Liuren Wu
Liuren Wu
Professor of Economics and Finance, Baruch College
Email verificata su baruch.cuny.edu - Home page
Titolo
Citata da
Citata da
Anno
Variance risk premiums
P Carr, L Wu
The Review of Financial Studies 22 (3), 1311-1341, 2009
12572009
Time-changed Lvy processes and option pricing
P Carr, L Wu
Journal of Financial economics 71 (1), 113-141, 2004
7982004
The finite moment log stable process and option pricing
P Carr, L Wu
The journal of finance 58 (2), 753-777, 2003
5442003
A tale of two indices
P Carr, L Wu
The Journal of Derivatives 13 (3), 13-29, 2006
4442006
Time-varying arrival rates of informed and uninformed trades
D Easley, RF Engle, M O'Hara, L Wu
Journal of Financial Econometrics 6 (2), 171-207, 2008
4052008
Stochastic skew in currency options
P Carr, L Wu
Journal of Financial Economics 86 (1), 213-247, 2007
3702007
Specification analysis of option pricing models based on time‐changed Lvy processes
J Huang, L Wu
The Journal of Finance 59 (3), 1405-1439, 2004
3202004
What type of process underlies options? A simple robust test
P Carr, L Wu
The Journal of Finance 58 (6), 2581-2610, 2003
3112003
Asset pricing under the quadratic class
M Leippold, L Wu
Journal of Financial and Quantitative Analysis, 271-295, 2002
2852002
Stock options and credit default swaps: A joint framework for valuation and estimation
P Carr, L Wu
Journal of Financial Econometrics 8 (4), 409-449, 2010
2502010
Stock options and credit default swaps: A joint framework for valuation and estimation
P Carr, L Wu
Journal of Financial Econometrics 8 (4), 409-449, 2010
2502010
Accounting for biases in Black-Scholes
DK Backus, S Foresi, L Wu
Available at SSRN 585623, 2004
2182004
Uncovered interest-rate parity over the past two centuries
JR Lothian, L Wu
Journal of International Money and Finance 30 (3), 448-473, 2011
2002011
The term structure of variance swap rates and optimal variance swap investments
D Egloff, M Leippold, L Wu
Journal of Financial and Quantitative Analysis, 1279-1310, 2010
1952010
Stochastic risk premiums, stochastic skewness in currency options, and stochastic discount factors in international economies
G Bakshi, P Carr, L Wu
Journal of Financial Economics 87 (1), 132-156, 2008
1842008
Predictable changes in yields and forward rates
D Backus, S Foresi, A Mozumdar, L Wu
Journal of Financial Economics 59 (3), 281-311, 2001
1782001
Are interest rate derivatives spanned by the term structure of interest rates?
M Heidari, L Wu
The Journal of Fixed Income 13 (1), 75-86, 2003
1482003
Theory and evidence on the dynamic interactions between sovereign credit default swaps and currency options
P Carr, L Wu
Journal of Banking & Finance 31 (8), 2383-2403, 2007
1332007
Design and estimation of quadratic term structure models
M Leippold, L Wu
Review of Finance 7 (1), 47-73, 2003
1162003
A simple robust link between American puts and credit protection
P Carr, L Wu
The Review of Financial Studies 24 (2), 473-505, 2011
982011
Il sistema al momento non pu eseguire l'operazione. Riprova pi tardi.
Articoli 1–20