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Static Hedging of Standard Opt...
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Option pricing theory
77
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77
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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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Carr, Peter
258
Wu, Liuren
235
Madan, Dilip B.
40
Geman, Hélyette
20
Yor, Marc
20
Heidari, Massoud
18
Leippold, Markus
18
Lee, Roger
16
Foresi, Silverio
14
Backus, David
10
Itkin, Andrey
10
Bali, Turan G.
9
Simaan, Yusif E.
8
Holowczak, Richard
7
Linetsky, Vadim
7
Sun, Jian
7
Zhang, Frank Xiaoling
7
CARR, PETER
6
Lothian, James R.
6
Mozumdar, Abon
6
Bossu, Sébastien
5
Easley, David
5
Egloff, Daniel
5
Engle, Robert F.
5
Lu, Biao
5
Madan, Dilip
5
O'Hara, Maureen
5
WU, LIUREN
5
Xiao, Yajun
5
Bakshi, Gurdip
4
Cherubini, Umberto
4
Ewald, Christian-Oliver
4
Fisher, Travis
4
Geman, Helyette
4
Huang, Jing-Zhi
4
Jarrow, Robert A.
4
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4
Mayo, Anita
4
Mo, Henry
4
Pan, Enlin
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Finance and stochastics
13
Mathematical finance : an international journal of mathematics, statistics and financial theory
11
The journal of derivatives : the official publication of the International Association of Financial Engineers
11
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Journal of financial economics
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Risk : managing risk in the world's financial markets
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Management science : journal of the Institute for Operations Research and the Management Sciences
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5
Journal of Financial Economics
5
NYU Working Paper
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International Journal of Theoretical and Applied Finance (IJTAF)
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Journal of banking & finance
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of international money and finance
4
Mathematical Finance
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NYU Tandon Research Paper
4
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The journal of computational finance
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Baruch College Zicklin School of Business Research Paper
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Economics Papers from University Paris Dauphine
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European finance review : the official journal of the European Finance Association
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International journal of theoretical and applied finance
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Journal of Financial and Quantitative Analysis
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Journal of monetary economics
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Journal of risk
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Quantitative Finance
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Review of Derivatives Research
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ECONIS (ZBW)
251
RePEc
103
OLC EcoSci
64
BASE
7
USB Cologne (EcoSocSci)
5
Other ZBW resources
3
USB Cologne (business full texts)
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EconStor
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1
Time-changed Lévy processes and option pricing
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial economics
71
(
2004
)
1
,
pp. 113-141
Persistent link: https://www.econbiz.de/10001881163
Saved in:
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/10001845848
Saved in:
3
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
Saved in:
4
Stock options and credit default swaps : a joint framework for valuation and estimation
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial econometrics : official journal of …
8
(
2010
)
4
,
pp. 409-449
Persistent link: https://www.econbiz.de/10008665748
Saved in:
5
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:
6
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
Saved in:
7
Variance swaps on time-changed Lévy processes
Carr, Peter
;
Lee, Roger
;
Wu, Liuren
- In:
Finance and stochastics
16
(
2012
)
2
,
pp. 335-355
Persistent link: https://www.econbiz.de/10009544664
Saved in:
8
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
Saved in:
9
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:
10
Stochastic risk premiums, stochastic skewness in currency options, and stochastic discount factors in international economies
Bakshi, Gurdip S.
;
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial economics
87
(
2008
)
1
,
pp. 132-156
Persistent link: https://www.econbiz.de/10003628900
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