Peter Carr

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Papers (17)

1. Argoverse 2: Next Generation Datasets for Self-Driving Perception and Forecasting cs.CV · 2023 · author #12
2. A model-free backward and forward nonlinear PDEs for implied volatility q-fin.CP · 2019 · author #1
3. ADOL - Markovian approximation of rough lognormal model q-fin.MF · 2019 · author #1
4. Geometric Local Variance Gamma model q-fin.PR · 2018 · author #1
5. Generalizing Geometric Brownian Motion q-fin.MF · 2018 · author #1
6. Domain Adaptation through Synthesis for Unsupervised Person Re-identification cs.CV · 2018 · author #2
7. Diversity Regularized Spatiotemporal Attention for Video-based Person Re-identification cs.CV · 2018 · author #3
8. An Expanded Local Variance Gamma model q-fin.CP · 2018 · author #1
9. Coordinated Multi-Agent Imitation Learning cs.LG · 2017 · author #3
10. Smooth Imitation Learning for Online Sequence Prediction cs.LG · 2016 · author #4
11. FX Options in Target Zone q-fin.PR · 2015 · author #1
12. Solving the Optimal Trading Trajectory Problem Using a Quantum Annealer q-fin.CP · 2015 · author #4
13. Local Variance Gamma and Explicit Calibration to Option Prices q-fin.PR · 2013 · author #1
14. On the Hedging of Options On Exploding Exchange Rates q-fin.PR · 2012 · author #1
15. Why are quadratic normal volatility models analytically tractable? q-fin.PR · 2012 · author #1
16. Using pseudo-parabolic and fractional equations for option pricing in jump diffusion models q-fin.CP · 2010 · author #2
17. On the valuation of arithmetic-average Asian options: the Geman-Yor Laplace transform revisited math.CA · 2001 · author #1

Mentions

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Frequent Coauthors

• Andrey Itkin 5 shared papers
• Hoang M. Le 2 shared papers
• Johannes Ruf 2 shared papers
• Slawomir Bak 2 shared papers
• Travis Fisher 2 shared papers
• Yisong Yue 2 shared papers
• Andrew Hartnett 1 shared papers
• Andrew Kang 1 shared papers
• Benjamin Wilson 1 shared papers
• Bowen Pan 1 shared papers
• Deva Ramanan 1 shared papers
• Gili Rosenberg 1 shared papers
• Jagjeet Singh 1 shared papers
• James Hays 1 shared papers
• Jean-Francois Lalonde 1 shared papers
• Jhony Kaesemodel Pontes 1 shared papers
• John Lambert 1 shared papers
• Kesheng Wu 1 shared papers
• Marcos L\'opez de Prado 1 shared papers
• Michael Schr\"oder 1 shared papers