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~person:"Carr, Peter"
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Option pricing theory
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Carr, Peter
Rudebusch, Glenn D.
129
Caporale, Guglielmo Maria
115
McAleer, Michael
115
Chiarella, Carl
113
Fabozzi, Frank J.
113
Madan, Dilip B.
111
Härdle, Wolfgang
102
Koopman, Siem Jan
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Takahashi, Akihiko
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Phillips, Peter C. B.
91
Platen, Eckhard
86
Joshi, Mark S.
83
Cui, Zhenyu
82
Belke, Ansgar
76
Gil-Alaña, Luis A.
75
Jarrow, Robert A.
74
Mishkin, Frederic S.
74
Friedman, Benjamin M.
73
Diebold, Francis X.
71
Akram, Tanweer
70
Thornton, Daniel L.
69
Christensen, Jens H. E.
68
Favero, Carlo A.
67
Jacobs, Kris
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Benth, Fred Espen
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Campbell, John Y.
65
Elliott, Robert J.
64
Schoutens, Wim
64
Wright, Jonathan H.
63
Svensson, Lars E. O.
62
Nautz, Dieter
60
Bekaert, Geert
58
Monfort, Alain
58
Afonso, António
57
Schlögl, Erik
57
Schwartz, Eduardo S.
57
Scaillet, Olivier
56
Guidolin, Massimo
55
Chernov, Mikhail
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Mathematical finance : an international journal of mathematics, statistics and financial theory
7
Finance and stochastics
6
Journal of financial economics
4
The journal of finance : the journal of the American Finance Association
4
The journal of computational finance
3
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European finance review : the official journal of the European Finance Association
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NYU Tandon Research Paper
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Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
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Quantitative Finance
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Review of finance : journal of the European Finance Association
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Risks : open access journal
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Robert H. Smith School Research Paper
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ECONIS (ZBW)
67
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1
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:
2
Theory and evidence on the dynamic interactions between sovereign credit default swaps and currency options
Carr, Peter
;
Wu, Liuren
- In:
Journal of banking & finance
31
(
2007
)
8
,
pp. 2383-2403
Persistent link: https://www.econbiz.de/10003522944
Saved in:
3
Pricing swaps and options on quadratic variation under stochastic time change models : discrete observations case
Itkin, Andrey
;
Carr, Peter
- In:
Review of derivatives research
13
(
2010
)
2
,
pp. 141-176
Persistent link: https://www.econbiz.de/10008695493
Saved in:
4
Put-call symmetry : extensions and applications
Carr, Peter
;
Lee, Roger
- In:
Mathematical finance : an international journal of …
19
(
2009
)
4
,
pp. 523-560
Persistent link: https://www.econbiz.de/10003937125
Saved in:
5
A new approach for option pricing under stochastic volatility
Carr, Peter
;
Sun, Jian
- In:
Review of derivatives research
10
(
2007
)
2
,
pp. 87-150
Persistent link: https://www.econbiz.de/10003705860
Saved in:
6
Self-decomposability and option pricing
Carr, Peter
;
Geman, Hélyette
;
Madan, Dilip B.
;
Yor, Marc
- In:
Mathematical finance : an international journal of …
17
(
2007
)
1
,
pp. 31-57
Persistent link: https://www.econbiz.de/10003543101
Saved in:
7
Stochastic skew in currency options
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial economics
86
(
2007
)
1
,
pp. 213-247
Persistent link: https://www.econbiz.de/10003546310
Saved in:
8
On the numerical evaluation of option prices in jump diffusion processes
Carr, Peter
;
Mayo, Anita
- In:
The European journal of finance
13
(
2007
)
3/4
,
pp. 353-372
Persistent link: https://www.econbiz.de/10003550397
Saved in:
9
Using pseudo-parabolic and fractional equations for option pricing in jump diffusion models
Itkin, Andrey
;
Carr, Peter
- In:
Computational economics
40
(
2012
)
1
,
pp. 63-104
Persistent link: https://www.econbiz.de/10009627499
Saved in:
10
Semi-static hedging of barrier options under poisson jumps
Carr, Peter
- In:
International journal of theoretical and applied finance
14
(
2011
)
7
,
pp. 1091-1111
Persistent link: https://www.econbiz.de/10009407668
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