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Theorie
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Option pricing theory
58
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33
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73
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Carr, Peter
46
Lopez de Prado, Marcos
29
Madan, Dilip B.
9
Bailey, David H.
8
Wu, Liuren
7
Zhu, Qiji Jim
4
Bossu, Sébastien
3
Geman, Hélyette
3
Jarrow, Robert A.
3
Linetsky, Vadim
3
Papanicolaou, Andrew
3
Wu, Kesheng
3
Borwein, Jonathan
2
Calkin, Neil
2
Cherubini, Umberto
2
Lee, Roger
2
Melamed, Michael
2
Schoutens, Wim
2
Vince, Ralph
2
Worah, Pratik
2
Xiao, Yajun
2
Yor, Marc
2
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1
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1
Ellis, Katrina
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Ewald, Christian-Oliver
1
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Ger, Stephanie
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1
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1
Mendoza-Arriaga, Rafael
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1
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Mathematical finance : an international journal of mathematics, statistics and financial theory
6
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
Finance research letters
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
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1
Doctoral Dissertation, Complutense University, Madrid, 2011
1
Finance
1
Insurance / Mathematics & economics
1
Project flexibility, agency, and competition : new developments in the theory and application of real options
1
Quantitative finance
1
Review of derivatives research
1
Review of finance : journal of the European Finance Association
1
Robert H. Smith School Research Paper
1
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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
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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
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
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4
A discrete time synthesis of derivative security valuation using a term structure of futures prices
Carr, Peter
- In:
Finance
,
(pp. 225-249)
.
1995
Persistent link: https://www.econbiz.de/10001318017
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5
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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6
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
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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
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8
The stop-loss start-gain paradox and option valuation : a new decomposition into intrinsic and time value
Carr, Peter
- In:
The review of financial studies
3
(
1990
)
3
,
pp. 469-492
Persistent link: https://www.econbiz.de/10001105894
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9
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
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10
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
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