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Theory and Evidence on the Dyn...
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Theorie
79
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79
Option pricing theory
78
Optionspreistheorie
78
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51
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50
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43
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43
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option pricing
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Carr, Peter
257
Wu, Liuren
234
Wu, Luorong
62
Madan, Dilip B.
40
Wu, Liansheng
22
Geman, Hélyette
21
Yor, Marc
20
Heidari, Massoud
18
Leippold, Markus
18
Fan, Alei
17
Lee, Roger
16
Foresi, Silverio
14
Mattila, Anna S.
14
Wu, L.
14
Wang, Yaping
11
Backus, David
10
Itkin, Andrey
10
Wu, Liang
10
Bali, Turan G.
9
Carr, P.
8
Simaan, Yusif E.
8
Wu, Lunwen
8
CARR, PETER
7
He, Zeya
7
Holowczak, Richard
7
Li, Xiang
7
Linetsky, Vadim
7
Sun, Jian
7
Zhang, Frank Xiaoling
7
Liu, Qing
6
Lothian, James R.
6
Mozumdar, Abon
6
WU, LIUREN
6
Wu, Lei
6
Yang, Wan
6
Bossu, Sébastien
5
Easley, David
5
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5
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5
Lin, Bingxuan
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International journal of hospitality management
16
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The review of financial studies
9
International journal of contemporary hospitality management
8
Finance and Stochastics
7
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7
Risk : managing risk in the world's financial markets
7
The journal of derivatives : JOD
7
Finance research letters
6
Journal of banking & finance
6
Journal of travel research : a quarterly publication of the Travel and Tourism Research Association
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Management science : journal of the Institute for Operations Research and the Management Sciences
6
Review of derivatives research
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Journal of Finance
5
Journal of Financial Economics
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NYU Working Paper
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International Journal of Theoretical and Applied Finance (IJTAF)
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Journal of international money and finance
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NYU Tandon Research Paper
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4
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Tourism management : research, policies, practice
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Baruch College Zicklin School of Business Research Paper
3
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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ECONIS (ZBW)
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RePEc
116
OLC EcoSci
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BASE
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1
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:
2
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:
3
Stochastic skew in currency options
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial economics
86
(
2007
)
1
,
pp. 213-247
Persistent link: https://www.econbiz.de/10003546310
Saved in:
4
Theory and evidence on the dynamic interactions between sovereign credit default swaps and currency options
Carr, Peter
;
Wu, Liuren
- In:
Journal of banking & finance
31
(
2007
)
8
,
pp. 2383-2403
Persistent link: https://www.econbiz.de/10003522944
Saved in:
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
Saved in:
6
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
Saved in:
7
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:
8
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:
9
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:
10
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
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