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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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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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Funding shortages, expectations, and forward rate risk premium
Jarrow, Robert A.; Lamichhane, Sujan - In: Quantitative finance 22 (2022) 7, pp. 1321-1341
Persistent link: https://www.econbiz.de/10013367902
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A study on asset price bubble dynamics : explosive trend or quadratic variation?
Jarrow, Robert A.; Kwok, Simon Sai Man - In: Quantitative finance 24 (2024) 5, pp. 613-626
Persistent link: https://www.econbiz.de/10014552111
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Media trading groups and short selling manipulation
Jarrow, Robert A.; Li, Siguang - In: Quantitative finance 23 (2023) 7/8, pp. 1035-1052
Persistent link: https://www.econbiz.de/10014321662