Jun He
Post
Research
Note
Data
Bergen
🌞
Hitesh Doshi
← Papers reviewed on this blog
[2024 JFE]
收益率曲线拟合得再好,也可能对波动率「充耳不闻」
Modeling Volatility in Dynamic Term Structure Models
Jun 2026
[2024 JFE]
股与债,真的「各说各话」吗?——一个结构模型如何为期权市场的「不一致」翻案
The Risk and Return of Equity and Credit Index Options
Jun 2026