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Stochastic volatility for Lévy processes

Carr, Peter (contributor) - In: Mathematical finance : an international journal of … 13 (2003) 3, pp. 345-382

Persistent link: https://www.econbiz.de/10001782284

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/10001682409

Implied remaining variance in derivative pricing

Carr, Peter; Sun, Jian - In: The journal of fixed income 23 (2014) 4, pp. 19-32

Persistent link: https://www.econbiz.de/10010388877

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

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/10003321077

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

Testimony before the U.S. House of Representatives – Committee on Financial Services – Task Force on Artificial Intelligence

Lopez de Prado, Marcos - 2020

I have divided this testimony into four sections, which discuss: (1) several types of automation currently being deployed in capital markets and the financial sector, and how they affect decision-making; (2) how machine learning (ML) and automation can help and hurt workers by disruption of the...

Persistent link: https://www.econbiz.de/10012846310