Peter Carr

19.0k citations
154 papers · 11.5k · 5 hit papers · h-index 44

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
    • Complex Systems and Time Series Analysis
    • Market Dynamics and Volatility

Papers in

    • 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
    • Economic theories and models 23
    • Complex Systems and Time Series Analysis 19

Peter Carr

147 papers receiving 10.5k citations

Peter Carr's Hit Papers

Variance Risk Premiums 2008 · 961 citations
9610+9+18Years since publication4008001.2k

Peers

Peter Carr
Comparison fields: 5 of 101
  • Finance 10.6k
  • Economics and Econometrics 4.1k
  • Demography 1.5k
  • General Economics, Econometrics and Finance 761
  • Management Science and Operations Research 1.1k
Replace Dilip B. Madan with:
Dilip B. Madan United States
Steven E. Shreve United States
Steven L. Heston United States
Ioannis Karatzas United States
Philip Protter United States
John Hull Canada
Rama Cont United Kingdom
Hélyette Geman United Kingdom
Xun Yu Zhou Hong Kong
Paul Glasserman United States
Peter Carr relative to Dilip B. Madan United States Dilip B. Madan's profile →
Citations per field
00.5×1.5×
Dilip B. Madan · 1×
Citations per year

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-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.

Border = papers with Peter Carr Line = papers co-authored together Peter Carr links everyone, so they are left out of the graph.

All Works

20 of 20 papers shown

Showing the 20 most-cited of 154 papers — load more, or switch the sort, to bring in the rest.

#Work
1
Option valuation using the fast Fourier transform
Hit paper breakdown →
19991382
2
The Variance Gamma Process and Option Pricing
Hit paper breakdown →
19981214
3
The Fine Structure of Asset Returns: An Empirical Investigation
Hit paper breakdown →
20021162
4
Variance Risk Premiums
Hit paper breakdown →
2008961
5
Stochastic Volatility for Lévy Processes
Hit paper breakdown →
2003577
6 2003481
7 2003368
8 1992346
9 2006307
10 2001237
11 2003221
12 2001202
13 1998175
14 1988167
15 2007161
16 2006151
17 2006149
18 2009139
19 2009136
20 2005118

About Peter Carr

Peter Carr is a scholar working on Finance, Economics and Econometrics, Demography, Management Science and Operations Research and Mathematical Physics, having authored 154 papers that have together received 11.5k 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 (10.6k citations), Economics and Econometrics (4.1k citations), Demography (1.5k citations), General Economics, Econometrics and Finance (761 citations) and Management Science and Operations Research (1.1k 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 The Journal of Computational Finance.

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.

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