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Pricing swaps and options on quadratic variation under stochastic time change models—discrete observations case
Itkin, Andrey; Carr, Peter - In: Review of derivatives research 13 (2010) 2, pp. 141-177
Persistent link: https://www.econbiz.de/10008424177
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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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New solvable stochastic volatility models for pricing volatility derivatives
Itkin, Andrey - In: Review of derivatives research 16 (2013) 2, pp. 111-134
Persistent link: https://www.econbiz.de/10010136592
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Time-changed Lévy processes and option pricing
Carr, Peter; Wu, Liuren - In: Journal of financial economics 71 (2004) 1, pp. 113-142
Persistent link: https://www.econbiz.de/10006505043
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Pricing and hedging in incomplete markets
Carr, Peter; Geman, Helyette; Madan, Dilip B. - In: Journal of financial economics 62 (2001) 1, pp. 131-168
Persistent link: https://www.econbiz.de/10006511917
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What Type of Process Underlies Options? A Simple Robust Test
Carr, Peter; Wu, Liuren - In: The journal of finance : the journal of the American … 58 (2003) 6, pp. 2581-2610
Persistent link: https://www.econbiz.de/10006553501
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The Finite Moment Log Stable Process and Option Pricing
Carr, Peter; Wu, Liuren - In: The journal of finance : the journal of the American … 58 (2003) 2, pp. 753-778
Persistent link: https://www.econbiz.de/10006556266
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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
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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/10006034661
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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/10006108054