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Optionsgeschäft
Consumer behaviour
43
Konsumentenverhalten
43
China
34
Theorie
34
Theory
34
Zinsstruktur
24
Option pricing theory
23
Optionspreistheorie
23
USA
22
United States
22
Yield curve
22
Volatility
21
Volatilität
21
Capital income
18
Kapitaleinkommen
18
Option trading
16
Customer satisfaction
15
Kundenzufriedenheit
15
Dienstleistungsqualität
14
Service quality
14
Beziehungsmarketing
13
Relationship marketing
13
Online retailing
12
Online-Handel
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Risiko
11
Risk
11
Stochastic process
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Stochastischer Prozess
11
Viral marketing
11
Virales Marketing
11
Estimation
10
Forecasting model
10
Prognoseverfahren
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Schätzung
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option pricing
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Gastgewerbe
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Holiday behaviour
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English
16
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Wu, Liuren
16
Carr, Peter
8
Holowczak, Richard
4
Hu, Jianfeng
3
Tian, Meng
2
Foresi, Silverio
1
Simaan, Yusif E.
1
Zhang, Yuzhao
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Zhu, Jingyi
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The journal of derivatives : the official publication of the International Association of Financial Engineers
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
The review of financial studies
2
Journal of financial and quantitative analysis : JFQA
1
Journal of financial economics
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
NYU Tandon Research Paper
1
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
1
Review of derivatives research
1
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ECONIS (ZBW)
16
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Probabilistic interpretation of Black implied volatility
Carr, Peter
;
Wu, Liuren
;
Zhang, Yuzhao
- In:
Options - 45 years since the publication of the …
,
(pp. 29-46)
.
2023
Persistent link: https://www.econbiz.de/10014366585
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2
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
Saved in:
3
Aggregating information in option transactions
Holowczak, Richard
;
Hu, Jianfeng
;
Wu, Liuren
- In:
The journal of derivatives : the official publication …
21
(
2014
)
3
,
pp. 9-23
Persistent link: https://www.econbiz.de/10010387689
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4
A simple robust link between American puts and credit protection
Carr, Peter
;
Wu, Liuren
- In:
The review of financial studies
24
(
2011
)
2
,
pp. 473-505
Persistent link: https://www.econbiz.de/10008934157
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5
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/10003321077
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6
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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7
Price discovery in the US stock and stock options markets : a portfolio approach
Holowczak, Richard
;
Simaan, Yusif E.
;
Wu, Liuren
- In:
Review of derivatives research
9
(
2006
)
1
,
pp. 37-65
Persistent link: https://www.econbiz.de/10003441188
Saved in:
8
Variance risk premiums
Carr, Peter
;
Wu, Liuren
- In:
The review of financial studies
22
(
2009
)
3
,
pp. 1311-1341
Persistent link: https://www.econbiz.de/10003827753
Saved in:
9
Leverage effect, volatility feedback, and self-exciting market disruptions
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
5
,
pp. 2119-2156
Persistent link: https://www.econbiz.de/10011928991
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10
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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