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In memoriam Peter Carr
Dempster, Michael A. H.; Gatheral, Jim - In: Quantitative finance 22 (2022) 3, pp. 407-407
Persistent link: https://www.econbiz.de/10013167763
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A functional analysis approach to the static replication of European options
Bossu, Sébastien; Carr, Peter; Papanicolaou, Andrew - In: Quantitative finance 21 (2021) 4, pp. 637-655
Persistent link: https://www.econbiz.de/10012483843
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Static replication of European standard dispersion options
Bossu, Sébastien; Carr, Peter; Papanicolaou, Andrew - In: Quantitative finance 22 (2022) 5, pp. 799-811
Persistent link: https://www.econbiz.de/10013367861
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On the performance of asymptotic locally risk minimising hedges in the Heston stochastic volatility model
Ting, Sai Hung Marten; Ewald, Christian-Oliver - In: Quantitative finance 13 (2013) 6, pp. 939-954
Persistent link: https://www.econbiz.de/10010134652
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Pricing Asian options with stochastic convenience yield and jumps
Ewald, Christian; Wu, Yuexiang; Zhang, Aihua - In: Quantitative finance 23 (2023) 4, pp. 677-692
Persistent link: https://www.econbiz.de/10014304306