Browsing All of EconStor by Author Collin-Dufresne, Pierre
Showing results 1 to 4 of 4
Year of Publication | Title | Author(s) |
2010 | Explaining asset pricing puzzles associated with the 1987 market crash | Benzoni, Luca; Collin-Dufresne, Pierre; Goldstein, Robert S. |
2011 | Can standard preferences explain the prices of out-of-the-money S&P 500 put options? | Benzoni, Luca; Collin-Dufresne, Pierre; Goldstein, Robert S. |
2012 | Modeling credit contagion via the updating of fragile beliefs | Benzoni, Luca; Collin-Dufresne, Pierre; Goldstein, Robert S.; Helwege, Jean |
2012 | On bounding credit event risk premia | Bai, Jennie; Collin-Dufresne, Pierre; Goldstein, Robert S.; Helwege, Jean |