Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies
if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the
same subfield and year (this is the minimum needed to enter the top 1%, not the average
within it), or reaches the top citation threshold in at least one of its specific research
topics.
Option valuation using the fast Fourier transform
19991.4k citationsPeter Carr, Dilip B. Madanprofile →
The Variance Gamma Process and Option Pricing
19981.2k citationsDilip B. Madan, Peter Carr et al.profile →
The Fine Structure of Asset Returns: An Empirical Investigation
20021.2k citationsPeter Carr, Hélyette Geman et al.profile →
This map shows the geographic impact of Peter Carr's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Peter Carr with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Peter Carr more than expected).
This network shows the impact of papers produced by Peter Carr. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Peter Carr. The network helps show where Peter Carr may publish in the future.
Co-authorship network of co-authors of Peter Carr
This figure shows the co-authorship network connecting the top 25 collaborators of Peter Carr.
A scholar is included among the top collaborators of Peter Carr based on the total number of
citations received by their joint publications. Widths of edges
represent the number of papers authors have co-authored together.
Node borders
signify the number of papers an author published with Peter Carr. Peter Carr is excluded from
the visualization to improve readability, since they are connected to all nodes in the network.
All Works
20 of 20 papers shown
1.
Carr, Peter & Umberto Cherubini. (2023). Option pricing generators. Archivio istituzionale della ricerca (Alma Mater Studiorum Università di Bologna). 2(2). 150–169.2 indexed citations
Carr, Peter & Liuren Wu. (2009). Leverage Effect, Volatility Feedback, and Self-Exciting Market Disruptions Disentangling the Multi-dimensional Variations in S&P 500 Index Options.20 indexed citations
Saphores, Jean‐Daniel & Peter Carr. (1998). Pollution Reduction, Environmental Uncertainty, and the Irreversibility Effect. RePEc: Research Papers in Economics.5 indexed citations
Carr, Peter, et al.. (1994). Fast Accurate Valuation of American Options. SSRN Electronic Journal.39 indexed citations
Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive
bibliographic database. While OpenAlex provides broad and valuable coverage of the global
research landscape, it—like all bibliographic datasets—has inherent limitations. These include
incomplete records, variations in author disambiguation, differences in journal indexing, and
delays in data updates. As a result, some metrics and network relationships displayed in
Rankless may not fully capture the entirety of a scholar's output or impact.