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Carr, Peter

Statistics Math-Net.Ru
Total publications: 1
Scientific articles: 1

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https://www.mathnet.ru/eng/person34537
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https://mathscinet.ams.org/mathscinet/MRAuthorID/287045

Publications in Math-Net.Ru Citations
2003
1. P. Carr, M. Schröder, “Bessel processes, the integral of geometric Brownian motion, and Asian options”, Teor. Veroyatnost. i Primenen., 48:3 (2003),  503–533  mathnet  mathscinet  zmath; Theory Probab. Appl., 48:3 (2004), 400–425  isi 58

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