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Carr, P. and Geman, Hélyette and Madan, D.B. and Yor, M. (2010) Options on realized variance and convex orders. Quantitative Finance 11 (11), pp. 1685-1694. ISSN 1469-7688.
Carr, P. and Geman, Hélyette and Madan, D.B. and Yor, M. (2007) Self-decomposition and option pricing. Mathematical Finance 17 (1), pp. 31-57. ISSN 0960-1627.
Geman, Hélyette and Carr, P. and Madan, D.P. and Yor, M. (2004) From local volatility to local lévy models. Quantitative Finance 4 (5), pp. 581-588. ISSN 1469-7688.
Geman, Hélyette and Carr, P. and Madan, D.B. and Yor, M. (2003) Stochastic volatility for lévy processes. Mathematical Finance 13 (3), pp. 345-382. ISSN 0960-1627.
Carr, P. and Geman, Hélyette and Madan, D.B. and Yor, M. (2002) The fine structure of asset returns: an empirical investigation. Journal of Business 75 (2), pp. 305-332. ISSN 0021-9398.
Carr, P. and Geman, Hélyette and Madan, D. (2001) Pricing and hedging in incomplete markets. Journal of Financial Economics 62 (1), pp. 131-167. ISSN 0304-405X.
Carr, P. and Findlay, J. and Hamil, Sean and Hill, J. and Morrow, S. (2000) The Celtic Trust. In: Hamil, Sean and Michie, J. and Oughton, C. and Warby, S. (eds.) The Changing Face of the Football Business: Supporters Direct. Sport in the Global Society. Frank Cass. ISBN 9780714651361.
Carr, P. and Findlay, J. and Hamil, Sean and Hill, J. and Morrow, S. (2000) The Celtic Trust. Soccer & Society 1 (3), pp. 70-87. ISSN 1466-0970.