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Optimal Investment in Variance...
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Option pricing theory
13
Optionspreistheorie
13
Volatility
10
Volatilität
10
Theorie
8
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8
Stochastic process
7
Stochastischer Prozess
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option pricing
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5
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time-changed Levy processes
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constant elasticity of variance
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Carr, Peter
Wu, Liuren
234
Leippold, Markus
215
Vanini, Paolo
50
Trojani, Fabio
47
Hens, Thorsten
33
Scaillet, Olivier
24
Volkart, Rudolf
21
Egloff, Daniel
20
Heidari, Massoud
18
Lohre, Harald
18
Schenk-Hoppé, Klaus Reiner
18
Cocca, Teodoro D.
16
Foresi, Silverio
14
Geiger, Hans
14
De Giorgi, Enrico
13
Rieger, Marc Oliver
13
Gibson, Rajna
12
Woehrmann, Peter
12
Barone-Adesi, Giovanni
11
Gagliardini, Patrick
11
Kraus, Mathias
11
Evstigneev, Igor V.
10
Backus, David
9
Bali, Turan G.
9
Ibraimi, Meriton
9
Morellec, Erwan
9
Wagner, Alexander F.
9
Wang, Qian
9
Audrino, Francesco
8
Bingler, Julia Anna
8
Blöchlinger, Andreas
8
Danthine, Jean-Pierre
8
Webersinke, Nicolas
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Auckenthaler, Christoph
7
Bacchetta, Philippe
7
Hirszowicz, Christine
7
Holowczak, Richard
7
Paolella, Marc S.
7
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Journal of financial economics
7
Finance
6
The review of financial studies
6
The journal of finance : the journal of the American Finance Association
4
Journal of Financial Economics
3
Finance and stochastics
2
Journal of Finance
2
Journal of Financial Econometrics
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2
NYU Tandon Research Paper
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2
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2
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1
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1
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Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
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ECONIS (ZBW)
37
RePEc
17
OLC EcoSci
12
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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:
2
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:
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
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 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
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:
9
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:
10
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
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