Standout Papers

Option valuation using the fast Fourier transform 1998 2026 2007 2016 1.3k
  1. Option valuation using the fast Fourier transform (1999)
    Peter Carr, Dilip B. Madan The Journal of Computational Finance
  2. The Variance Gamma Process and Option Pricing (1998)
    Dilip B. Madan, Peter Carr et al. European Finance Review
  3. The Fine Structure of Asset Returns: An Empirical Investigation (2002)
    Peter Carr, Hélyette Geman et al. The Journal of Business
  4. Variance Risk Premiums (2008)
    Peter Carr, Liuren Wu Review of Financial Studies
  5. Stochastic Volatility for Lévy Processes (2003)
    Peter Carr, Hélyette Geman et al. Mathematical Finance

Immediate Impact

1 by Nobel laureates 5 from Science/Nature 90 standout
Sub-graph 1 of 16

Citing Papers

Pricing Poseidon: Extreme Weather Uncertainty and Firm Return Dynamics
2025 Standout
Quantum many-body simulations on digital quantum computers: State-of-the-art and future challenges
2024 Standout
72 intermediate papers

Works of Peter Carr being referenced

Solving the Optimal Trading Trajectory Problem Using a Quantum Annealer
2016
Solving the Optimal Trading Trajectory Problem Using a Quantum Annealer
2015
and 24 more

Author Peers

Author Last Decade Papers Cites
Peter Carr 9966 3794 1435 136 10.7k
Dilip B. Madan 11462 4567 1581 300 12.4k
Ioannis Karatzas 8159 4561 1383 123 10.3k
Steven E. Shreve 5810 3438 987 65 7.8k
Steven L. Heston 7957 3436 1058 56 8.5k
Philip Protter 4961 1918 762 110 6.2k
Robert J. Elliott 4964 2109 1414 405 9.6k
Alan White 8098 3029 884 92 9.4k
Rama Cont 4673 3476 399 134 6.2k
Jonathan E. Ingersoll 11124 6014 1240 57 12.9k
Hélyette Geman 4120 2306 833 80 5.0k

All Works

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Rankless by CCL
2026