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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