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Stock options and credit defau...
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Option pricing theory
72
Optionspreistheorie
72
Theorie
70
Theory
70
Volatility
47
Volatilität
46
Consumer behaviour
38
Konsumentenverhalten
38
Stochastic process
31
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31
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30
Optionsgeschäft
30
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28
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26
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26
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26
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26
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24
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15
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14
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option pricing
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12
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12
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11
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321
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255
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Carr, Peter
255
Wu, Liuren
234
Wu, Luorong
53
Madan, Dilip B.
40
Geman, Hélyette
21
Yor, Marc
20
Wu, Liansheng
19
Heidari, Massoud
18
Leippold, Markus
18
Lee, Roger
16
Foresi, Silverio
14
Wu, L.
14
Mattila, Anna S.
13
Fan, Alei
10
Itkin, Andrey
10
Wang, Yaping
10
Backus, David
9
Bali, Turan G.
9
Carr, P.
8
Wu, Liang
8
CARR, PETER
7
Holowczak, Richard
7
Li, Xiang
7
Linetsky, Vadim
7
Sun, Jian
7
Wu, Lunwen
7
Zhang, Frank Xiaoling
7
He, Zeya
6
Liu, Qing
6
Lothian, James R.
6
Mozumdar, Abon
6
Simaan, Yusif E.
6
WU, LIUREN
6
Yang, Wan
6
Bakshi, Gurdip
5
Easley, David
5
Egloff, Daniel
5
Engle, Robert F.
5
Lin, Bingxuan
5
Liu, Heng
5
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EconWPA
23
arXiv.org
7
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3
Carnegie Mellon University, Tepper School of Business
2
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2
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2
Centre for Research into Industry, Enterprise, Finance and the Firm (CRIEFF), University of St. Andrews
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1
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1
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1
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1
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Finance
23
International journal of hospitality management
16
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
Journal of financial and quantitative analysis : JFQA
10
Journal of financial economics
10
The journal of finance : the journal of the American Finance Association
10
The review of financial studies
9
Journal of hospitality & tourism research : JHTR ; the professional journal of the Council on Hotel, Restaurant, and Institutional Education
8
Finance and Stochastics
7
International journal of contemporary hospitality management
7
Papers / arXiv.org
7
Risk : managing risk in the world's financial markets
7
The journal of derivatives : JOD
7
Finance research letters
6
Journal of banking & finance
6
Journal of travel research : a quarterly publication of the Travel and Tourism Research Association
6
Management science : journal of the Institute for Operations Research and the Management Sciences
6
Review of derivatives research
6
Applied economics
5
Journal of Finance
5
Journal of Financial Economics
5
NYU Working Paper
5
International Journal of Theoretical and Applied Finance (IJTAF)
4
Journal of international money and finance
4
Mathematical Finance
4
NYU Tandon Research Paper
4
Quantitative Finance
4
Review of finance : journal of the European Finance Association
4
The European journal of finance
4
The journal of business : B
4
The journal of computational finance
4
The journal of fixed income
4
Tourism management : research, policies, practice
4
Baruch College Zicklin School of Business Research Paper
3
Computational economics
3
Economics Papers from University Paris Dauphine
3
European finance review : the official journal of the European Finance Association
3
International journal of theoretical and applied finance
3
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ECONIS (ZBW)
368
RePEc
116
OLC EcoSci
67
BASE
12
USB Cologne (EcoSocSci)
5
EconStor
3
Other ZBW resources
3
USB Cologne (business full texts)
2
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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
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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
Saved in:
10
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
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