P. Laurence

发表

F. Benth, V. Kholodnyi, P. Laurence, 2014 .

Second Order Expansion for Implied Volatility in Two Factor Local Stochastic Volatility Models and Applications to the Dynamic \lambda -Sabr Model

G. B. Arous, P. Laurence, 2015 .

ASYMPTOTICS OF IMPLIED VOLATILITY IN LOCAL VOLATILITY MODELS

Elton P. Hsu, Jim Gatheral, P. Laurence, 2009 .

Assessing the Impact of Cloud Computing Migration in IT Governance in Government

P. Laurence, V. Valencia, 2014 .

Sharp Upper and Lower Bounds for Basket Options

Tai-Ho Wang, P. Laurence, Tai-Ho Wang, 2004 .

Static-arbitrage upper bounds for the prices of basket options

Tai-Ho Wang, Peter Laurence, P. Laurence, 2005 .

Sharp distribution free lower bounds for spread options and the corresponding optimal subreplicating portfolios

Tai-Ho Wang, Peter Laurence, P. Laurence, 2009 .

Distribution-free upper bounds for spread options and market-implied antimonotonicity gap

P. Laurence, Tai-Ho Wang, 2008 .

The ballooning instability in space plasmas

P. Laurence, M. Mond, E. Hameiri, 1991 .

A Kirk's and a Bachelier formula for three asset spread options

A. Eydeland, P. Laurence, E. Alòs, 2011 .

Sharp Upper and Lower Bounds for Basket Options

P. Laurence, Tai-Ho Wang, 2004 .

On the representation of inhomogeneous linear force-free fields

E. Stredulinsky, P. Laurence, P. Browning, 2000 .

A COMPARISON PRINCIPLE FOR AN AMERICAN OPTION ON SEVERAL ASSETS: INDEX AND SPREAD OPTIONS

E. Stredulinsky, P. Laurence, 2003 .

Variational problems with topological constraints

E. Stredulinsky, P. Laurence, 2000 .

On quasiconvex equimeasurable rearrangement, a counterexample and an example.

E. Stredulinsky, P. Laurence, 1991 .

The linear force-free field in a spherical shell using a new method to determine the coefficients of the eigenfunction expansion

E. Stredulinsky, P. Laurence, P. Browning, 2000 .

Two-dimensional magnetohydrodynamic equilibria with prescribed topology

E. Stredulinsky, P. Laurence, 2000 .

On Woltjer’s variational principle for force‐free fields

Marco Avellaneda, Peter Laurence, M. Avellaneda, 1991 .

Asymptotic Massey products, induced currents and Borromean torus links

E. Stredulinsky, P. Laurence, 2000 .

Measuring MRP Effectiveness

Peter Laurence, P. Laurence, 1981 .

Existence of three‐dimensional toroidal MHD equilibria with nonconstant pressure

Oscar P. Bruno, Peter Laurence, O. Bruno, 1996 .

CLOSED FORM SOLUTIONS FOR QUADRATIC AND INVERSE QUADRATIC TERM STRUCTURE MODELS

P. Laurence, Tai-Ho Wang, 2005 .

Small-Time Asymptotics for the At-the-Money Implied Volatility in a Multi-dimensional Local Volatility Model

Christian Bayer, Peter Laurence, P. Laurence, 2015 .

Woltjer's variational principle, II: The case of unbounded domains

M. Avellaneda, P. Laurence, 1993 .

A Moffatt-Arnold formula for the mutual helicity of linked flux tubes

M. Avellaneda, P. Laurence, 1993 .

Regularity of the free boundary of an American option on several assets

S. Salsa, P. Laurence, 2009 .

A Review on the Ethical Issues of Online Social Networking

P. Laurence, V. Valencia, 2014 .

MULTI‐ASSET STOCHASTIC LOCAL VARIANCE CONTRACTS

P. Carr, P. Laurence, 2010 .

Constrained Density Estimation

Esteban G. Tabak, Peter Laurence, E. Tabak, 2014 .

Justification of the mhd energy principle for the stability of a confined toroidal plasma

P. Laurence, M. Shen, 1983 .

Asymptotics Beats Monte Carlo: The Case of Correlated Local Vol Baskets

Christian Bayer, Peter Laurence, P. Laurence, 2014 .

A survey of recent regularity results for second order queer differential equations

E. Stredulinsky, P. Laurence, 1988 .

MULTI-ASSET STOCHASTIC LOCAL VARIANCE CONTRACTS PETER CARR New York University

Bruno Dupire, D. Madan, P. Laurence, 2010 .

Geometric properties of multivariate correlation in de Finetti's approach to insurance theory

L. Barone, P. Laurence, Tai-Ho Wang, 2008 .

On the convexity of geometric functional of level for solutions of certain elliptic partial differential equations

P. Laurence, 1989 .