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Carr, Peter
40
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34
Madan, Dilip B.
5
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4
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Risk : managing risk in the world's financial markets
7
Finance and stochastics
5
Journal of financial economics
5
The journal of derivatives : the official publication of the International Association of Financial Engineers
5
The review of financial studies
5
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
Journal of financial and quantitative analysis : JFQA
3
Review of derivatives research
3
The journal of finance : the journal of the American Finance Association
3
Journal of international money and finance
2
Journal of monetary economics
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
The European journal of finance
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Advances in quantitative analysis of finance and accounting : a research annual
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Computational economics
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Decision line
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Journal of banking & finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
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Journal of empirical finance
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Journal of risk
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Review of quantitative finance and accounting
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The journal of fixed income
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The journal of supply chain management : a global review of purchasing and supply
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The journal of trading
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Working paper / National Bureau of Economic Research, Inc
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OLC EcoSci
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Time-changed Lévy processes and option pricing
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial economics
71
(
2004
)
1
,
pp. 113-142
Persistent link: https://www.econbiz.de/10006505043
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2
What Type of Process Underlies Options? A Simple Robust Test
Carr, Peter
;
Wu, Liuren
- In:
The journal of finance : the journal of the American …
58
(
2003
)
6
,
pp. 2581-2610
Persistent link: https://www.econbiz.de/10006553501
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3
A Tale of Two Indices
Carr, Peter
;
Wu, Liuren
- In:
The journal of derivatives : the official publication …
13
(
2006
)
3
,
pp. 13-29
Persistent link: https://www.econbiz.de/10006108054
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4
Variance Risk Premiums
Carr, Peter
;
Wu, Liuren
- In:
The review of financial studies
22
(
2013
)
3
,
pp. 1311-1310
Persistent link: https://www.econbiz.de/10010113734
Saved in:
5
A Simple Robust Link Between American Puts and Credit Protection
Carr, Peter
;
Wu, Liuren
- In:
The review of financial studies
24
(
2013
)
2
,
pp. 473-472
Persistent link: https://www.econbiz.de/10010114079
Saved in:
6
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/10007795154
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7
Theory and evidence on the dynamic interactions between sovereign credit default swaps and currency options
Carr, Peter
;
Wu, Liuren
- In:
Journal of banking & finance
31
(
2007
)
8
,
pp. 2383-2404
Persistent link: https://www.econbiz.de/10007757878
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8
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/10007894623
Saved in:
9
Variance Risk Premiums
Carr, Peter
;
Wu, Liuren
- In:
The review of financial studies
22
(
2009
)
3
,
pp. 1311-1342
Persistent link: https://www.econbiz.de/10008176664
Saved in:
10
Variance swaps on time-changed Lévy processes
Carr, Peter
;
Lee, Roger
;
Wu, Liuren
- In:
Finance and stochastics
16
(
2012
)
2
,
pp. 335-356
Persistent link: https://www.econbiz.de/10009839745
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