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On the qualitative effect of v...
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Theorie
Option pricing theory
100
Optionspreistheorie
100
Theory
87
Volatilität
65
Volatility
63
Stochastic process
55
Stochastischer Prozess
55
Option trading
51
Optionsgeschäft
51
Derivat
38
Derivative
38
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36
Portfolio selection
23
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21
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16
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16
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16
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15
Commodity derivative
14
Rohstoffderivat
14
Real options analysis
13
Realoptionsansatz
13
Börsenkurs
12
Share price
12
option pricing
12
Dynamic programming
11
Swap
11
Asian options
10
Black-Scholes model
10
Black-Scholes-Modell
10
Credit risk
9
Dynamische Optimierung
8
Kreditrisiko
8
Option pricing
8
Risikoprämie
8
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8
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7
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English
87
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Carr, Peter
53
Ewald, Christian-Oliver
23
Madan, Dilip B.
11
Wu, Liuren
9
Xiao, Yajun
9
Yor, Marc
6
Ewald, Christian
4
Geman, Hélyette
4
Agarwal, Ankush
3
Bossu, Sébastien
3
Chavanasporn, Walailuck
3
Geissler, Johannes
3
Jarrow, Robert A.
3
Linetsky, Vadim
3
Papanicolaou, Andrew
3
Wang, Yongjie
3
Zhang, Aihua
3
Zhang, Hai
3
Cherubini, Umberto
2
Lee, Roger
2
Lopez de Prado, Marcos
2
Lütkebohmert, Eva
2
Melamed, Michael
2
Schoutens, Wim
2
Sun, Jian
2
Worah, Pratik
2
Alos, Elisa
1
Bakshi, Gurdip S.
1
Chang, Eric Chieh
1
Chen, Jilong
1
Chorn, Larry
1
Cousot, Laurent
1
Ellis, Katrina
1
Ewald, CXhristian-Oliver
1
Goddard, Phil
1
Gupta, Vishal
1
Haghnegahdar, Poya
1
Jin, Xing
1
Laurence, Peter
1
Liu, Jiatao
1
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Mathematical finance : an international journal of mathematics, statistics and financial theory
7
The journal of finance : the journal of the American Finance Association
5
Finance and stochastics
4
Journal of financial economics
3
The review of financial studies
3
European finance review : the official journal of the European Finance Association
2
Insurance / Mathematics & economics
2
Journal of economic dynamics & control
2
Mathematical methods of operations research
2
NYU Tandon Research Paper
2
The journal of computational finance
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
Baruch College Zicklin School of Business Research Paper
1
Computational management science
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Discussion paper series
1
European financial management : the journal of the European Financial Management Association
1
Finance
1
Finance research letters
1
Financial modeling and risk management of energy and environmental instruments and derivates
1
International journal of theoretical and applied finance
1
Investment management and financial innovations
1
Macquarie University Faculty of Business & Economics Research Paper
1
Project flexibility, agency, and competition : new developments in the theory and application of real options
1
Quantitative finance
1
Real options and business strategy : applications to decision-making
1
Research paper series / Swiss Finance Institute
1
Review of derivatives research
1
Review of finance : journal of the European Finance Association
1
Risks : open access journal
1
Robert H. Smith School Research Paper
1
The journal of derivatives : JOD
1
Working paper series : paper ...
1
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
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ECONIS (ZBW)
87
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1
On the qualitative effect of volatility and duration on prices of Asian options
Carr, Peter
;
Ewald, CXhristian-Oliver
;
Xiao, Yajun
-
2008
Persistent link: https://www.econbiz.de/10003680543
Saved in:
2
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:
3
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:
4
Deriving derivatives of derivative securities
Carr, Peter
- In:
The journal of computational finance
4
(
2000/2001
)
2
,
pp. 5-29
Persistent link: https://www.econbiz.de/10001553928
Saved in:
5
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:
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
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:
9
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:
10
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
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