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USA
Option pricing theory
77
Optionspreistheorie
77
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71
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71
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48
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47
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37
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37
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option pricing
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Wu, Liuren
18
Carr, Peter
6
Simaan, Yusif E.
3
Heidari, Massoud
2
Holowczak, Richard
2
Zhang, Frank Xiaoling
2
Bai, Jennie
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Geman, Hélyette
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Hu, Jianfeng
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The journal of derivatives : the official publication of the International Association of Financial Engineers
3
Journal of financial and quantitative analysis : JFQA
2
Review of finance : journal of the European Finance Association
2
The journal of fixed income
2
The review of financial studies
2
Advances in quantitative analysis of finance and accounting : a research annual
1
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Journal of international money and finance
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Review of derivatives research
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ECONIS (ZBW)
21
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1
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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2
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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3
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
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4
Jumps and dynamic asset allocation
Wu, Liuren
- In:
Review of quantitative finance and accounting
20
(
2003
)
3
,
pp. 207-243
Persistent link: https://www.econbiz.de/10001773900
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5
Are interest rate derivatives spanned by the term structure of interest rates? Massoud Heidari and Liuren Wu
Heidari, Massoud
;
Wu, Liuren
- In:
The journal of fixed income
13
(
2003
)
1
,
pp. 75-86
Persistent link: https://www.econbiz.de/10001782464
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6
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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7
Market anticipation of Fed policy changes and the term structure of interest rates
Heidari, Massoud
;
Wu, Liuren
- In:
Review of finance : journal of the European Finance …
14
(
2010
)
2
,
pp. 313-342
Persistent link: https://www.econbiz.de/10003989558
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8
Uncovered interest-rate parity over the past two centuries
Lothian, James R.
;
Wu, Liuren
- In:
Journal of international money and finance
30
(
2011
)
3
,
pp. 448-473
Persistent link: https://www.econbiz.de/10009268834
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9
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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10
Price discovery in the U.S. stock options market
Simaan, Yusif E.
;
Wu, Liuren
- In:
The journal of derivatives : the official publication …
15
(
2007
)
2
,
pp. 20-38
Persistent link: https://www.econbiz.de/10003673303
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