Peter Carr
- Finance top 0.02%
- Stochastic processes and financial applications 134
- Financial Risk and Volatility Modeling 61
- Financial Markets and Investment Strategies 50
- Credit Risk and Financial Regulations 34
- Capital Investment and Risk Analysis 32
- Economics and Econometrics top 0.1%
- Economic theories and models 23
- Complex Systems and Time Series Analysis 19
- Demography top 0.1%
- Insurance, Mortality, Demography, Risk Management 15
Peter Carr
148 papers receiving 10.4k citations
Hit Papers
Peers
Comparison fields: 5 of 101
- Finance 10.5k
- Economics and Econometrics 4.1k
- Demography 1.5k
- General Economics, Econometrics and Finance 764
- Management Science and Operations Research 1.1k
Countries citing papers authored by Peter Carr
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).
Fields of papers citing papers by Peter Carr
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
The 25 scholars most cited alongside Peter Carr, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
| # | Work | ||
|---|---|---|---|
| 1 | 2023 | 2 | |
| 2 | 2022 | 0 | |
| 3 | 2022 | 1 | |
| 4 | 2015 | 20 | |
| 5 | Jumps without tears: A new splitting technology for barrier options | 2011 | 14 |
| 6 | 2010 | 79 | |
| 7 | Markets, profits, capital, leverage and return | 2010 | 19 |
| 8 | Variance Risk Premiums | 2009 | 114 |
| 9 | 2008 | 1 | |
| 10 | 2007 | 80 | |
| 11 | 2006 | 4 | |
| 12 | 2004 | 43 | |
| 13 | The Finite Moment Log Stable Process and Option Pricing | 2003 | 20 |
| 14 | Why be Backward ? Forward equations for American options | 2003 | 9 |
| 15 | 2003 | 365 | |
| 16 | 2003 | 9 | |
| 17 | Optimal Investment in Derivative Securities | 2001 | 2 |
| 18 | Pollution Reduction, Environmental Uncertainty, and the Irreversibility Effect | 1998 | 5 |
| 19 | Simulating American Bond Options in an HJM Framework | 1998 | 11 |
| 20 | Fast Accurate Valuation of American Options | 1994 | 39 |
About Peter Carr
Peter Carr is a scholar working on Finance, Economics and Econometrics and General Decision Sciences, having authored 154 papers that have together received 11.4k indexed citations. Recurring topics across this work include Stochastic processes and financial applications (134 papers), Financial Risk and Volatility Modeling (61 papers), Financial Markets and Investment Strategies (50 papers), Credit Risk and Financial Regulations (34 papers), Capital Investment and Risk Analysis (32 papers), Economic theories and models (23 papers), Complex Systems and Time Series Analysis (19 papers) and Insurance, Mortality, Demography, Risk Management (15 papers). The work is most often cited by research in Finance (10.5k citations), Economics and Econometrics (4.1k citations) and Demography (1.5k citations). Peter Carr has collaborated with scholars based in United States, France and United Kingdom. Frequent co-authors include Dilip B. Madan, Liuren Wu, Hélyette Geman, Marc Yor, Eric C. Chang, Roger Lee, Robert A. Jarrow, Vadim Linetsky, Marc Yor and Gurdip Bakshi. Their work appears in journals such as Quantitative Finance, Finance and Stochastics, Mathematical Finance, The Journal of Finance and Journal of Financial Economics.
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.