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A functional analysis approach to the static replication of European options
Bossu, Sébastien; Carr, Peter; Papanicolaou, Andrew - In: Quantitative finance 21 (2021) 4, pp. 637-655
Persistent link: https://www.econbiz.de/10012483843
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The valuation of sequential exchange opportunities
Carr, Peter - In: The journal of finance : the journal of the American … 43 (1988) 5, pp. 1235-1256
Persistent link: https://www.econbiz.de/10001073000
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A note on the pricing of commodity-linked bonds
Carr, Peter - In: The journal of finance : the journal of the American … 42 (1987) 4, pp. 1071-1076
Persistent link: https://www.econbiz.de/10001055592
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Semi-static hedging of barrier options under poisson jumps
Carr, Peter - In: International journal of theoretical and applied finance 14 (2011) 7, pp. 1091-1111
Persistent link: https://www.econbiz.de/10009407668
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First-order calculus and option pricing
Carr, Peter - In: Journal of financial engineering 1 (2014) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10010508100
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Option valuation using the fast Fourier transform
Carr, Peter; Madan, Dilip B. - In: The journal of computational finance 2 (1999) 4, pp. 61-73
Persistent link: https://www.econbiz.de/10001517298
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The variance gamma process and option pricing
Madan, Dilip B.; Carr, Peter; Chang, Eric Chieh - In: European finance review : the official journal of the … 2 (1998) 1, pp. 79-105
Persistent link: https://www.econbiz.de/10001400428
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Alternative characterizations of American put options
Carr, Peter - In: Mathematical finance : an international journal of … 2 (1992) 2, pp. 87-105
Persistent link: https://www.econbiz.de/10001184902
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The valuation of executive stock options in an intensity-based framework
Carr, Peter; Linetsky, Vadim - In: European finance review : the official journal of the … 4 (2000) 3, pp. 211-230
Persistent link: https://www.econbiz.de/10001594050
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Optimal investment in derivative securities
Carr, Peter; Jin, Xing; Madan, Dilip B. - In: Finance and stochastics 5 (2001) 1, pp. 33-59
Persistent link: https://www.econbiz.de/10001553046