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Luo, Dan
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Pricing and integration of credit default swap index tranches
Carverhill, Andrew
;
Luo, Dan
- In:
Journal of Futures Markets
40
(
2019
)
4
,
pp. 503-526
Persistent link: https://www.econbiz.de/10012189111
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A Bayesian analysis of time-varying jump risk in S&P 500 returns and options
Carverhill, Andrew
;
Luo, Dan
- In:
Journal of financial markets
64
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014466112
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