Peter Laurence - Concepedia

Author

Peter Laurence

Sapienza University of Rome

Also Known As

Laurence, Peter, P. Laurence, PETER LAURENCE, Peter Laurence, Peter M. Laurence, Professor VERNEUIL Laurence

Publications

1.2K

Citations

H-Index

Concepts

All Affiliations

Sapienza University of Rome Courant Institute of Mathematical Sciences New York University National Chung Cheng University Baruch College

About

Peter Laurence is an author at Sapienza University of Rome specializing in business, option pricing, and finance.

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Business	10	10	585
2	Engineering	8	8	513
3	Management	2	2	61
4	Economics	2	2	197
5	Applied Physics	1	1	40

Peter Laurence

Publications

907

Citations

H-Index

Page 1

	Year	Citations
ASYMPTOTICS OF IMPLIED VOLATILITY IN LOCAL VOLATILITY MODELS Jim Gatheral, Elton P. Hsu, Peter Laurence, Mathematical Finance Option Prices ApproximationsVolatility ModelingOption PricingAsset PricingDiffusion Process	2010	170
Static-arbitrage upper bounds for the prices of basket options David Hobson, Peter Laurence, Tai‐Ho Wang Quantitative Finance Mathematical ProgrammingEngineeringBasket OptionBasket OptionsMarket Equilibrium Computation	2005	137
The ballooning instability in space plasmas Eliezer Hameiri, Peter Laurence, M. Mond Journal of Geophysical Research Atmospheres Ballooning InstabilitySpace Plasma PhysicsEngineeringAerospace EngineeringInterchange Instability	1991	103
Static-arbitrage optimal subreplicating strategies for basket options David Hobson, Peter Laurence, Tai‐Ho Wang Insurance Mathematics and Economics Mathematical ProgrammingEconomicsBasket OptionsEngineeringEquilibrium Problem	2005	60
Sharp Upper and Lower Bounds for Basket Options Peter Laurence, Tai‐Ho Wang Applied Mathematical Finance Mathematical ProgrammingSharp Upper BoundsEngineeringBasket OptionOperations Research	2005	53
On Woltjer’s variational principle for force-free fields Peter Laurence, Marco Avellaneda Journal of Mathematical Physics Arbitrary ConnectivityConstant Total HelicityEngineeringFree Boundary ProblemVariational Analysis	1991	46
Existence of three-dimensional toroidal MHD equilibria with nonconstant pressure Oscar P. Bruno, Peter Laurence Communications on Pure and Applied Mathematics Sharp Boundary SolutionsGeometric Partial Differential EquationPhysicsPressure JumpsHyperbolic Conservation Law	1996	44
Regularity of the free boundary of an American option on several assets Peter Laurence, Sandro Salsa Communications on Pure and Applied Mathematics Dirichlet FormOption PricingEngineeringSeveral AssetsFree Boundary Problem	2008	43
The ballooning spectrum of rotating plasmas Eliezer Hameiri, Peter Laurence Journal of Mathematical Physics EngineeringSolar ConvectionFluid MechanicsPlasma PhysicsLocalized Modes	1984	40
Asymptotics Beats Monte Carlo: The Case of Correlated Local Vol Baskets Christian Bayer, Peter Laurence Communications on Pure and Applied Mathematics Volatility ModelingFinancial MathematicsStochastic SimulationComputational FinanceAsset Pricing	2013	33

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