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My reminiscences of Peter Carr
Itkin, Andrey - In: The journal of derivatives : JOD 30 (2022) 2, pp. 8-15
Persistent link: https://www.econbiz.de/10014231101
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Semi-analytic pricing of American options in time-dependent jump-diffusion models with exponential jumps
Itkin, Andrey - In: The journal of derivatives : JOD 32 (2024) 1, pp. 110-137
Persistent link: https://www.econbiz.de/10015202619
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Semi-analytical solutions for barrier and American options written on a time-dependent Ornstein-Uhlenbeck process
Carr, Peter; Itkin, Andrey - In: The journal of derivatives : JOD 29 (2021) 1, pp. 9-26
Persistent link: https://www.econbiz.de/10012612941