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Dynamic derivative strategies
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Liu, Jun
56
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18
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An Equilibrium Model of Rare-Event Premia and Its Implication for Option Smirks
Liu, Jun
;
Pan, Jun
;
Wang, Tan
- In:
The review of financial studies
18
(
2013
)
1
,
pp. 131-130
Persistent link: https://www.econbiz.de/10010114463
Saved in:
2
DYNAMIC ASSET ALLOCATION WITH EVENT RISK
Liu, Jun
;
Longstaff, Francis A.
;
Pan, Jun
-
2002
Persistent link: https://www.econbiz.de/10006973105
Saved in:
3
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
Saved in:
4
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
Saved in:
5
Analytical value-at-risk with jumps and credit risk
Duffie, Darrell
;
Pan, Jun
- In:
Finance and stochastics
5
(
2001
)
2
,
pp. 155-180
Persistent link: https://www.econbiz.de/10008217151
Saved in:
6
Volatility Information Trading in the Option Market
Ni, Sophiex
;
Pan, Jun
;
Poteshman, Allenm
- In:
The journal of finance : the journal of the American …
63
(
2008
)
3
,
pp. 1059-1092
Persistent link: https://www.econbiz.de/10008052425
Saved in:
7
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
Saved in:
8
The Information in Option Volume for Future Stock Prices
Pan, Jun
;
Poteshman, Allen M.
- In:
The review of financial studies
19
(
2013
)
3
,
pp. 871-870
Persistent link: https://www.econbiz.de/10010114582
Saved in:
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
In situ measurement of transport between subchondral bone and articular cartilage
Pan, Jun
;
Zhou, Xiaozhou
;
Li, Wen
;
Novotny, John E.
; …
- In:
Journal of orthopaedic research : official publ. of the …
27
(
2009
)
10
,
pp. 1347-1352
Persistent link: https://www.econbiz.de/10008311641
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