Peter Carr
Impact in
- Finance top 0.02%
- Stochastic processes and financial applications
- Financial Risk and Volatility Modeling
- Financial Markets and Investment Strategies
- Capital Investment and Risk Analysis
- Credit Risk and Financial Regulations
- Economics and Econometrics top 0.1%
- Complex Systems and Time Series Analysis
- Market Dynamics and Volatility
Papers in
- Finance 151
- Stochastic processes and financial applications 141
- Financial Risk and Volatility Modeling 63
- Financial Markets and Investment Strategies 51
- Capital Investment and Risk Analysis 38
- Credit Risk and Financial Regulations 34
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- Economic theories and models 25
- Complex Systems and Time Series Analysis 19
- Co-authors
- Dilip B. Madan (34 shared papers)Liuren Wu (34 shared papers)Hélyette Geman (11 shared papers)Marc Yor (5 shared papers)Eric C. Chang (1 shared paper)Robert A. Jarrow (5 shared papers)Roger Lee (5 shared papers)Vadim Linetsky (4 shared papers)
- Journals
- Quantitative Finance (9 papers)Finance and Stochastics (8 papers)Mathematical Finance (7 papers)The Journal of Finance (6 papers)SIAM Journal on Financial Mathematics (4 papers)
- Partner nations
- United StatesFranceUnited Kingdom
In The Last Decade
Peter Carr
155 papers receiving 11.4k citations
Peter Carr's Hit Papers
Peers
Comparison fields: 5 of 104
- Finance 11.5k
- Economics and Econometrics 4.4k
- Demography 1.6k
- General Economics, Econometrics and Finance 840
- Management Science and Operations Research 1.2k
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-authors
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
Showing the 20 most-cited of 163 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | Option valuation using the fast Fourier transform Hit paper breakdown → | 1999 | 1462 |
| 2 | The Variance Gamma Process and Option Pricing Hit paper breakdown → | 1998 | 1269 |
| 3 | The Fine Structure of Asset Returns: An Empirical Investigation Hit paper breakdown → | 2002 | 1222 |
| 4 | Variance Risk Premiums Hit paper breakdown → | 2008 | 973 |
| 5 | Stochastic Volatility for Lévy Processes Hit paper breakdown → | 2003 | 608 |
| 6 | Time-changed Lévy processes and option pricing Hit paper breakdown → | 2003 | 504 |
| 7 | 2003 | 377 | |
| 8 | 1992 | 361 | |
| 9 | 2010 | 337 | |
| 10 | 2006 | 312 | |
| 11 | 2001 | 242 | |
| 12 | 2003 | 231 | |
| 13 | 2001 | 218 | |
| 14 | 1998 | 183 | |
| 15 | 1988 | 181 | |
| 16 | 1999 | 162 | |
| 17 | 2007 | 161 | |
| 18 | 2006 | 154 | |
| 19 | 2006 | 151 | |
| 20 | 2009 | 140 |
About Peter Carr
Peter Carr is a scholar working on Finance, Economics and Econometrics, Demography, Management Science and Operations Research and Strategy and Management, having authored 163 papers that have together received 12.5k indexed citations. Recurring topics across this work include Stochastic processes and financial applications (141 papers), Financial Risk and Volatility Modeling (63 papers), Financial Markets and Investment Strategies (51 papers), Capital Investment and Risk Analysis (38 papers), Credit Risk and Financial Regulations (34 papers), Economic theories and models (25 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 (11.5k citations), Economics and Econometrics (4.4k citations), Demography (1.6k citations), General Economics, Econometrics and Finance (840 citations) and Management Science and Operations Research (1.2k 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, Robert A. Jarrow, Roger Lee, 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 SIAM Journal on Financial Mathematics.
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.