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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
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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
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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
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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
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A closing call's impact on market quality at Euronext Paris
Pagano, Michael S.; Schwartz, Robert A. - In: Journal of Financial Economics 68 (2003) 3, pp. 439-484
Persistent link: https://www.econbiz.de/10005362770
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Friction in the trading process and the estimation of systematic risk
Cohen, Kalman J.; Hawawini, Gabriel A.; Maier, Steven F.; … - In: Journal of Financial Economics 12 (1983) 2, pp. 263-278
Persistent link: https://www.econbiz.de/10005376546