Jun He
Post
Research
Note
Data
Bergen
π
Kris Jacobs
β Papers reviewed on this blog
[2024 JFE]
ζΆηηζ²ηΊΏζεεΎεε₯½οΌδΉε―θ½ε―Ήζ³’ε¨ηγε θ³δΈι»γ
Modeling Volatility in Dynamic Term Structure Models
Jun 2026
[2004 JFE]
δΌ°ηζΆεη¨δΈζε°ΊοΌιηζΆεζ’ε¦δΈζββζε€±ε½ζ°ε¦δ½γε·ε·γζΉεδΊδ½ ηζζ樑ε
The Importance of the Loss Function in Option Valuation
Jun 2026