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Jackknifing bond option prices
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The review of financial studies
Cowles Foundation discussion paper
255
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Simulation-based estimation of contingent-claims prices
Phillips, Peter C. B.
;
Yu, Jun
- In:
The review of financial studies
22
(
2009
)
9
,
pp. 3669-3705
Persistent link: https://www.econbiz.de/10003885728
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2
Jackknifing bond option prices
Phillips, Peter C. B.
;
Yu, Jun
- In:
The review of financial studies
18
(
2005
)
2
,
pp. 707-742
Persistent link: https://www.econbiz.de/10002882119
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3
Self-exciting jumps, learning, and asset pricing implications
Fulop, Andras
;
Li, Junye
;
Yu, Jun
- In:
The review of financial studies
28
(
2015
)
3
,
pp. 876-912
Persistent link: https://www.econbiz.de/10011337555
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4
Simulation-Based Estimation of Contingent-Claims Prices
Phillips, Peter C. B.
;
Yu, Jun
- In:
The review of financial studies
22
(
2013
)
9
,
pp. 3669-3668
Persistent link: https://www.econbiz.de/10010113838
Saved in:
5
Jackknifing Bond Option Prices
Phillips, Peter C. B.
;
Yu, Jun
- In:
The review of financial studies
18
(
2013
)
2
,
pp. 707-706
Persistent link: https://www.econbiz.de/10010114510
Saved in:
6
Impediments to financial trade : theory and applications
Garleanu, Nicolae
;
Panageas, Stauros
;
Yu, Jianfeng
- In:
The review of financial studies
33
(
2020
)
6
,
pp. 2697-2727
Persistent link: https://www.econbiz.de/10012244785
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7
Optimal long-term contracting with learning
He, Zhiguo
;
Wei, Bin
;
Yu, Jianfeng
;
Gao, Feng
- In:
The review of financial studies
30
(
2017
)
6
,
pp. 2006-2065
Persistent link: https://www.econbiz.de/10011755549
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