LAURENCE, Peter Michael
LAURENCE, Peter Michael
DIPARTIMENTO DI MATEMATICA
A bootstrap argument for Grad generalized differential equations
1989 Laurence, Peter Michael; E., Stredulinsky
A comparison principle for an American option on several assets: index and spread options Electronic Journal of Differential Equations
2003 Laurence, Peter Michael; Stredulinsky, E. W.
A Gradient Bound for the Grad Kruskal-Kulsrud variational problem
1996 Laurence, Peter Michael; Stredukinsky, Edward
A Kirk's and a Bachelier formula for three asset spread options
2011 E., Alos; A., Eydeland; Laurence, Peter Michael
A lower bound for the energy of magnetic fields supported in linked tori
2000 Laurence, Peter Michael; Stredulinsky, Edward
A new approach to queer differential equations
1985 Laurence, Peter Michael; Stredulinsky, Edward
A survey of recent regularity results for second order queer differential equations
1988 Laurence, Peter Michael; Edward, Stredulinsky
About Correlations
2008 Laurence, Peter Michael; Barone, Luca
Asymptotic Massey products, induced currents and Borromean torus links
2000 Laurence, Peter Michael; Stredulinsky, Edward
Asymptotics for implied volatility in local volatility models
2010 J., Gatheral; E., Hsu; Laurence, Peter Michael; Cheng, Ouyang; Wang, T. H.
Closed form solutions for quadratic and inverse quadratic models of the term structure
2005 Laurence, Peter Michael; T., H.
Convergence of a sequence of free boundary problems associated with the Grad variational problem in plasma physics
1990 Laurence, Peter Michael; E., Stredulinsky
Convex equimeasurable rearrangement: a counterexample and an example
1991 Laurence, Peter Michael; E., Stredulinsky
Distribution free upper bounds for spread options and the market implied antimonotonicity gap.
2008 Laurence, Peter Michael; Wang, ; Tai, Ho
Existence of 3D toroidal MHD equilibria with nonconstant pressure
1996 Laurence, Peter Michael; P., Bruno
Existence of regular solutions with convex levels for semilinear elliptic equations with nonmonotone L^1 nonlinearities. I. An approximating free boundary problem
1990 Laurence, Peter Michael; E., Stredulinsky
Generalized uncorrelated SABR models with a high degree of symmetry
2010 Tai Ho, Wang; Laurence, Peter Michael; P. M., Wang; L. I., Sheng
Generating integrable driftless one dimensional diffusions
2006 Carr, Peter; Laurence, Peter Michael; Peter, Wang; Tai, Ho
Geometric properties of multivariate correlation in De Finetti's approach to insurance theory
2008 Laurence, Peter Michael; Wang, ; Tai, Ho; Barone, Luca
Justification of the MHD energy principle for the stability of a confined toroidal plasma
1983 Laurence, Peter Michael; P., Shen; M., C.