Laurent Cousot and Peter Carr - Free people check

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A PDE approach to jump-diffusions - IDEAS/RePEc

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Author. Listed: Peter Carr; Laurent Cousot. Registered: ... Peter Carr & Laurent Cousot, "A PDE approach to jump-diffusions," Quantitative Finance, Taylor ...

Peter Carr - The Mathematics Genealogy Project

www.genealogy.math.ndsu.nodak.edu

Laurent Cousot: New York University: 2008: According to our current on-line database, Peter Carr has 1 student and 1 descendant. We welcome any additional information.

A PDE Approach to Jump-Diffusions by Peter Carr, Laurent Cousot ::...

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In this paper, we show that the calibration to an implied volatility surface and the pricing of contingent claims can be as simple in a jump-diffusion framework

Laurent Cousot - dblp

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List of computer science publications by Laurent Cousot Peter Carr, Laurent Cousot: Explicit Constructions of Martingales Calibrated to Given Implied ...

dblp: Peter Carr 0002

dblp.org

List of computer science publications by Peter Carr

EconPapers: A PDE approach to jump-diffusions

econpapers.repec.org

A PDE approach to jump-diffusions. Peter Carr and Laurent Cousot. Quantitative Finance, 2011, vol. 11, issue 1, pages Abstract: In this paper, we show that …

All web results to the name "Laurent Cousot"

A PDE approach to jump-diffusions — NYU Scholars

nyuscholars.nyu.edu

Peter Carr, Laurent Cousot. Finance and Risk Engineering; ... T1 - A PDE approach to jump-diffusions. AU - Carr,Peter. AU - Cousot,Laurent. PY Y

Explicit constructions of martingales calibrated to given implied...

nyuscholars.nyu.edu

Explicit constructions of martingales calibrated to ... Laurent / Explicit constructions of martingales calibrated to ... author = "Peter Carr and Laurent Cousot",