World's Best Scientists 2026 revealed!

D-Index & Metrics

Economics and Finance

D-Index
60
Citations
24967
World Ranking
800
National Ranking
501

Peter Carr publication distribution in Economics and Finance in 2026

The chart shows the distribution of publications by all Research.com ranked scientists in the field of Economics and Finance in 2026. The highlighted bar marks where Peter Carr sits on this spectrum.

42–46 publications: 1 scientists 47–51 publications: 12 scientists 52–56 publications: 7 scientists 57–61 publications: 23 scientists 62–66 publications: 32 scientists 67–71 publications: 36 scientists 72–76 publications: 56 scientists 77–81 publications: 57 scientists 82–86 publications: 70 scientists 87–91 publications: 86 scientists 92–96 publications: 72 scientists 97–101 publications: 106 scientists 102–106 publications: 97 scientists 107–111 publications: 96 scientists 112–116 publications: 101 scientists 117–121 publications: 103 scientists 122–126 publications: 102 scientists 127–131 publications: 108 scientists 132–136 publications: 107 scientists 137–141 publications: 111 scientists 142–146 publications: 94 scientists 147–151 publications: 96 scientists 152–156 publications: 100 scientists 157–161 publications: 74 scientists 162–166 publications: 68 scientists 167–171 publications: 91 scientists 172–176 publications: 76 scientists 177–181 publications: 75 scientists 182–186 publications: 61 scientists 187–191 publications: 66 scientists 192–196 publications: 68 scientists 197–201 publications: 71 scientists 202–206 publications: 60 scientists 207–211 publications: 56 scientists 212–216 publications: 44 scientists 217–221 publications: 51 scientists 222–226 publications: 65 scientists 227–231 publications: 48 scientists 232–236 publications: 59 scientists 237–241 publications: 37 scientists 242–246 publications: 37 scientists 247–251 publications: 41 scientists 252–256 publications: 43 scientists 257–261 publications: 33 scientists 262–266 publications: 34 scientists 267–271 publications: 39 scientists 272–276 publications: 25 scientists 277–281 publications: 29 scientists 282–286 publications: 29 scientists 287–291 publications: 26 scientists 292–296 publications: 31 scientists 297–301 publications: 31 scientists 302–306 publications: 24 scientists 307–311 publications: 28 scientists 312–316 publications: 24 scientists 317–321 publications: 13 scientists 322–326 publications: 14 scientists 327–331 publications: 25 scientists 332–336 publications: 18 scientists 337–341 publications: 16 scientists 342–346 publications: 18 scientists 347–351 publications: 15 scientists 352–356 publications: 17 scientists 357–361 publications: 19 scientists 362–366 publications: 16 scientists 367–371 publications: 17 scientists 372–376 publications: 7 scientists 377–381 publications: 18 scientists 382–386 publications: 13 scientists 387–391 publications: 19 scientists 392–396 publications: 9 scientists 397–401 publications: 10 scientists 402–406 publications: 13 scientists 407–411 publications: 13 scientists 412–416 publications: 5 scientists 417–421 publications: 10 scientists 422–426 publications: 6 scientists 427–431 publications: 12 scientists 432–436 publications: 9 scientists 437–441 publications: 9 scientists 442–446 publications: 10 scientists 447–451 publications: 12 scientists 452–456 publications: 8 scientists 457–461 publications: 4 scientists 462–466 publications: 7 scientists 467–471 publications: 4 scientists 472–476 publications: 5 scientists 477–481 publications: 6 scientists 482–486 publications: 7 scientists 487–491 publications: 8 scientists 492–496 publications: 5 scientists 497–501 publications: 4 scientists 502–506 publications: 4 scientists 507–511 publications: 5 scientists 512–516 publications: 7 scientists 517–520 publications: 7 scientists 521+ publications: 99 scientists
42 publications 521+

This scientist: 193 publications — 59th percentile

59% of scientists in this discipline score the same or lower.

The last bar groups every scientist with 521 publications or more.

Peter Carr D-index placement in Economics and Finance in 2026

The chart shows the D-index (discipline H-index) distribution of Economics and Finance scientists ranked by Research.com in 2026. The highlighted bar marks where Peter Carr sits on this spectrum.

30 D-Index: 126 scientists 31 D-Index: 147 scientists 32 D-Index: 157 scientists 33 D-Index: 178 scientists 34 D-Index: 171 scientists 35 D-Index: 141 scientists 36 D-Index: 132 scientists 37 D-Index: 129 scientists 38 D-Index: 130 scientists 39 D-Index: 120 scientists 40 D-Index: 117 scientists 41 D-Index: 113 scientists 42 D-Index: 114 scientists 43 D-Index: 97 scientists 44 D-Index: 115 scientists 45 D-Index: 86 scientists 46 D-Index: 78 scientists 47 D-Index: 83 scientists 48 D-Index: 62 scientists 49 D-Index: 74 scientists 50 D-Index: 50 scientists 51 D-Index: 66 scientists 52 D-Index: 69 scientists 53 D-Index: 55 scientists 54 D-Index: 67 scientists 55 D-Index: 61 scientists 56 D-Index: 62 scientists 57 D-Index: 45 scientists 58 D-Index: 34 scientists 59 D-Index: 47 scientists 60 D-Index: 46 scientists 61 D-Index: 36 scientists 62 D-Index: 37 scientists 63 D-Index: 56 scientists 64 D-Index: 50 scientists 65 D-Index: 32 scientists 66 D-Index: 28 scientists 67 D-Index: 30 scientists 68 D-Index: 24 scientists 69 D-Index: 25 scientists 70 D-Index: 22 scientists 71 D-Index: 21 scientists 72 D-Index: 26 scientists 73 D-Index: 24 scientists 74 D-Index: 23 scientists 75 D-Index: 12 scientists 76 D-Index: 14 scientists 77 D-Index: 15 scientists 78 D-Index: 15 scientists 79 D-Index: 17 scientists 80 D-Index: 17 scientists 81 D-Index: 11 scientists 82 D-Index: 10 scientists 83 D-Index: 16 scientists 84 D-Index: 11 scientists 85 D-Index: 5 scientists 86 D-Index: 9 scientists 87 D-Index: 13 scientists 88 D-Index: 9 scientists 89 D-Index: 7 scientists 90 D-Index: 6 scientists 91 D-Index: 4 scientists 92 D-Index: 8 scientists 93 D-Index: 10 scientists 94 D-Index: 11 scientists 95 D-Index: 6 scientists 96 D-Index: 4 scientists 97 D-Index: 4 scientists 98 D-Index: 6 scientists 99 D-Index: 6 scientists 100 D-Index: 8 scientists 101+ D-Index: 100 scientists
30 D-Index 101+

