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~type_genre:"Aufsatz in Zeitschrift"
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General equilibrium pricing of options with habit formation and event risks
Du, Du
- In:
Journal of financial economics
99
(
2011
)
2
,
pp. 400-426
Persistent link: https://www.econbiz.de/10009242337
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2
General equilibrium pricing of currency and currency options
Du, Du
- In:
Journal of financial economics
110
(
2013
)
3
,
pp. 730-751
Persistent link: https://www.econbiz.de/10010255704
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3
Rare disasters, credit, and option market puzzles
Christoffersen, Peter F.
;
Du, Du
;
Elkamhi, Redouane
- In:
Management science : journal of the Institute for …
63
(
2017
)
5
,
pp. 1341-1364
Persistent link: https://www.econbiz.de/10011684726
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4
The pricing of jump propagation : evidence from spot and options markets
Du, Du
;
Luo, Dan
- In:
Management science : journal of the Institute for …
65
(
2019
)
5
,
pp. 2360-2387
Persistent link: https://www.econbiz.de/10012039789
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