81
Publications
8K
Citations
40
H-Index
1991
Active since
Liuren Wu is an author at Baruch College specializing in business, finance, and financial economics.
Top concepts
BusinessFinanceFinancial EconomicsAsset PricingEconomicsOption PricingVolatility ModelingEmpirical FinanceEconomic AnalysisStatistics
Publications per year
1991–2023
81
81
Peter Carr, Liuren Wu · Review of Financial Studies · 2008 · 1.4K citations
Time-changed Lévy processes and option pricing
Peter Carr, Liuren Wu · Journal of Financial Economics · 2003 · 716 citations
The Finite Moment Log Stable Process and Option Pricing
Peter Carr, Liuren Wu · The Journal of Finance · 2003 · 531 citations
Peter Carr, Liuren Wu · The Journal of Derivatives · 2006 · 408 citations
Stochastic skew in currency options☆
Peter W. Carr, Liuren Wu · Journal of Financial Economics · 2007 · 357 citations
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