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Deriving derivatives of derivative securities
Carr, Peter - In: The journal of computational finance 4 (2000/2001) 2, pp. 5-29
Persistent link: https://www.econbiz.de/10001553928
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Option valuation using the fast Fourier transform
Carr, Peter; Madan, Dilip B. - In: The journal of computational finance 2 (1999) 4, pp. 61-73
Persistent link: https://www.econbiz.de/10001517298
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Saddlepoint methods for option pricing
Carr, Peter; Madan, Dilip B. - In: The journal of computational finance 13 (2009/10) 1, pp. 49-61
Persistent link: https://www.econbiz.de/10003969743
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Adjusting exponential Lévy models toward the simultaneous calibration of market prices for crash cliquets
Carr, Peter; Khanna, Ajay; Madan, Dilip B. - In: The journal of computational finance 20 (2016) 1, pp. 89-111
Persistent link: https://www.econbiz.de/10011639593
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An optimal control strategy for execution of large stock orders using long short-term memory networks
Papanicolaou, Andrew; Fu, Hao; Krishnamurthy, Prashanth; … - In: The journal of computational finance 26 (2023) 4, pp. 37-65
Persistent link: https://www.econbiz.de/10014342063