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Peter Carr
New York University - New York / United States
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 852109
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Peter Carr's MOST POPULAR ARTICLES
1-)
Option valuation using the fast Fourier transformP Carr, D MadanJournal of computational finance 2 (4), 61-73, 199928461999
2-)
The variance gamma process and option pricingDB Madan, PP Carr, EC ChangReview of Finance 2 (1), 79-105, 199822961998
3-)
The fine structure of asset returns: An empirical investigationP Carr, H Geman, DB Madan, M YorThe Journal of Business 75 (2), 305-332, 200221512002
4-)
Variance risk premiumsP Carr, L WuThe Review of Financial Studies 22 (3), 1311-1341, 200915812009
5-)
Stochastic volatility for Lévy processesP Carr, H Geman, DB Madan, M YorMathematical finance 13 (3), 345-382, 200311562003
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