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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
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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
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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/10003550397
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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. 2383-2403
Persistent link: https://www.econbiz.de/10003522944
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Volatility derivatives
Carr, Peter; Lee, Roger - In: Annual review of financial economics 1 (2009), pp. 319-339
Persistent link: https://www.econbiz.de/10003924502
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Markets, profits, capital, leverage and return
Carr, Peter; Madan, Dilip B.; Alvarez, Juan Jose Vicente - In: Journal of risk 14 (2011/12) 1, pp. 95-122
Persistent link: https://www.econbiz.de/10011301314
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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. 63-104
Persistent link: https://www.econbiz.de/10009627499
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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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Static hedging of standard options
Carr, Peter; Wu, Liuren - In: Journal of financial econometrics : official journal of … 12 (2014) 1, pp. 3-46
Persistent link: https://www.econbiz.de/10010233614
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On the hedging of options on exploding exchange rates
Carr, Peter; Fisher, Travis; Ruf, Johannes - In: Finance and stochastics 18 (2014) 1, pp. 115-144
Persistent link: https://www.econbiz.de/10010235456