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Generalized transform analysis of affine processes and applications in finance
Chen, Hui; Joslin, Scott - In: The review of financial studies 25 (2012) 7, pp. 2225-2256
Persistent link: https://www.econbiz.de/10009571713
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Demand for crash insurance, intermediary constraints, and risk premia in financial markets
Chen, Hui; Joslin, Scott; Ni, Sophie Xiaoyan - In: The review of financial studies 32 (2019) 1, pp. 228-265
Persistent link: https://www.econbiz.de/10012033392
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A new perspective on Gaussian dynamic term structure models
Joslin, Scott; Singleton, Kenneth J.; Zhu, Haoxiang - In: The review of financial studies 24 (2011) 3, pp. 926-970
Persistent link: https://www.econbiz.de/10008934088