Emerging Topics in Finance and Risk Engineering—In Memory of Peter Carr
Các tập tin
Ngày
2025
Tác giả
Pirjol, Dan
Zhu, Lingjiong
Tên Tạp chí
Tạp chí ISSN
Nhan đề tập
Nhà xuất bản
MDPI
Giấy phép
Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International
Tóm tắt
The Reprint includes a selection of articles that have appeared in a Special Issue of Risks, and is dedicated to the memory of Peter Carr (1958-2022). The included articles should be of interest to researchers in quantitative finance, risk management, and financial engineering.
Mô tả
252 p.
Từ khóa
asymptotic expansion , lognormal fractional SABR model , mixed fractional Brownian motion , Malliavin calculus