Narrow search
Showing 1 - 4 of 4
Cover Image
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/10005376639
Cover Image
Stochastic risk premiums, stochastic skewness in currency options, and stochastic discount factors in international economies
Bakshi, Gurdip; Carr, Peter; Wu, Liuren - In: Journal of Financial Economics 87 (2008) 1, pp. 132-156
Persistent link: https://www.econbiz.de/10005376779
Cover Image
Time-changed Levy 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/10005376916
Cover Image
Predictable changes in yields and forward rates
Backus, David; Foresi, Silverio; Mozumdar, Abon; Wu, Liuren - In: Journal of Financial Economics 59 (2001) 3, pp. 281-311
Persistent link: https://www.econbiz.de/10005478250