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~isPartOf:"Quantitative finance"
~isPartOf:"The journal of business : B"
~person:"Bonesini, O."
~person:"Carr, Peter"
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Functional quantization of rough volatility and applications to volatility derivatives
Bonesini, O.
;
Callegaro, Giulia
;
Jacquier, Antoine
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1769-1792
Persistent link: https://www.econbiz.de/10014452470
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2
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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3
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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