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Volatility
Theorie
53
Theory
53
Optionspreistheorie
51
Option pricing theory
49
Volatilität
45
Zinsstruktur
36
Yield curve
33
Capital income
29
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29
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26
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26
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25
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25
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25
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15
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15
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13
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13
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13
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12
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12
option pricing
12
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10
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10
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26
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24
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9
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43
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Leippold, Markus
24
Wu, Liuren
19
Carr, Peter
10
Bardgett, Chris
4
Cheng, Jun
4
Gourier, Elise
4
Ibraimi, Meriton
4
Trojani, Fabio
4
Zhang, Jin E.
4
Chang, Chien-hung
3
Lin, Yueh-neng
3
Matthys, Felix
3
Su, Lujing
3
Vanini, Paolo
3
Svaton, Michal
2
Tian, Meng
2
Bali, Turan G.
1
Calvet, Laurent E.
1
Egloff, Daniel
1
Fearnley, Marcus
1
Fisher, Adlai
1
Foresi, Silverio
1
Gabaix, Xavier
1
He, Yunhao
1
Huang, Jing-Zhi
1
Lee, Roger
1
Leipold, Markus
1
Lohre, Harald
1
Mueller, Philippe
1
Stromberg, Jacob
1
Strømberg, Jacob
1
Zhang, Yuzhao
1
Zhang, Zhibai
1
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1
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Research paper series / Swiss Finance Institute
6
Swiss Finance Institute Research Paper
4
Journal of economic dynamics & control
3
Journal of financial economics
3
Journal of banking & finance
2
Journal of econometrics
2
Journal of financial and quantitative analysis : JFQA
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
The journal of finance : the journal of the American Finance Association
2
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
1
Finance and stochastics
1
Financial engineering
1
Journal of empirical finance
1
Journal of investment management : JOIM
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
NYU Tandon Research Paper
1
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
1
Review of finance : journal of the European Finance Association
1
The review of financial studies
1
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1
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1
Modeling financial security returns using Lévy processes
Wu, Liuren
- In:
Financial engineering
,
(pp. 117-162)
.
2008
Persistent link: https://www.econbiz.de/10003567103
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2
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:
3
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:
4
A comprehensive analysis of the short-term interest-rate dynamics
Bali, Turan G.
;
Wu, Liuren
- In:
Journal of banking & finance
30
(
2006
)
4
,
pp. 1269-1290
Persistent link: https://www.econbiz.de/10003310322
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5
The term structure of variance swap rates and optimal variance swap investments
Egloff, Daniel
;
Leipold, Markus
;
Wu, Liuren
- In:
Journal of financial and quantitative analysis : JFQA
45
(
2010
)
5
,
pp. 1279-1310
Persistent link: https://www.econbiz.de/10008907332
Saved in:
6
Crash-o-phobia : a domestic fear or a worldwide concern?
Foresi, Silverio
;
Wu, Liuren
- In:
The journal of derivatives : the official publication …
13
(
2005
)
2
,
pp. 8-21
Persistent link: https://www.econbiz.de/10003299538
Saved in:
7
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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8
Specification analysis of option pricing models based on time-changed Lévy processes
Huang, Jing-Zhi
;
Wu, Liuren
- In:
The journal of finance : the journal of the American …
59
(
2004
)
3
,
pp. 1405-1442
Persistent link: https://www.econbiz.de/10002100164
Saved in:
9
Using machine learning to predict realized variance
Carr, Peter
;
Wu, Liuren
;
Zhang, Zhibai
- In:
Journal of investment management : JOIM
18
(
2020
)
2
,
pp. 57-72
Persistent link: https://www.econbiz.de/10012588965
Saved in:
10
Variance swaps on time-changed Lévy processes
Carr, Peter
;
Lee, Roger
;
Wu, Liuren
- In:
Finance and stochastics
16
(
2012
)
2
,
pp. 335-355
Persistent link: https://www.econbiz.de/10009544664
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