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TRANSFORM ANALYSIS AND ASSET PRICING FOR AFFINE JUMP-DIFFUSIONS
Duffie, Darrell; Pan, Jun; Singleton, Kenneth - 1999
Persistent link: https://www.econbiz.de/10006987777
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DYNAMIC ASSET ALLOCATION WITH EVENT RISK
Liu, Jun; Longstaff, Francis A.; Pan, Jun - 2002
Persistent link: https://www.econbiz.de/10006973105
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HOW SOVEREIGN IS SOVEREIGN CREDIT RISK?
Longstaff, Francis A.; Pan, Jun; Pedersen, Lasse H.; … - 2007
Persistent link: https://www.econbiz.de/10007894295
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NOISE AS INFORMATION FOR ILLIQUIDITY
Hu, Xing; Pan, Jun; Wang, Jiang - 2010
Persistent link: https://www.econbiz.de/10008719223
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THE INFORMATION OF OPTION VOLUME FOR FUTURE STOCK PRICES
Pan, Jun; Poteshman, Allen - 2004
Persistent link: https://www.econbiz.de/10006961127
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LARGE PORTFOLIO LOSSES
Dembo, Amir; Deuschel, Jean-Dominique; Duffie, Darrell - 2002
Persistent link: https://www.econbiz.de/10006972578
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CAPITAL MOBILITY AND ASSET PRICING
Duffie, Darrell; Strulovici, Bruno - 2011
Persistent link: https://www.econbiz.de/10009266132
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THE EXACT LAW OF LARGE NUMBERS FOR INDEPENDENT RANDOM MATCHING
Duffie, Darrell; Sun, Yeneng - 2011
Persistent link: https://www.econbiz.de/10009266138
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SYSTEMIC RISK EXPOSURES: A 10-BY-10-BY-10 APPROACH
Duffie, Darrell - 2011
Persistent link: https://www.econbiz.de/10009289001
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INFORMATION PERCOLATION IN SEGMENTED MARKETS
Duffie, Darrell; Malamud, Semyon; Manso, Gustavo - 2011
Persistent link: https://www.econbiz.de/10009799428