In Memory of Peter Carr (1958–2022)
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References listed on IDEAS
- Peter Carr & Lorenzo Torricelli, 2021. "Additive logistic processes in option pricing," Finance and Stochastics, Springer, vol. 25(4), pages 689-724, October.
- Carr, Peter, 1998.
"Randomization and the American Put,"
The Review of Financial Studies, Society for Financial Studies, vol. 11(3), pages 597-626.
- Peter Carr, 1996. "Randomization and the American Put," Finance 9610003, University Library of Munich, Germany.
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