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Option pricing theory
3
Optionspreistheorie
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Wu, Liuren
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Bakshi, Gurdip S.
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Journal of financial economics
Finance
20
The journal of portfolio management : a publication of Institutional Investor
19
The journal of trading
17
International journal of hospitality management
16
Zicklin School of Business Financial Markets Series
16
Journal of financial and quantitative analysis : JFQA
15
The journal of finance : the journal of the American Finance Association
12
SpringerLink / Bücher
10
Journal of Financial and Quantitative Analysis
9
Journal of hospitality & tourism research : JHTR ; the professional journal of the Council on Hotel, Restaurant, and Institutional Education
8
International journal of contemporary hospitality management
7
Journal of banking & finance
7
NYU Working Paper
7
The journal of derivatives : the official publication of the International Association of Financial Engineers
7
The review of financial studies
7
Zicklin School of Business financial markets series
7
Journal of Financial Economics
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
Applied economics
5
Journal of Banking & Finance
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The journal of portfolio management : JPM
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Journal of 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
Review of finance : journal of the European Finance Association
4
Review of quantitative finance and accounting
4
The journal of business : B
4
Tourism management : research, policies, practice
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Baruch College Zicklin School of Business Research Paper
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Finance research letters
3
Journal of Financial Econometrics
3
Journal of business ethics : JOBE
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Journal of monetary economics
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Management Science
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Springer eBook Collection
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Zicklin School of Business Financial Markets Conference Series Baruch College
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Advances in quantitative analysis of finance and accounting : a research annual
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1
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
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2
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:
3
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:
4
Analyzing volatility risk and risk premium in option contracts : a new theory
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial economics
120
(
2016
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10011590060
Saved in:
5
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/10001765586
Saved in:
6
Time-changed Lévy processes and option pricing
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial economics
71
(
2004
)
1
,
pp. 113-142
Persistent link: https://www.econbiz.de/10006505043
Saved in:
7
Predictable changes in yields and forward rates
Backus, David
;
Foresi, Silverio
;
Mozumdar, Abon
;
Wu, Liuren
- In:
Journal of financial economics
59
(
2001
)
3
,
pp. 281-312
Persistent link: https://www.econbiz.de/10006513778
Saved in:
8
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/10007894623
Saved in:
9
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/10007795154
Saved in:
10
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/10006506903
Saved in:
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