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Carr, Peter
Fabozzi, Frank J.
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52
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46
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41
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Time-changed Markov processes in unified credit-equity modeling
Mendoza-Arriaga, Rafael
;
Carr, Peter
;
Linetsky, Vadim
- In:
Mathematical finance : an international journal of …
20
(
2010
)
4
,
pp. 527-569
Persistent link: https://www.econbiz.de/10008666998
Saved in:
2
A jump to default extended CEV model : an application of Bessel processes
Carr, Peter
;
Linetsky, Vadim
- In:
Finance and stochastics
10
(
2006
)
3
,
pp. 303-330
Persistent link: https://www.econbiz.de/10003379774
Saved in:
3
Volatility derivatives
Carr, Peter
;
Lee, Roger
- In:
Annual review of financial economics
1
(
2009
),
pp. 319-339
Persistent link: https://www.econbiz.de/10003924502
Saved in:
4
Static hedging of standard options
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
1
,
pp. 3-46
Persistent link: https://www.econbiz.de/10010233614
Saved in:
5
First-order calculus and option pricing
Carr, Peter
- In:
Journal of financial engineering
1
(
2014
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10010508100
Saved in:
6
Optimal investment in derivative securities
Carr, Peter
;
Jin, Xing
;
Madan, Dilip B.
- In:
Finance and stochastics
5
(
2001
)
1
,
pp. 33-59
Persistent link: https://www.econbiz.de/10001553046
Saved in:
7
Deriving derivatives of derivative securities
Carr, Peter
- In:
The journal of computational finance
4
(
2000/2001
)
2
,
pp. 5-29
Persistent link: https://www.econbiz.de/10001553928
Saved in:
8
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
Saved in:
9
A note on the pricing of commodity-linked bonds
Carr, Peter
- In:
The journal of finance : the journal of the American …
42
(
1987
)
4
,
pp. 1071-1076
Persistent link: https://www.econbiz.de/10001055592
Saved in:
10
A discrete time synthesis of derivative security valuation using a term structure of futures prices
Carr, Peter
- In:
Finance
,
(pp. 225-249)
.
1995
Persistent link: https://www.econbiz.de/10001318017
Saved in:
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