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A note on sufficient conditions for no arbitrage
Carr, Peter; Madan, Dilip B. - In: Finance research letters 2 (2005) 3, pp. 125-130
Persistent link: https://www.econbiz.de/10003099264
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On the qualitative effect of volatility and duration on prices of Asian options
Carr, Peter; Ewald, Christian-Oliver; Xiao, Yajun - In: Finance research letters 5 (2008) 3, pp. 162-171
Persistent link: https://www.econbiz.de/10003769897
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Optimal rates from eigenvalues
Carr, Peter; Worah, Pratik - In: Finance research letters 16 (2016), pp. 230-238
Persistent link: https://www.econbiz.de/10011656191