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Optionsgeschäft
Capital income
130
Kapitaleinkommen
130
Theorie
105
Theory
104
Börsenkurs
70
Share price
70
Risk
64
Risiko
63
Volatility
63
Volatilität
63
CAPM
61
USA
60
United States
60
Estimation
58
Schätzung
58
Portfolio selection
53
Portfolio-Management
53
Consumer behaviour
43
Konsumentenverhalten
43
Aktienmarkt
37
Option pricing theory
37
Optionspreistheorie
37
Stock market
37
Capital market returns
36
Kapitalmarktrendite
36
China
34
Risikoprämie
34
Risk premium
33
Zinsstruktur
29
Yield curve
27
Forecasting model
24
Hedging
24
Option trading
24
Prognoseverfahren
24
Welt
22
World
22
Hedge fund
21
Hedgefonds
21
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English
24
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Wu, Liuren
16
Bali, Turan G.
8
Carr, Peter
8
Hu, Jianfeng
5
Holowczak, Richard
4
Atilgan, Yigit
3
Demirtas, K. Ozgur
3
Murray, Scott
3
Beckmeyer, Heiner
2
Tian, Meng
2
Cakici, Nusret
1
Chabi-Yo, Fousseni
1
Foresi, Silverio
1
Goyal, Amit
1
Mörke, Mathis
1
Simaan, Yusif E.
1
Weigert, Florian
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1
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Georgetown McDonough School of Business Research Paper
3
The journal of derivatives : the official publication of the International Association of Financial Engineers
3
The review of financial studies
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
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
Research paper series / Swiss Finance Institute
1
Review of derivatives research
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ECONIS (ZBW)
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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
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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
Saved in:
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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