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The review of financial studies
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Randomization and the American put
Carr, Peter
- In:
The review of financial studies
11
(
1998
)
3
,
pp. 597-626
Persistent link: https://www.econbiz.de/10001249758
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2
A simple robust link between American puts and credit protection
Carr, Peter
;
Wu, Liuren
- In:
The review of financial studies
24
(
2011
)
2
,
pp. 473-505
Persistent link: https://www.econbiz.de/10008934157
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3
Variance risk premiums
Carr, Peter
;
Wu, Liuren
- In:
The review of financial studies
22
(
2009
)
3
,
pp. 1311-1341
Persistent link: https://www.econbiz.de/10003827753
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4
The stop-loss start-gain paradox and option valuation : a new decomposition into intrinsic and time value
Carr, Peter
- In:
The review of financial studies
3
(
1990
)
3
,
pp. 469-492
Persistent link: https://www.econbiz.de/10001105894
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5
Randomization and the American Put
Carr, Peter
- In:
The review of financial studies
11
(
1998
)
3
,
pp. 597-626
Persistent link: https://www.econbiz.de/10007351457
Saved in:
6
Variance Risk Premiums
Carr, Peter
;
Wu, Liuren
- In:
The review of financial studies
22
(
2009
)
3
,
pp. 1311-1342
Persistent link: https://www.econbiz.de/10008176664
Saved in:
7
A Simple Robust Link Between American Puts and Credit Protection
Carr, Peter
;
Wu, Liuren
- In:
The review of financial studies
24
(
2011
)
2
,
pp. 473-473
Persistent link: https://www.econbiz.de/10008811708
Saved in:
8
Variance Risk Premiums
Carr, Peter
;
Wu, Liuren
- In:
The review of financial studies
22
(
2013
)
3
,
pp. 1311-1310
Persistent link: https://www.econbiz.de/10010113734
Saved in:
9
A Simple Robust Link Between American Puts and Credit Protection
Carr, Peter
;
Wu, Liuren
- In:
The review of financial studies
24
(
2013
)
2
,
pp. 473-472
Persistent link: https://www.econbiz.de/10010114079
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