Fingerprint Dive into the research topics where Finance and Risk Engineering is active. These topic labels come from the works of this organization's members. Together they form a unique fingerprint.

  • Network Recent external collaboration on country level. Dive into details by clicking on the dots.

    Profiles

    No photo of Andrew Papanicolaou

    Andrew Papanicolaou

    Person: Tenured/tenure track faculty

    20102019
    No photo of Charles Tapiero

    Charles Tapiero

    Person: Tenured/tenure track faculty

    19712018

    Research Output

    An Expanded Local Variance Gamma Model

    Carr, P. & Itkin, A., 2020, (Accepted/In press) In : Computational Economics.

    Research output: Contribution to journalArticle

  • Option Profit and Loss Attribution and Pricing: A New Framework

    Carr, P. & Wu, L., Aug 1 2020, In : Journal of Finance. 75, 4, p. 2271-2316 46 p.

    Research output: Contribution to journalArticle

  • Backward SDEs for control with partial information

    Papanicolaou, A., Jan 2019, In : Mathematical Finance. 29, 1, p. 208-248 41 p.

    Research output: Contribution to journalArticle