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Publications by PETER CARR
Semi-Static Hedging of Barrier Options Under Poisson Jumps
International Journal of Theoretical and Applied Finance
Economics
Econometrics
Finance
Related publications
Static Hedging of Barrier Options With a Smile: An Inverse Problem
ESAIM - Control, Optimisation and Calculus of Variations
Control
Computational Mathematics
Optimization
Systems Engineering
Installment Options and Static Hedging
Hedging of American Options Under Transaction Costs
Finance and Stochastics
Uncertainty
Statistics
Finance
Probability
Efficient Static Replication of European Options Under Exponential Lévy Models
Journal of Futures Markets
Management
Finance
Business
Economics
Accounting
Econometrics
On the Hedging Portfolio of Asian Options
ASTIN Bulletin
Accounting
Economics
Econometrics
Finance
Static Hedging of Multivariate Derivatives by Simulation
European Journal of Operational Research
Information Systems
Simulation
Management Science
Management
Computer Science
Modeling
Operations Research
Pricing and Hedging Look-Back Power Options
Proceedings of the ISCIE International Symposium on Stochastic Systems Theory and its Applications
Efficient Hedging of Options With Probabilistic Haar Wavelets
ISRN Probability and Statistics
Continuous Barrier Range Options
Journal of Derivatives & Hedge Funds
