.
1
Jin, Xing
1
Khanna, Ajay
1
Lorig, Matthew
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
Schoutens, Wim
1
Zhang, Yuzhao
1
Zhang, Zhibai
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
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
1
Quantitative finance
1
The European journal of finance
1
The journal of business : B
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ECONIS (ZBW)
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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
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:
4
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:
5
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:
6
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:
7
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
Saved in:
8
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:
9
The finite moment log stable process and option pricing
Carr, Peter
;
Wu, Liuren
- In:
The journal of finance : the journal of the American …
58
(
2003
)
2
,
pp. 753-777
Persistent link: https://www.econbiz.de/10001750591
Saved in:
10
Time-changed Lévy processes and option pricing
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial economics
71
(
2004
)
1
,
pp. 113-141
Persistent link: https://www.econbiz.de/10001881163
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