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Stochastic skew in currency options
Carr, Peter; Wu, Liuren - In: Journal of Financial Economics 86 (2007) 1, pp. 213-247
Persistent link: https://www.econbiz.de/10005376639
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Stochastic risk premiums, stochastic skewness in currency options, and stochastic discount factors in international economies
Bakshi, Gurdip; Carr, Peter; Wu, Liuren - In: Journal of Financial Economics 87 (2008) 1, pp. 132-156
Persistent link: https://www.econbiz.de/10005376779
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Time-changed Levy processes and option pricing
Carr, Peter; Wu, Liuren - In: Journal of Financial Economics 71 (2004) 1, pp. 113-141
Persistent link: https://www.econbiz.de/10005376916
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Predictable changes in yields and forward rates
Backus, David; Foresi, Silverio; Mozumdar, Abon; Wu, Liuren - In: Journal of Financial Economics 59 (2001) 3, pp. 281-311
Persistent link: https://www.econbiz.de/10005478250
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Pricing and hedging in incomplete markets
Carr, Peter; Geman, Helyette; Madan, Dilip B. - In: Journal of Financial Economics 62 (2001) 1, pp. 131-167
Persistent link: https://www.econbiz.de/10005376989