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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/10001845848
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Specification analysis of option pricing models based on time-changed Lévy processes
Huang, Jing-Zhi; Wu, Liuren - In: The journal of finance : the journal of the American … 59 (2004) 3, pp. 1405-1442
Persistent link: https://www.econbiz.de/10002100164
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Static hedging of standard options
Carr, Peter; Wu, Liuren - In: Journal of financial econometrics : official journal of … 12 (2014) 1, pp. 3-46
Persistent link: https://www.econbiz.de/10010233614
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Crash-o-phobia : a domestic fear or a worldwide concern?
Foresi, Silverio; Wu, Liuren - In: The journal of derivatives : the official publication … 13 (2005) 2, pp. 8-21
Persistent link: https://www.econbiz.de/10003299538
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Simple robust hedging with nearby contracts
Wu, Liuren; Zhu, Jingyi - In: Journal of financial econometrics : official journal of … 15 (2017) 1, pp. 1-35
Persistent link: https://www.econbiz.de/10011658670
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Analyzing volatility risk and risk premium in option contracts : a new theory
Carr, Peter; Wu, Liuren - In: Journal of financial economics 120 (2016) 1, pp. 1-20
Persistent link: https://www.econbiz.de/10011590060