Narrow search
Showing 1 - 3 of 3
Cover Image
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
Cover Image
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
Cover Image
Numerical Solution of Stochastic Differential Equations with Jumps in Finance
Papanicolaou, Andrew - In: Quantitative finance 13 (2013) 9, pp. 1353-1355
Persistent link: https://www.econbiz.de/10010186147