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What Type of Process Underlies...
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Option pricing theory
71
Optionspreistheorie
71
Theorie
66
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66
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45
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44
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31
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Carr, Peter
255
Wu, Liuren
234
Madan, Dilip B.
40
Geman, Hélyette
20
Yor, Marc
20
Heidari, Massoud
18
Leippold, Markus
18
Lee, Roger
16
Foresi, Silverio
14
Itkin, Andrey
10
Backus, David
9
Bali, Turan G.
9
CARR, PETER
7
Holowczak, Richard
7
Linetsky, Vadim
7
Sun, Jian
7
Zhang, Frank Xiaoling
7
Lothian, James R.
6
Mozumdar, Abon
6
Simaan, Yusif E.
6
WU, LIUREN
6
Bakshi, Gurdip
5
Easley, David
5
Egloff, Daniel
5
Engle, Robert F.
5
Lu, Biao
5
Madan, Dilip
5
O'Hara, Maureen
5
Xiao, Yajun
5
Backus, David K.
4
Ewald, Christian-Oliver
4
Fisher, Travis
4
Geman, Helyette
4
Huang, Jing-Zhi
4
Jarrow, Robert A.
4
Jin, Xing
4
Mayo, Anita
4
Mo, Henry
4
Pan, Enlin
4
Papanicolaou, Andrew
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Finance
23
Finance and stochastics
13
Mathematical finance : an international journal of mathematics, statistics and financial theory
11
The journal of derivatives : the official publication of the International Association of Financial Engineers
11
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10
Journal of financial economics
10
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9
The review of financial studies
9
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7
Risk : managing risk in the world's financial markets
7
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7
Management science : journal of the Institute for Operations Research and the Management Sciences
6
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6
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5
Journal of Financial Economics
5
NYU Working Paper
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International Journal of Theoretical and Applied Finance (IJTAF)
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Mathematical Finance
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NYU Tandon Research Paper
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Review of finance : journal of the European Finance Association
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Baruch College Zicklin School of Business Research Paper
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Economics Papers from University Paris Dauphine
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European finance review : the official journal of the European Finance Association
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International journal of theoretical and applied finance
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Journal of Financial and Quantitative Analysis
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Journal of monetary economics
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Quantitative Finance
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Review of Derivatives Research
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ECONIS (ZBW)
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RePEc
103
OLC EcoSci
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BASE
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USB Cologne (EcoSocSci)
5
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3
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EconStor
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1
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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