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~subject:"Optionspreistheorie"
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Optionspreistheorie
USA
64
United States
57
Theorie
52
Theory
52
Aktienmarkt
44
Börsenkurs
40
Consumer behaviour
38
Konsumentenverhalten
38
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38
Wertpapierhandel
38
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34
Volatilität
33
Securities trading
32
Volatility
30
China
28
Option pricing theory
24
Zinsstruktur
24
Yield curve
22
Financial market regulation
18
Finanzmarktregulierung
18
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Welt
16
World
16
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15
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15
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15
Customer satisfaction
14
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14
Market microstructure
14
Option trading
14
Optionsgeschäft
14
Anlageverhalten
13
Behavioural finance
13
Forecasting model
12
Marktmikrostruktur
12
Prognoseverfahren
12
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12
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English
24
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Wu, Liuren
24
Carr, Peter
13
Tian, Meng
2
Bakshi, Gurdip S.
1
Gabaix, Xavier
1
Heidari, Massoud
1
Holowczak, Richard
1
Huang, Jing-Zhi
1
Lee, Roger
1
Mo, Henry
1
Simaan, Yusif E.
1
Zhang, Yuzhao
1
Zhang, Zhibai
1
Zhu, Jingyi
1
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Journal of financial economics
3
The journal of finance : the journal of the American Finance Association
3
Journal of financial and quantitative analysis : JFQA
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
Finance and stochastics
1
Financial engineering
1
Journal of banking & finance
1
Journal of econometrics
1
Journal of empirical finance
1
Journal of investment management : JOIM
1
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
1
Review of derivatives research
1
The journal of business : B
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ECONIS (ZBW)
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Dampened power law : reconciling the tail behavior of financial security returns
Wu, Liuren
- In:
The journal of business : B
79
(
2006
)
3
,
pp. 1445-1475
Persistent link: https://www.econbiz.de/10003337016
Saved in:
2
Modeling financial security returns using Lévy processes
Wu, Liuren
- In:
Financial engineering
,
(pp. 117-162)
.
2008
Persistent link: https://www.econbiz.de/10003567103
Saved in:
3
Variance dynamics : joint evidence from options and high-frequency returns
Wu, Liuren
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 280-287
Persistent link: https://www.econbiz.de/10009242518
Saved in:
4
A joint framework for consistently pricing interest rates and interest rate derivatives
Heidari, Massoud
;
Wu, Liuren
- In:
Journal of financial and quantitative analysis : JFQA
44
(
2009
)
3
,
pp. 517-550
Persistent link: https://www.econbiz.de/10003887360
Saved in:
5
Price discovery in the US stock and stock options markets : a portfolio approach
Holowczak, Richard
;
Simaan, Yusif E.
;
Wu, Liuren
- In:
Review of derivatives research
9
(
2006
)
1
,
pp. 37-65
Persistent link: https://www.econbiz.de/10003441188
Saved in:
6
The behavior of risk and market prices of risk over the Nasdaq bubble period
Bakshi, Gurdip S.
;
Wu, Liuren
- In:
Management science : journal of the Institute for …
56
(
2010
)
12
,
pp. 2251-2264
Persistent link: https://www.econbiz.de/10008809519
Saved in:
7
International capital asset pricing : evidence from options
Mo, Henry
;
Wu, Liuren
- In:
Journal of empirical finance
14
(
2007
)
4
,
pp. 465-498
Persistent link: https://www.econbiz.de/10003609911
Saved in:
8
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:
9
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:
10
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
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