Variance risk premiums P Carr, L Wu The Review of Financial Studies 22 (3), 1311-1341, 2009 | 1540 | 2009 |
Time-changed Lévy processes and option pricing P Carr, L Wu Journal of Financial economics 71 (1), 113-141, 2004 | 950 | 2004 |
The finite moment log stable process and option pricing P Carr, L Wu The journal of finance 58 (2), 753-777, 2003 | 685 | 2003 |
A tale of two indices P Carr, L Wu Available at SSRN 871729, 2005 | 550 | 2005 |
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 | 466 | 2008 |
Stochastic skew in currency options P Carr, L Wu Journal of Financial Economics 86 (1), 213-247, 2007 | 437 | 2007 |
Specification analysis of option pricing models based on time‐changed Lévy processes J Huang, L Wu The Journal of Finance 59 (3), 1405-1439, 2004 | 366 | 2004 |
What type of process underlies options? A simple robust test P Carr, L Wu The Journal of Finance 58 (6), 2581-2610, 2003 | 362 | 2003 |
Asset pricing under the quadratic class M Leippold, L Wu Journal of Financial and Quantitative Analysis 37 (2), 271-295, 2002 | 333 | 2002 |
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 | 292 | 2010 |
Accounting for biases in Black-Scholes DK Backus, S Foresi, L Wu Available at SSRN 585623, 2004 | 262 | 2004 |
Uncovered interest-rate parity over the past two centuries JR Lothian, L Wu Journal of International Money and Finance 30 (3), 448-473, 2011 | 260 | 2011 |
The term structure of variance swap rates and optimal variance swap investments D Egloff, M Leippold, L Wu Journal of financial and quantitative analysis 45 (5), 1279-1310, 2010 | 248 | 2010 |
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 | 222 | 2008 |
Predictable changes in yields and forward rates D Backus, S Foresi, A Mozumdar, L Wu Journal of Financial Economics 59 (3), 281-311, 2001 | 191 | 2001 |
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 | 170 | 2007 |
Are interest rate derivatives spanned by the term structure of interest rates? M Heidari, L Wu Available at SSRN 283310, 2001 | 164 | 2001 |
Static hedging of standard options P Carr, L Wu Journal of Financial Econometrics 12 (1), 3-46, 2014 | 155* | 2014 |
Leverage effect, volatility feedback, and self-exciting market disruptions P Carr, L Wu Journal of Financial and Quantitative Analysis 52 (5), 2119-2156, 2017 | 150 | 2017 |
A simple robust link between American puts and credit protection P Carr, L Wu The Review of Financial Studies 24 (2), 473-505, 2011 | 145 | 2011 |