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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/10001249758
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The stop-loss start-gain paradox and option valuation : a new decomposition into intrinsic and time value
Carr, Peter - In: The review of financial studies 3 (1990) 3, pp. 469-492
Persistent link: https://www.econbiz.de/10001105894
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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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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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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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A Simple Robust Link Between American Puts and Credit Protection
Carr, Peter; Wu, Liuren - In: The review of financial studies 24 (2011) 2, pp. 473-473
Persistent link: https://www.econbiz.de/10008811708
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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