Emerging Topics in Finance and Risk Engineering—In Memory of Peter Carr
| dc.contributor.author | Pirjol, Dan | |
| dc.contributor.author | Zhu, Lingjiong | |
| dc.date.accessioned | 2025-11-24T08:44:36Z | |
| dc.date.available | 2025-11-24T08:44:36Z | |
| dc.date.issued | 2025 | |
| dc.description | 252 p. | |
| dc.description.abstract | 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. | |
| dc.identifier.isbn | 9783725824793 | |
| dc.identifier.uri | https://oerrepository.ntt.edu.vn/handle/298300331/1226 | |
| dc.language.iso | en | |
| dc.publisher | MDPI | |
| dc.subject | asymptotic expansion | |
| dc.subject | lognormal fractional SABR model | |
| dc.subject | mixed fractional Brownian motion | |
| dc.subject | Malliavin calculus | |
| dc.title | Emerging Topics in Finance and Risk Engineering—In Memory of Peter Carr | |
| dc.type | Book | |
| dcterms.license | Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International |