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Carr, Peter
Statistics Math-Net.Ru
Total publications:
1
Scientific articles:
1
Number of views:
This page:
88
Abstract pages:
672
Full texts:
331
References:
91
Professor
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https://www.mathnet.ru/eng/person34537
List of publications on Google Scholar
List of publications on ZentralBlatt
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
;
Theory Probab. Appl.
,
48
:3 (2004),
400–425
58
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New York University
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