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Disambiguation of "Carr, Peter"

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Pricing Variance Swaps on Time-Changed Markov Processes.

, , and . SIAM J. Financial Math., 12 (2): 672-689 (2021)

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Constance Carr

Hugo Carr

Fritz Carr

Caitriona Carr

Catherine Carr

 

Other publications of authors with the same name

On the hedging of options on exploding exchange rates., , and . Finance and Stochastics, 18 (1): 115-144 (2014)Optimal investment in derivative securities., , and . Finance and Stochastics, 5 (1): 33-59 (2001)Solving the Optimal Trading Trajectory Problem Using a Quantum Annealer., , , , , and . IEEE J. Sel. Top. Signal Process., 10 (6): 1053-1060 (2016)Hybrid robotic/virtual pan-tilt-zom cameras for autonomous event recording., , and . ACM Multimedia, page 193-202. ACM, (2013)Coordinated Multi-Agent Imitation Learning., , , and . ICML, volume 70 of Proceedings of Machine Learning Research, page 1995-2003. PMLR, (2017)Enforcing Monotonic Temporal Evolution in Dry Eye Images., , , and . MICCAI (1), volume 5762 of Lecture Notes in Computer Science, page 976-984. Springer, (2009)Stochastic risk premiums, stochastic skewness in currency options, and stochastic discount factors in international economies, , and . Journal of Financial Economics, 87 (1): 132--156 (January 2008)Theory and evidence on the dynamic interactions between sovereign credit default swaps and currency options, and . Journal of Banking & Finance, 31 (8): 2383--2403 (August 2007)Monocular Object Detection Using 3D Geometric Primitives., , and . ECCV (1), volume 7572 of Lecture Notes in Computer Science, page 864-878. Springer, (2012)Solving Multilabel Graph Cut Problems with Multilabel Swap., and . DICTA, page 532-539. IEEE Computer Society, (2009)