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CAN INTEREST RATE VOLATILITY BE EXTRACTED FROM THE CROSS SECTION OF BOND YIELDS? AND INVESTIGATION OF UNSPANNED STOCHASTIC VOLATILITY
Collin-Dufresne, Pierre; Goldstein, Robert S.; Jones, … - 2004
Persistent link: https://www.econbiz.de/10006961787
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PORTFOLIO CHOICE OVER THE LIFE-CYCLE IN THE PRESENCE OF 'TRICKLE DOWN' LABOR INCOME
Benzoni, Luca; Collin-Dufresne, Pierre; Goldstein, Robert S. - 2005
Persistent link: https://www.econbiz.de/10006959818
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CAN STANDARD PREFERENCES EXPLAIN THE PRICES OF OUT OF THE MONEY S&P 500 PUT OPTIONS
Benzoni, Luca; Dufresne, Pierre-Collin; Goldstein, Robert S. - 2005
Persistent link: https://www.econbiz.de/10006956745
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ON THE RELATIVE PRICING OF LONG MATURITY S&P 500 INDEX OPTIONS AND CDX TRANCHES
Collin-Dufresne, Pierre; Goldstein, Robert S; Yangi, Fan - 2010
Persistent link: https://www.econbiz.de/10008385745
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IS CREDIT EVENT RISK PRICED? MODELING CONTAGION VIA THE UPDATING OF BELIEFS.
Collin-Dufresne, Pierre; Goldstein, Robert S; Helwege, Jean - 2010
Persistent link: https://www.econbiz.de/10008385746
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EQUILIBRIUM COMMODITY PRICES WITH IRREVERSIBLE INVESTMENT AND NON-LINEAR TECHNOLOGY
Casassus, Jaime; Collin-Dufresne, Pierre; Routledge, … - 2005
Persistent link: https://www.econbiz.de/10006956616