This scientist: 60 D-Index — 79th percentile

79% of scientists in this discipline score the same or lower.

The last bar groups every scientist with 101 D-Index or more.

Overview

Peter Carr was affiliated with New York University in the United States. Their research primarily fell within the broad domain of Economics, Econometrics, and Finance, with a significant focus on Finance and several interdisciplinary subfields including Economics and Econometrics, Management Science and Operations Research, Mathematical Physics, and General Decision Sciences.

Their scholarly output included 55 publications in these main fields and covered a range of interconnected topics. The main subjects addressed in their work included:

  • Stochastic processes and financial applications
  • Financial Risk and Volatility Modeling
  • Credit Risk and Financial Regulations
  • Capital Investment and Risk Analysis
  • Financial Markets and Investment Strategies
  • Economic theories and models
  • Risk and Portfolio Optimization

Peter Carr contributed to various academic journals. Their most frequent publication venues were:

  • The Journal of Derivatives
  • SSRN Electronic Journal
  • Quantitative Finance
  • Frontiers of Mathematical Finance
  • The Journal of Finance

Their recent papers, which reflect their research interests and areas of investigation, included the following:

  • "Option Profit and Loss Attribution and Pricing: A New Framework," 2020, The Journal of Finance
  • "Additive logistic processes in option pricing," 2021, Finance and Stochastics
  • "Semi-Analytical Solutions for Barrier and American Options Written on a Time-Dependent Ornstein-Uhlenbeck Process," 2021, The Journal of Derivatives
  • "A functional analysis approach to the static replication of European options," 2020, Quantitative Finance
  • "Semi-closed form solutions for barrier and American options written on a time-dependent Ornstein Uhlenbeck process," 2020, arXiv (Cornell University)

They frequently collaborated with several co-authors over their career. Regular collaborators included:

  • Andrey Itkin
  • Umberto Cherubini
  • Liuren Wu
  • Lorenzo Torricelli
  • Sébastien Bossu

Best Publications

  • Option valuation using the fast Fourier transform

    Peter Carr;Dilip Madan

  • The Variance Gamma Process and Option Pricing

    Dilip B. Madan;Peter P. Carr;Eric C. Chang

  • The fine structure of asset returns: an empirical investigation

    Peter Carr;Hélyette Geman;Dilip B. Madan;Marc Yor

  • Variance Risk Premiums

    Peter Carr;Liuren Wu

  • Stochastic Volatility for Lévy Processes

    Peter Carr;Hélyette Geman;Dilip B. Madan;Marc Yor

  • Time-Changed Levy Processes and Option Pricing ⁄

    Peter Carr;Peter Carr;Liuren Wu

  • Towards a Theory of Volatility Trading

    P. Carr;D. Madan

  • ALTERNATIVE CHARACTERIZATIONS OF AMERICAN PUT OPTIONS

    Peter P. Carr;Robert A. Jarrow;Ravi Myneni

  • The Finite Moment Log Stable Process and Option Pricing

    Peter Carr;Liuren Wu

  • Randomization and the American Put

    Peter Carr

  • A Tale of Two Indices

    Peter Carr;Liuren Wu

  • Stochastic Skew in Currency Options

    Peter Carr;Peter Carr;Liuren Wu

  • The Valuation of Sequential Exchange Opportunities

    Peter Carr

  • Static Hedging of Exotic Options

    Peter Carr;Katrina Ellis;Vishal Gupta

  • Optimal positioning in derivative securities

    Peter Carr;Dilip Madan

  • Pricing and hedging in incomplete markets

    Peter Carr;Helyette Geman;Dilip B Madan

  • What Type of Process Underlies Options? A Simple Robust Test

    Peter Carr;Liuren Wu

  • Stock Options and Credit Default Swaps: A Joint Framework for Valuation and Estimation

    Peter Carr;Liuren Wu

  • A jump to default extended CEV model: an application of Bessel processes

    Peter Carr;Vadim Linetsky

  • Variance Risk Premia

    Peter Carr;Liuren Wu

  • Stochastic Skew in Currency Options

    Liuren Wu;Peter Carr

Frequent Co-Authors

Liuren Wu
Liuren Wu City University of New York
Dilip B. Madan
Dilip B. Madan University of Maryland, College Park
Hélyette Geman
Hélyette Geman Birkbeck, University of London
Marc Yor
Marc Yor Sorbonne University
Robert A. Jarrow
Robert A. Jarrow Cornell University
Kesheng Wu
Kesheng Wu Lawrence Berkeley National Laboratory
Wim Schoutens
Wim Schoutens KU Leuven
Gurdip Bakshi
Gurdip Bakshi Temple University
Jean-Daniel Saphores
Jean-Daniel Saphores University of California, Irvine
Eric C. Chang
Eric C. Chang Shanghai Jiao Tong University

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