Jun He
Post
Research
Note
Data
Bergen
🌞
Liuren Wu
← Papers reviewed on this blog
[2004 JFE]
把「跳跃、波动、杠杆」三件事,交给一只会变速的钟
Time-changed Lévy Processes and Option Pricing
Jun 2026
[2001 JFE]
利率曲线的「反常」,其实藏在最短的那两年里
Predictable Changes in Yields and Forward Rates
Jun 2026