Peter Carr

This page is a disambiguation page, it actually contains mutiple papers from persons of the same or a similar name.

Known people with the same name:

Bibliography

2024
Convex duality in continuous option pricing models.
Ann. Oper. Res., May, 2024

2021
Pricing Variance Swaps on Time-Changed Markov Processes.
SIAM J. Financial Math., 2021

A machine learning-based gene signature of response to the novel alkylating agent LP-184 distinguishes its potential tumor indications.
BMC Bioinform., 2021

2017
Why is VIX a fear gauge?
Risk Decis. Anal., 2017

2016
Adversarial Inverse Optimal Control for General Imitation Learning Losses and Embodiment Transfer.
Proceedings of the Thirty-Second Conference on Uncertainty in Artificial Intelligence, 2016

2000
Deriving derivatives of derivative securities.
Proceedings of the IEEE/IAFE/INFORMS 2000 Conference on Computational Intelligence for Financial Engineering, 2000


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