Liuren Wu

According to our database1, Liuren Wu authored at least 3 papers between 2008 and 2012.

Collaborative distances:
  • Dijkstra number2 of six.
  • Erdős number3 of four.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Other 

Links

On csauthors.net:

Bibliography

2012
Variance swaps on time-changed Lévy processes.
Finance and Stochastics, 2012

2010
The Behavior of Risk and Market Prices of Risk Over the Nasdaq Bubble Period.
Management Science, 2010

2008
A No-Arbitrage Analysis of Macroeconomic Determinants of the Credit Spread Term Structure.
Management Science, 2008


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