Narrow search
Showing 1 - 5 of 5
Cover Image
Price discovery in the US stock options market
Simaan, Yusif E.; Wu, Liuren - In: The journal of trading 3 (2008) 1, pp. 68-86
Persistent link: https://www.econbiz.de/10003745108
Cover Image
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
Cover Image
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
Cover Image
Price discovery in the U.S. stock options market
Simaan, Yusif E.; Wu, Liuren - In: The journal of derivatives : the official publication … 15 (2007) 2, pp. 20-38
Persistent link: https://www.econbiz.de/10003673303
Cover Image
The finite moment log stable process and option pricing
Carr, Peter; Wu, Liuren - In: The journal of finance : the journal of the American … 58 (2003) 2, pp. 753-777
Persistent link: https://www.econbiz.de/10001750591