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The Finite Moment Log Stable P...
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Option pricing theory
71
Optionspreistheorie
71
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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
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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
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4
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4
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4
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4
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2
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23
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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
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7
Risk : managing risk in the world's financial markets
7
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6
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6
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5
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5
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4
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4
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Baruch College Zicklin School of Business Research Paper
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ECONIS (ZBW)
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RePEc
103
OLC EcoSci
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BASE
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5
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71
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
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72
Estimating risk-return relations with analysts price targets
Wu, Liuren
- In:
Journal of banking & finance
93
(
2018
),
pp. 183-197
Persistent link: https://www.econbiz.de/10011964650
Saved in:
73
Design and estimation of multi-currency quadratic models
Leippold, Markus
;
Wu, Liuren
- In:
Review of finance : journal of the European Finance …
11
(
2007
)
2
,
pp. 167-207
Persistent link: https://www.econbiz.de/10003714174
Saved in:
74
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
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75
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
Saved in:
76
A joint framework for consistently pricing interest rates and interest rate derivatives
Heidari, Massoud
;
Wu, Liuren
- In:
Journal of financial and quantitative analysis : JFQA
44
(
2009
)
3
,
pp. 517-550
Persistent link: https://www.econbiz.de/10003887360
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77
Macroeconomic releases and the interest rate term structure
Lu, Biao
;
Wu, Liuren
- In:
Journal of monetary economics
56
(
2009
)
6
,
pp. 872-884
Persistent link: https://www.econbiz.de/10003894088
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78
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
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79
Predictability of interest rates and interest-rate portfolios
Bali, Turan
;
Heidari, Massoud
;
Wu, Liuren
- In:
Journal of business & economic statistics : JBES ; a …
27
(
2009
)
4
,
pp. 517-527
Persistent link: https://www.econbiz.de/10003913431
Saved in:
80
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
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