Peter Laurence
Author
Alternate names Peter M. Laurence, Peter Laurence, P LAURENCE, P. Laurence
Institutions Sapienza University of Rome, Courant Institute of Mathematical Sciences, New York University
Past institutions Sapienza University of Rome, New York University, Courant Institute of Mathematical Sciences, Istituto Nazionale di Fisica Nucleare, Sezione di Roma I, University of Milan +3 more
H-index: 18
I10-index: 23
Works count: 70
Citations count: 1,201
Asymptotics Of Implied Volatility In Local Volatility Models
2010 · Jim Gatheral, Elton P. Hsu, et al. · Mathematical Finance
Static-arbitrage upper bounds for the prices of basket options
2005 · David Hobson, Peter Laurence, et al. · Quantitative Finance
The ballooning instability in space plasmas
1991 · Eliezer Hameiri, Peter Laurence, et al. · Journal of Geophysical Research Atmospheres