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Static hedging of timing risk
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Volatilität
Option pricing theory
66
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66
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53
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39
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29
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29
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English
38
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Carr, Peter
38
Wu, Liuren
9
Lee, Roger
5
Itkin, Andrey
4
Madan, Dilip B.
4
Lorig, Matthew
2
Xiao, Yajun
2
Al-Jaaf, Aşty
1
Alvarez, Juan Jose Vicente
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Bossu, Sébastien
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Cao, Shinan
1
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1
Ewald, CXhristian-Oliver
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Ewald, Christian-Oliver
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Figà-Talamanca, Gianna
1
Gabaix, Xavier
1
Geman, Hélyette
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Linetsky, Vadim
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Nadtochiy, Sergey
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Vicente Alvarez, Juan Jose
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Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Applied mathematical finance
2
Computational economics
2
Finance and stochastics
2
International journal of theoretical and applied finance
2
The journal of derivatives : JOD
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
Annual review of financial economics
1
Discussion paper series
1
Finance research letters
1
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1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
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NYU Tandon Research Paper
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Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
1
Risk and decision analysis
1
Robert H. Smith School Research Paper
1
The journal of finance : the journal of the American Finance Association
1
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ECONIS (ZBW)
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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
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2
Why is VIX a fear gauge?
Carr, Peter
- In:
Risk and decision analysis
6
(
2017
)
2
,
pp. 179-185
Persistent link: https://www.econbiz.de/10011743831
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3
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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4
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:
5
Probabilistic interpretation of Black implied volatility
Carr, Peter
;
Wu, Liuren
;
Zhang, Yuzhao
- In:
Options - 45 years since the publication of the …
,
(pp. 29-46)
.
2023
Persistent link: https://www.econbiz.de/10014366585
Saved in:
6
Volatility derivatives
Carr, Peter
;
Lee, Roger
- In:
Annual review of financial economics
1
(
2009
),
pp. 319-339
Persistent link: https://www.econbiz.de/10003924502
Saved in:
7
Put-call symmetry : extensions and applications
Carr, Peter
;
Lee, Roger
- In:
Mathematical finance : an international journal of …
19
(
2009
)
4
,
pp. 523-560
Persistent link: https://www.econbiz.de/10003937125
Saved in:
8
Static hedging of standard options
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
1
,
pp. 3-46
Persistent link: https://www.econbiz.de/10010233614
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9
Variation and share-weighted variation swaps on time-changed Lévy processes
Carr, Peter
;
Lee, Roger
- In:
Finance and stochastics
17
(
2013
)
4
,
pp. 685-716
Persistent link: https://www.econbiz.de/10010190886
Saved in:
10
Risk, return, and ross recovery
Carr, Peter
;
Yu, Jiming
- In:
The journal of derivatives : the official publication …
20
(
2012
)
1
,
pp. 38-59
Persistent link: https://www.econbiz.de/10009671710
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