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A tale of two indices
Carr, Peter; Wu, Liuren - In: The journal of derivatives : the official publication … 13 (2006) 3, pp. 13-29
Persistent link: https://www.econbiz.de/10003321077
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Factor models for option pricing
Carr, Peter; Madan, Dilip B. - In: Asia-Pacific financial markets 19 (2012) 4, pp. 319-329
Persistent link: https://www.econbiz.de/10009705364
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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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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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Implied remaining variance in derivative pricing
Carr, Peter; Sun, Jian - In: The journal of fixed income 23 (2014) 4, pp. 19-32
Persistent link: https://www.econbiz.de/10010388877
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Stochastic volatility for Lévy processes
Carr, Peter (contributor) - In: Mathematical finance : an international journal of … 13 (2003) 3, pp. 345-382
Persistent link: https://www.econbiz.de/10001782284
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The fine structure of asset returns : an empirical investigation
Carr, Peter; Geman, Hélyette; Madan, Dilip B.; Yor, Marc - In: The journal of business : B 75 (2002) 2, pp. 305-332
Persistent link: https://www.econbiz.de/10001682409