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A Refinement to Ai͏̈t-Sahalia's (2002) "Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-Form Approximation Approach"
Bakshi, Gurdip; Ju, Nengjiu - In: The journal of business : B 78 (2005) 5, pp. 2037
Persistent link: https://www.econbiz.de/10006012914
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Estimation of continuous-time models with an application to equity volatility dynamics
Bakshi, Gurdip; Ju, Nengjiu; Ou-Yang, Hui - In: Journal of financial economics 82 (2006) 1, pp. 227
Persistent link: https://www.econbiz.de/10007279855
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Horses and Rabbits? Trade-Off Theory and Optimal Capital Structure
Ju, Nengjiu; Parrino, Robert; Poteshman, Allen M.; … - In: Journal of financial and quantitative analysis : JFQA 40 (2005) 2, pp. 259-282
Persistent link: https://www.econbiz.de/10006692012
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An EBIT-Based Model of Dynamic Capital Structure
Goldstein, Robert; Ju, Nengjiu; Leland, Hayne - In: The journal of business : B 74 (2001) 4, pp. 483-512
Persistent link: https://www.econbiz.de/10006037864
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An Approximate Formula for Pricing American Options
Ju, Nengjiu; Zhong, Rui - In: The journal of derivatives : the official publication … 7 (1999) 2, pp. 31-40
Persistent link: https://www.econbiz.de/10005963086
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Fourier transformation and the pricing of average-rate derivatives
Ju, Nengjiu; Zhong, Rui - In: Review of derivatives research 9 (2006) 3, pp. 187-212
Persistent link: https://www.econbiz.de/10007877252
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Optimal Compensation and Pay-Performance Sensitivity in a Continuous-Time Principal-Agent Model
Ju, Nengjiu; Wan, Xuhu - In: Management science : journal of the Institute for … 58 (2012) 3, pp. 641-658
Persistent link: https://www.econbiz.de/10009842797
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Ambiguity, Learning, and Asset Returns
Ju, Nengjiu; Miao, Jianjun - In: Econometrica : journal of the Econometric Society, an … 80 (2012) 2, pp. 559-592
Persistent link: https://www.econbiz.de/10009842980
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Pricing an American Option by Approximating Its Early Exercise Boundary as a Multipiece Exponential Function
Ju, Nengjiu - In: The review of financial studies 11 (1998) 3, pp. 627-646
Persistent link: https://www.econbiz.de/10007351456
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Correlated Default Risks and Bank Regulations
Chen, Andrew H.; Ju, Nengjiu; Mazumdar, Sumon C.; … - In: Journal of money, credit and banking : JMCB 38 (2006) 2, pp. 375-398
Persistent link: https://www.econbiz.de/10007267613