Peter Carr

18.8k total citations · 5 hit papers
154 papers, 11.4k citations indexed

About

Peter Carr is a scholar working on Finance, Economics and Econometrics and Demography. According to data from OpenAlex, Peter Carr has authored 154 papers receiving a total of 11.4k indexed citations (citations by other indexed papers that have themselves been cited), including 144 papers in Finance, 50 papers in Economics and Econometrics and 15 papers in Demography. Recurrent topics in Peter Carr's work include Stochastic processes and financial applications (134 papers), Financial Risk and Volatility Modeling (61 papers) and Financial Markets and Investment Strategies (50 papers). Peter Carr is often cited by papers focused on Stochastic processes and financial applications (134 papers), Financial Risk and Volatility Modeling (61 papers) and Financial Markets and Investment Strategies (50 papers). Peter Carr collaborates with scholars based in United States, France and United Kingdom. Peter Carr's 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 and has published in prestigious journals such as The Journal of Finance, Journal of Financial Economics and Review of Financial Studies.

In The Last Decade

Peter Carr

148 papers receiving 10.4k citations

Hit Papers

Option valuation using the fast Fourier transform 1998 2026 2007 2016 1999 1998 2002 2008 2003 400 800 1.2k

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Peter Carr United States 44 10.5k 4.1k 1.5k 1.1k 764 154 11.4k
Dilip B. Madan United States 43 12.0k 1.1× 4.8k 1.2× 1.6k 1.1× 1.9k 1.8× 853 1.1× 328 13.0k
Steven L. Heston United States 24 8.4k 0.8× 3.6k 0.9× 1.1k 0.8× 670 0.6× 937 1.2× 60 9.1k
Steven E. Shreve United States 34 7.4k 0.7× 4.3k 1.1× 1.3k 0.9× 2.4k 2.2× 552 0.7× 74 10.1k
Ioannis Karatzas United States 44 9.1k 0.9× 5.1k 1.3× 1.6k 1.1× 2.8k 2.5× 664 0.9× 134 11.6k
Philip Protter United States 34 5.8k 0.5× 2.2k 0.5× 884 0.6× 1.2k 1.1× 389 0.5× 116 7.3k
John Hull Canada 23 7.4k 0.7× 3.0k 0.7× 882 0.6× 653 0.6× 912 1.2× 47 8.0k
Rama Cont United Kingdom 37 4.9k 0.5× 3.7k 0.9× 412 0.3× 1.4k 1.3× 410 0.5× 138 6.6k
Hélyette Geman United Kingdom 30 4.3k 0.4× 2.5k 0.6× 854 0.6× 690 0.6× 458 0.6× 88 5.3k
Paul Glasserman United States 42 5.2k 0.5× 1.5k 0.4× 1.1k 0.7× 2.4k 2.2× 522 0.7× 209 8.5k
Jonathan E. Ingersoll United States 32 11.7k 1.1× 6.3k 1.6× 1.3k 0.9× 1.2k 1.1× 2.6k 3.4× 57 13.6k

Countries citing papers authored by Peter Carr

Since Specialization
Citations

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

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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
2.
Carr, Peter & Umberto Cherubini. (2022). Generalized Compounding and Growth Optimal Portfolios Reconciling Kelly and Samuelson. The Journal of Derivatives. 30(2). 74–93.
3.
Carr, Peter, et al.. (2022). Semi-Analytical Pricing of Barrier Options in the Time-Dependent Heston Model. The Journal of Derivatives. 30(2). 141–171. 1 indexed citations
4.
Itkin, Andrey & Peter Carr. (2011). Jumps without tears: A new splitting technology for barrier options. 8(4). 667–704. 14 indexed citations
5.
Carr, Peter, et al.. (2010). Markets, profits, capital, leverage and return. RePEc: Research Papers in Economics. 14(1). 95–122. 19 indexed citations
6.
Mendoza‐Arriaga, Rafael, Peter Carr, & Vadim Linetsky. (2010). TIME-CHANGED MARKOV PROCESSES IN UNIFIED CREDIT-EQUITY MODELING. Mathematical Finance. 20(4). 527–569. 79 indexed citations
7.
Carr, Peter & Liuren Wu. (2009). Variance Risk Premiums. SSRN Electronic Journal. 114 indexed citations
8.
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
9.
Carr, Peter, et al.. (2008). Robust Replication of Default Contingent Claims. Behaviour Research and Therapy. 86. 68–86. 1 indexed citations
10.
Carr, Peter & Michael Schröder. (2004). Bessel Processes, the Integral of Geometric Brownian Motion, and Asian Options. Theory of Probability and Its Applications. 48(3). 400–425. 43 indexed citations
11.
Carr, Peter, et al.. (2003). Why be Backward ? Forward equations for American options. 9 indexed citations
12.
Wu, Liuren & Peter Carr. (2003). The Finite Moment Log Stable Process and Option Pricing. SSRN Electronic Journal. 20 indexed citations
13.
Carr, Peter, Hélyette Geman, Dilip B. Madan, & Marc Yor. (2003). Stochastic Volatility for Lévy Processes. Mathematical Finance. 13(3). 345–382. 570 indexed citations breakdown →
14.
Carr, Peter & Liuren Wu. (2003). The Finite Moment Log Stable Process and Option Pricing. The Journal of Finance. 58(2). 753–777. 365 indexed citations
15.
Carr, Peter, et al.. (2001). Optimal Investment in Derivative Securities. RePEc: Research Papers in Economics. 2 indexed citations
16.
Wu, Liuren & Peter Carr. (2001). A Simple Robust Test for the Presence of Jumps in Asset Prices. SSRN Electronic Journal. 1 indexed citations
17.
Wu, Liuren & Peter Carr. (2001). Time-Changed Levy Process and Option Pricing. SSRN Electronic Journal. 8 indexed citations
18.
Saphores, Jean‐Daniel & Peter Carr. (1998). Pollution Reduction, Environmental Uncertainty, and the Irreversibility Effect. RePEc: Research Papers in Economics. 5 indexed citations
19.
Carr, Peter. (1996). Randomization and the American Put. SSRN Electronic Journal. 23 indexed citations
20.
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.

Explore authors with similar magnitude of impact

Rankless by CCL
2026