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Carr, Peter; Lee, Roger - In: Mathematical finance : an international journal of … 19 (2009) 4, pp. 523-560

Persistent link: https://www.econbiz.de/10003937125

Carr, Peter - In: International journal of theoretical and applied finance 14 (2011) 7, pp. 1091-1111

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Carr, Peter; Wu, Liuren - In: Journal of financial econometrics : official journal of … 12 (2014) 1, pp. 3-46

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Carr, Peter; Itkin, Andrey; Muravey, Dmitry - In: The journal of derivatives : JOD 30 (2022) 2, pp. 141-171

Persistent link: https://www.econbiz.de/10014231115

Carr, Peter - In: Journal of financial engineering 1 (2014) 1, pp. 1-19

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Itkin, Andrey; Carr, Peter - In: Review of derivatives research 13 (2010) 2, pp. 141-176

Persistent link: https://www.econbiz.de/10008695493

Carr, Peter; Itkin, Andrey - In: The journal of derivatives : JOD 29 (2021) 1, pp. 9-26

Persistent link: https://www.econbiz.de/10012612941

Carr, Peter - 2011

construct the whole implied volatility surface and use the explicit constructions of calibrated (jump-) diffusions, available in …

Persistent link: https://www.econbiz.de/10013132624

Carr, Peter; Figà-Talamanca, Gianna - In: Applied mathematical finance 27 (2020) 6, pp. 495-520

Persistent link: https://www.econbiz.de/10012516169

Carr, Peter; Wu, Liuren - In: Journal of financial economics 120 (2016) 1, pp. 1-20

Persistent link: https://www.econbiz.de/10011590060