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Duffie, Darrell
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Working paper / National Bureau of Economic Research, Inc
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8
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An Overview of Value at Risk
Duffie, Darrell
;
Pan, Jun
- In:
The journal of derivatives : the official publication …
4
(
1997
)
3
,
pp. 7-49
Persistent link: https://www.econbiz.de/10007306652
Saved in:
2
TRANSFORM ANALYSIS AND ASSET PRICING FOR AFFINE JUMP-DIFFUSIONS
Duffie, Darrell
;
Pan, Jun
;
Singleton, Kenneth
-
1999
Persistent link: https://www.econbiz.de/10006987777
Saved in:
3
Transform Analysis and Asset Pricing for Affine Jump-Diffusions
Duffie, Darrell
;
Pan, Jun
;
Singleton, Kenneth
- In:
Econometrica : journal of the Econometric Society, an …
68
(
2000
)
6
,
pp. 1343-1376
Persistent link: https://www.econbiz.de/10006777427
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4
The Information in Option Volume for Future Stock Prices
Pan, Jun
;
Poteshman, Allen M.
- In:
The review of financial studies
19
(
2006
)
3
,
pp. 871-908
Persistent link: https://www.econbiz.de/10007282229
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5
Dynamic derivative strategies
Liu, Jun
;
Pan, Jun
- In:
Journal of financial economics
69
(
2003
)
3
,
pp. 401-430
Persistent link: https://www.econbiz.de/10006506204
Saved in:
6
The jump-risk premia implicit in options: evidence from an integrated time-series study
Pan, Jun
- In:
Journal of financial economics
63
(
2002
)
1
,
pp. 3-50
Persistent link: https://www.econbiz.de/10006510512
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7
NOISE AS INFORMATION FOR ILLIQUIDITY
Hu, Xing
;
Pan, Jun
;
Wang, Jiang
-
2010
Persistent link: https://www.econbiz.de/10008719223
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8
Comment - Iterative and Recursive Estimation in Structural Nonadaptive Models
Pan, Jun
- In:
Journal of business & economic statistics : JBES ; a …
21
(
2003
)
4
,
pp. 495-497
Persistent link: https://www.econbiz.de/10008215218
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9
HOW SOVEREIGN IS SOVEREIGN CREDIT RISK?
Longstaff, Francis A.
;
Pan, Jun
;
Pedersen, Lasse H.
; …
-
2007
Persistent link: https://www.econbiz.de/10007894295
Saved in:
10
How sovereign is sovereign credit risk?
Longstaff, Francis A.
;
Pan, Jun
;
Pedersen, Lasse Heje
; …
- In:
American economic journal / Macroeconomics : a journal …
3
(
2011
)
2
,
pp. 75-103
Persistent link: https://www.econbiz.de/10009904004
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