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The Finite Moment Log Stable P...
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Option pricing theory
71
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71
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44
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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
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Madan, Dilip
5
O'Hara, Maureen
5
Xiao, Yajun
5
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4
Ewald, Christian-Oliver
4
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4
Geman, Helyette
4
Huang, Jing-Zhi
4
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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
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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
Review of derivatives research
6
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5
Journal of Financial Economics
5
NYU Working Paper
5
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International Journal of Theoretical and Applied Finance (IJTAF)
4
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4
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4
Journal of international money and finance
4
Mathematical Finance
4
NYU Tandon Research Paper
4
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4
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The journal of computational finance
4
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4
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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Journal of Financial and Quantitative Analysis
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Review of Derivatives Research
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ECONIS (ZBW)
249
RePEc
103
OLC EcoSci
63
BASE
8
USB Cologne (EcoSocSci)
5
Other ZBW resources
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USB Cologne (business full texts)
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EconStor
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101
Monetary-policy rule as a bridge : predicting inflation without predictive regressions
Hua, Jian
;
Wu, Liuren
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
6
,
pp. 2559-2586
Persistent link: https://www.econbiz.de/10012128053
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102
Anchoring credit default swap spreads to firm fundamentals
Bai, Jennie
;
Wu, Liuren
- In:
Journal of financial and quantitative analysis : JFQA
51
(
2016
)
5
,
pp. 1521-1543
Persistent link: https://www.econbiz.de/10011665132
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103
Staying on top of the curve : a cascade model of term structure dynamics
Calvet, Laurent E.
;
Fisher, Adlai
;
Wu, Liuren
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
2
,
pp. 937-963
Persistent link: https://www.econbiz.de/10011929549
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104
Introduction to the special issue on analytical and decision‑making technique innovation in financial market
Xu, Liang
;
Wu, Liuren
;
Li, Xiao
;
Shen, Feng
- In:
Financial innovation : FIN
6
(
2020
)
49
,
pp. 1-2
Persistent link: https://www.econbiz.de/10012317609
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105
Simple robust hedging with nearby contracts
Wu, Liuren
;
Zhu, Jingyi
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
1
,
pp. 1-35
Persistent link: https://www.econbiz.de/10011658670
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106
Cross-sectional variation of option-implied volatility skew
Wu, Liuren
;
Tian, Meng
- In:
Management science : journal of the Institute for …
70
(
2024
)
6
,
pp. 3566-3580
Persistent link: https://www.econbiz.de/10014551903
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107
Limits of arbitrage and primary risk-taking in derivative securities
Tian, Meng
;
Wu, Liuren
- In:
Review of asset pricing studies : RAPS
13
(
2023
)
3
,
pp. 405-439
Persistent link: https://www.econbiz.de/10014331536
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108
Semi-static hedging of barrier options under poisson jumps
Carr, Peter
- In:
International journal of theoretical and applied finance
14
(
2011
)
7
,
pp. 1091-1111
Persistent link: https://www.econbiz.de/10009407668
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109
First-order calculus and option pricing
Carr, Peter
- In:
Journal of financial engineering
1
(
2014
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10010508100
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110
Deriving derivatives of derivative securities
Carr, Peter
- In:
The journal of computational finance
4
(
2000/2001
)
2
,
pp. 5-29
Persistent link: https://www.econbiz.de/10001553928
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