Statistics
Publications
85
Citations
8.3K
H-Index
42
Active since
1997
Liuren Wu is an author at Baruch College specializing in financial economics, finance, and business.
Publications per year
1997–2023
85
85
Peter Carr, Liuren Wu · Review of Financial Studies · 2008 · 1.4K citations
Business, Finance, Risk Management +15
Time-changed Lévy processes and option pricing
Peter Carr, Liuren Wu · Journal of Financial Economics · 2003 · 720 citations
Engineering, Finance, Mathematics +14
The Finite Moment Log Stable Process and Option Pricing
Peter Carr, Liuren Wu · The Journal of Finance · 2003 · 534 citations
Peter Carr, Liuren Wu · The Journal of Derivatives · 2006 · 410 citations
Stochastic skew in currency options☆
Peter W. Carr, Liuren Wu · Journal of Financial Economics · 2007 · 359 citations
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