Peter Carr

Courant Institute of Mathematical Sciences

4本站收录论文

249这些论文的被引

3本站 h 指数

2合作者

作者编号 A5064063645 · ORCID 0000-0002-1628-8454。统计只算本站收录的论文。

发表的论文4 篇，按出版时间

1
Option Profit and Loss Attribution and Pricing: A New FrameworkJournal of Finance201844
2
Leverage Effect, Volatility Feedback, and Self-Exciting Market DisruptionsJournal of Financial and Quantitative Analysis201799
3
Derivatives pricing under bilateral counterparty riskJournal of Risk20171
4
Analyzing volatility risk and risk premium in option contracts: A new theoryJournal of Financial Economics2016105

按月发文

逐年被引

合作者

Liuren Wu3 篇 Samim Ghamami1 篇

研究主题和期刊

Journal of Financial Economics1 Journal of Financial and Quantitative Analysis1 Journal of Finance1 Journal of Risk1