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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/10007754431
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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. 2383-2404
Persistent link: https://www.econbiz.de/10007757878
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Stochastic risk premiums, stochastic skewness in currency options, and stochastic discount factors in international economies
Bakshi, Gurdip; Carr, Peter; Wu, Liuren - In: Journal of financial economics 87 (2008) 1, pp. 132-156
Persistent link: https://www.econbiz.de/10007894623
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CUTTING EDGE: Volatility options - Realosed volatility and variance: options via swaps - The authors present explicit and readily applicable formulas for valuing options on realise...
Carr, Peter; Lee, Roger - In: Risk : managing risk in the world's financial markets 20 (2007) 5, pp. 76-83
Persistent link: https://www.econbiz.de/10007738040
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Using Pseudo-Parabolic and Fractional Equations for Option Pricing in Jump Diffusion Models
Itkin, Andrey; Carr, Peter - In: Computational economics 40 (2012) 1, pp. 63-105
Persistent link: https://www.econbiz.de/10009977724
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RISK, RETURN, AND ROSS RECOVERY
Carr, Peter; Yu, Jiming - In: The journal of derivatives : the official publication … 20 (2012) 1, pp. 38-60
Persistent link: https://www.econbiz.de/10010021119
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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
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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 (2013) 2, pp. 473-472
Persistent link: https://www.econbiz.de/10010114079
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Variation and share-weighted variation swaps on time-changed Lévy processes
Carr, Peter; Lee, Roger - In: Finance and stochastics 17 (2013) 4, pp. 685-716
Persistent link: https://www.econbiz.de/10010183827
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SCM Involving Small Versus Large Suppliers: Relational Exchange and Electronic Communication Media
Larson, Paul D.; Carr, Peter; Dhariwal, Kewal S. - In: The journal of supply chain management : a global … 41 (2005) 1, pp. 18-29
Persistent link: https://www.econbiz.de/10006363347