Jun He
Post
Research
Note
Data
Bergen
🌞
Mark Loewenstein
← Papers reviewed on this blog
[2007 RFS]
一道方程，几个价格——Black-Scholes 方法里被忽略的「泡沫」
Options and Bubbles
Jun 2026
[2003 RFS]
行权就再送你一张期权：这台「印钞机」为什么印不出钱
Employee Reload Options: Pricing, Hedging, and Optimal Exercise
Jun 2026
[2002 RFS]
一点点交易成本，就把「持续交易」逼成了「买入持有」
Optimal Portfolio Selection with Transaction Costs and Finite Horizons
Jun 2026