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In Memory of Peter Carr (1958–2022)

Author

Listed:
  • Giuseppe Campolieti

    (Department of Mathematics, Wilfrid Laurier University, 75 University Avenue West, Waterloo, ON N2L 3C5, Canada)

  • Arash Fahim

    (Department of Mathematics, Florida State University, Tallahassee, FL 32306, USA)

  • Dan Pirjol

    (Stevens Institute of Technology, Hoboken, NJ 07030, USA)

  • Harvey Stein

    (Labs Group, Two Sigma, New York, NY 10027, USA
    Current address: Department of Mathematics, Columbia University, New York, NY 10027, USA.)

  • Tai-Ho Wang

    (Department of Mathematics, Baruch College, The City University of New York, 1 Bernard Baruch Way, New York, NY 10010, USA)

  • Lingjiong Zhu

    (Department of Mathematics, Florida State University, Tallahassee, FL 32306, USA)

Abstract

The editors of this special issue and several of the contributing authors have known Peter for a long time. We thought that the special issue will be enriched by adding a few personal notes and recollections about our interactions with Peter.

Suggested Citation

  • Giuseppe Campolieti & Arash Fahim & Dan Pirjol & Harvey Stein & Tai-Ho Wang & Lingjiong Zhu, 2024. "In Memory of Peter Carr (1958–2022)," Risks, MDPI, vol. 12(2), pages 1-6, February.
    • Handle: RePEc:gam:jrisks:v:12:y:2024:i:2:p:39-:d:1340683
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    References listed on IDEAS

    as
    1. Peter Carr & Lorenzo Torricelli, 2021. "Additive logistic processes in option pricing," Finance and Stochastics, Springer, vol. 25(4), pages 689-724, October.
    2. Carr, Peter, 1998. "Randomization and the American Put," The Review of Financial Studies, Society for Financial Studies, vol. 11(3), pages 597-626.
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