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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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Variance Risk Premiums
Carr, Peter; Wu, Liuren - In: The review of financial studies 22 (2009) 3, pp. 1311-1342
Persistent link: https://www.econbiz.de/10008176664
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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/10008322213
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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/10007983327
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Randomization and the American Put
Carr, Peter - In: The review of financial studies 11 (1998) 3, pp. 597-626
Persistent link: https://www.econbiz.de/10007351457
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Static Hedging of Exotic Options
Carr, Peter; Ellis, Katrina; Gupta, Vishal - In: The journal of finance : the journal of the American … 53 (1998) 3, pp. 1165-1190
Persistent link: https://www.econbiz.de/10007356102