Zobrazeno 1 - 10
of 673
pro vyhledávání: '"Liuren Wu"'
Autor:
Carr, Peter1, Liuren Wu2 Liuren_Wu@baruch.cuny.edu
Publikováno v:
Review of Financial Studies. Mar2009, Vol. 22 Issue 3, p1311-1341. 31p.
Autor:
CARR, PETER1,2, LIUREN WU3
Publikováno v:
Journal of Finance (Wiley-Blackwell). Dec2003, Vol. 58 Issue 6, p2581-2610. 30p. 3 Charts, 9 Graphs.
Autor:
CARR, PETER1, LIUREN WU2
Publikováno v:
Journal of Finance (Wiley-Blackwell). Apr2003, Vol. 58 Issue 2, p753-778. 26p. 2 Charts, 5 Graphs.
Autor:
Leippold, Markus1 leippold@isb.unizh.ch, Liuren Wu2 wu@fordham.edu
Publikováno v:
Journal of Financial & Quantitative Analysis. Jun2002, Vol. 37 Issue 2, p271-295. 25p. 1 Chart.
Autor:
Peter Carr, Liuren Wu
Publikováno v:
Review of Finance. 27:997-1026
Classic bond pricing centralizes bond valuation across all maturities by specifying the dynamics of the short-term interest rate. This article develops a decentralized theory that prices each bond based purely on the near-term behavior of the bond’
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::6131d042c120327fcdf4ecfd7be036c0
https://doi.org/10.1093/rof/rfac053
https://doi.org/10.1093/rof/rfac053
Publikováno v:
Financial Innovation, Vol 6, Iss 1, Pp 1-2 (2020)
Externí odkaz:
https://doaj.org/article/bafcc493e12b42fdb253740761abad61
Publikováno v:
The Review of Asset Pricing Studies.
Classic option pricing theory values a derivative contract via dynamic delta hedging and treating the contract as redundant relative to the underlying security. Dynamic delta hedging proves highly effective in practice, but the remaining risk is stil
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::095d052e19d002d995144d645e84b4f6
https://doi.org/10.1093/rapstu/raad003
https://doi.org/10.1093/rapstu/raad003
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9be5f3e8d67be7f3bb1668e1bb6b1fa7
https://doi.org/10.2139/ssrn.4326162
https://doi.org/10.2139/ssrn.4326162
Autor:
JING-ZHI HUANG1, LIUREN WU2
Publikováno v:
Journal of Finance (Wiley-Blackwell). Jun2004, Vol. 59 Issue 3, p1405-1439. 35p. 5 Charts, 3 Graphs.
Publikováno v:
The Journal of Derivatives. 30:1-2
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::600f5f1d7714a171a60ddafa497042c8
https://doi.org/10.3905/jod.2022.30.2.001
https://doi.org/10.3905/jod.2022.30.2.001