Peter Carr

• [2004 JFE] 把「跳跃、波动、杠杆」三件事，交给一只会变速的钟Time-changed Lévy Processes and Option PricingJun 2026
• [2001 JFE] 把套利偷偷放大一点点：一个连接「无套利」与「效用最大化」的定价框架Pricing and Hedging in Incomplete MarketsJun 2026