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Dampened power law : reconcili...
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Wu, Liuren
234
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66
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19
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18
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171
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/10007891196
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172
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:
173
Price discovery in the U.S. stock and stock options markets: A portfolio approach
Holowczak, Richard
;
Simaan, Yusif E.
;
Wu, Liuren
- In:
Review of derivatives research
9
(
2006
)
1
,
pp. 37-66
Persistent link: https://www.econbiz.de/10007600250
Saved in:
174
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/10009881733
Saved in:
175
Variance Risk Premiums
Carr, Peter
;
Wu, Liuren
- In:
The review of financial studies
22
(
2013
)
3
,
pp. 1311-1310
Persistent link: https://www.econbiz.de/10010113734
Saved in:
176
A Simple Robust Link Between American Puts and Credit Protection
Carr, Peter
;
Wu, Liuren
- In:
The review of financial studies
24
(
2013
)
2
,
pp. 473-472
Persistent link: https://www.econbiz.de/10010114079
Saved in:
177
Taking positive interest rates seriously
Pan, Enlin
;
Wu, Liuren
- In:
Advances in quantitative analysis of finance and …
4
(
2006
),
pp. 327-356
Persistent link: https://www.econbiz.de/10009924740
Saved in:
178
ARE INTEREST RATE DERIVATIVES SPANNED BY THE TERM STRUCTURE OF INTEREST RATES?
Heidari, Massoud
;
Wu, Liuren
- In:
The journal of fixed income
13
(
2003
)
1
,
pp. 75-86
Persistent link: https://www.econbiz.de/10007158178
Saved in:
179
Jumps and Dynamic Asset Allocation
Wu, Liuren
- In:
Review of quantitative finance and accounting
20
(
2003
)
3
,
pp. 207-244
Persistent link: https://www.econbiz.de/10007160695
Saved in:
180
Dampened Power Law: Reconciling the Tail Behavior of Financial Security Returns
Wu, Liuren
- In:
The journal of business : B
79
(
2006
)
3
,
pp. 1445-1474
Persistent link: https://www.econbiz.de/10007261375
Saved in:
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