logo
科言猫学术研究的AI总结
language
手机端手机端
  • Phone Feature微信小程序
简体中文简体中文
notice消息通知
博客博客
delete
arrow
返回
P

Peter Carr

New York University

53H指数
232论文数
1.9W被引数
收录论文 16
发表时间
logo
Convex duality in continuous option pricing models
errANNALS OF OPERATIONS RESEARCH
IF4.5
err2023-01-10
err0
PREAI
errCarr, Peter; Torricelli, Lorenzo
err分享
err收藏
Decomposing Long Bond Returns: A Decentralized Theory*
errREVIEW OF FINANCE
IF8.4
err2022-08-10
err0
PREAI
errCarr, Peter; Wu, Liuren
err分享
err收藏
Option Profit and Loss Attribution and Pricing: A New Framework
errJOURNAL OF FINANCE
IF9.5
err2020-03-15
err15
PREAI
errCarr, Peter; Wu, Liuren
err分享
err收藏
Leverage Effect, Volatility Feedback, and Self-Exciting Market Disruptions
errJOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS
IF2.8
err2017-10-04
err65
PREAI
errCarr, Peter; Wu, Liuren
err分享
err收藏
Solving the Optimal Trading Trajectory Problem Using a Quantum Annealer使用量子退火器解决最佳交易轨迹问题
errIEEE JOURNAL OF SELECTED TOPICS IN SIGNAL PROCESSING
IF13.7
err2016-09-01
err127
errOAAI
errRosenberg, Gili; Haghnegahdar, Poya; Goddard, Phil; Carr, Peter; Wu, Kesheng; de Prado, Marcos Lopez
err分享
err收藏
Optimal rates from eigenvalues
errFINANCE RESEARCH LETTERS
IF6.9
err2016-02-01
err1
PREAI
errCarr, Peter; Worah, Pratik
err分享
err收藏
THE VALUATION OF SEQUENTIAL EXCHANGE OPPORTUNITIES
errJOURNAL OF FINANCE
IF9.5
err2012-04-30
err149
PREAI
errCARR, P
err分享
err收藏
A Simple Robust Link Between American Puts and Credit Protection
errREVIEW OF FINANCIAL STUDIES
IF5.4
err2010-12-10
err65
errOAAI
errCarr, Peter; Wu, Liuren
err分享
err收藏
Volatility Derivatives波动率衍生品
errfinancial economics
IF5.2
err2009-12-01
err131
PREAI
errCarr, Peter; Lee, Roger
err分享
err收藏
On the qualitative effect of volatility and duration on prices of Asian options
errFINANCE RESEARCH LETTERS
IF6.9
err2008-09-01
err26
PREAI
errCarr, Peter; Ewald, Christian-Oliver; Xiao, Yajun
err分享
err收藏
Variance Risk Premiums
errREVIEW OF FINANCIAL STUDIES
IF5.4
err2008-04-10
err696
PREAI
errCarr, Peter; Wu, Liuren
err分享
err收藏
Theory and evidence on the dynamic interactions between sovereign credit default swaps and currency options
errJOURNAL OF BANKING & FINANCE
IF3.8
err2007-08-01
err65
PREAI
errCarr, Peter; Wu, Liuren
err分享
err收藏
What type of process underlies options? A simple robust test
errJOURNAL OF FINANCE
IF9.5
err2003-11-07
err172
PREAI
errCarr, P; Wu, LR
err分享
err收藏
The finite moment log stable process and option pricing
errJOURNAL OF FINANCE
IF9.5
err2003-03-21
err316
PREAI
errCarr, P; Wu, LR
err分享
err收藏
Static hedging of exotic options
errJOURNAL OF FINANCE
IF9.5
err2002-12-17
err154
PREAI
errCarr, P; Ellis, K; Gupta, V
err分享
err收藏
Randomization and the American put
errREVIEW OF FINANCIAL STUDIES
IF5.4
err1998-07-01
err234
PREAI
errCarr, P
err分享
err收藏

研究方向

暂时未获取到该数据
合作学者
合作期刊
K
Kesheng Wu
H 指数: 44 · 论文数: 412
L
Liuren Wu
H 指数: 41 · 论文数: 179
R
Roger Lee
H 指数: 39 · 论文数: 285
M
Marcos López de Prado
H 指数: 28 · 论文数: 231
K
Katrina R. Ellis
H 指数: 27 · 论文数: 107
查看更多