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Dynamic derivative strategies
Liu, Jun; Pan, Jun - In: Journal of Financial Economics 69 (2003) 3, pp. 401-430
Persistent link: https://www.econbiz.de/10005362727
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The jump-risk premia implicit in options: evidence from an integrated time-series study
Pan, Jun - In: Journal of Financial Economics 63 (2002) 1, pp. 3-50
Persistent link: https://www.econbiz.de/10005122030
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Multi-period corporate default prediction with stochastic covariates
Duffie, Darrell; Saita, Leandro; Wang, Ke - In: Journal of Financial Economics 83 (2007) 3, pp. 635-665
Persistent link: https://www.econbiz.de/10005210517
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Securities lending, shorting, and pricing
Duffie, Darrell; Garleanu, Nicolae; Pedersen, Lasse Heje - In: Journal of Financial Economics 66 (2002) 2-3, pp. 307-339
Persistent link: https://www.econbiz.de/10005478059