haku: @author Carr, P. / yhteensä: 9
viitteet: 1-9 / 9
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1.
On the numerical evaluation of option prices in jump diffusion processes
European Journal of Finance
2007 : APR/JUN, VOL. 13:3-4, p. 353-372
 2007 Carr, P.
Mayo, A.
2.
Corridor variance swaps
Risk
2004 : FEB, VOL. 17:2, p. 67-72
 2004 Carr, P.
Lewis, K.
3.
Time-changed Levy processes and option pricing
Journal of Financial Economics
2004 : JAN, VOL. 71:1, p. 113-141
 2004 Carr, P.
Wu, L.
4.
The finite moment log stable process and option pricing
Journal of Finance
2003 : APR, VOl. 58:2. p. 753-777
 2003 Carr, P.
Wu, L.
5.
Deriving derivatives of derivative securities
Journal of Computational Finance
2001 : WINTER, VOL. 4:2, p. 5-29
 2001 Carr, P.
6.
Pricing and hedging in incomplete markets
Journal of Financial Economics
2001 : OCT, VOL. 62:1, p. 131-167
 2001 Carr, P.
Geman, H.
Madan, D. B.
7.
The valuation of executive stock options in an intensity-based framework
European Finance Review
2000 : VOL. 4:3, p. 211-230
 2000 Carr, P.
Linetsky, V.
8.
Managing healthily: how an NHS region is promoting change
Personnel Management
1993 : OCT, VOL. 25:10, p. 48-53
 1993 Carr, P.
Donaldson, L.
9.
The life and times of the labour attache.
Personnel Management
1981 : FEB, VOL. 13:2, p. 40-42
 1981 Carr, P.
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