Statistics
Publications
108
Citations
17.7K
H-Index
50
Active since
1987
Peter Carr is an author at New York University specializing in financial economics, finance, and business.
Publications per year
1987–2021
108
108
Option valuation using the fast Fourier transform
Peter Carr, Dilip B. Madan · The Journal of Computational Finance · 1999 · 2.3K citations
The Variance Gamma Process and Option Pricing
Dilip B. Madan, Peter Carr, Eric C. Chang · European Finance Review · 1998 · 1.9K citations
The Fine Structure of Asset Returns: An Empirical Investigation
Peter Carr, Hélyette Geman, Dilip B. Madan et al. · The Journal of Business · 2002 · 1.8K citations
Peter Carr, Liuren Wu · Review of Financial Studies · 2008 · 1.4K citations
Business, Finance, Risk Management +15
Stochastic Volatility for Lévy Processes
Peter Carr, Hélyette Geman, Dilip B. Madan et al. · Mathematical Finance · 2003 · 911 citations
Engineering, Economics, Finance +17
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