Peter Carr. Deriving derivatives of derivative securities. In Proceedings of the IEEE/IAFE/INFORMS 2000 Conference on Computational Intelligence for Financial Engineering, CIFEr 2000, New York City, USA, March 28, 2000. pages 101-128, IEEE, 2000. [doi]
@inproceedings{Carr00-0,
title = {Deriving derivatives of derivative securities},
author = {Peter Carr},
year = {2000},
doi = {10.1109/CIFER.2000.844609},
url = {http://dx.doi.org/10.1109/CIFER.2000.844609},
researchr = {https://researchr.org/publication/Carr00-0},
cites = {0},
citedby = {0},
pages = {101-128},
booktitle = {Proceedings of the IEEE/IAFE/INFORMS 2000 Conference on Computational Intelligence for Financial Engineering, CIFEr 2000, New York City, USA, March 28, 2000},
publisher = {IEEE},
isbn = {0-7803-6429-5},
}