This Gedenkschrift for Peter Carr, our dear friend and colleague who suddenly left us on March 1, 2022, was organized to honor the life and lasting contribution

This Gedenkschrift for Peter Carr, our dear friend and colleague who suddenly left us on March 1, 2022, was organized to honor the life and lasting contribution

This self-contained volume brings together a collection of chapters by some of the most distinguished researchers and practitioners in the field of mathematical

Building upon the ideas introduced in their previous book, Derivatives in Financial Markets with Stochastic Volatility, the authors study the pricing and hedgin

This book collects some recent developments in stochastic control theory with applications to financial mathematics. We first address standard stochastic contro