Du Du

5 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0002-1352-698X

Publications

• Time-Varying Asset Volatility and the Credit Spread Puzzle — The Journal of Finance 2019
• The Pricing of Jump Propagation: Evidence from Spot and Options Markets — Management Science 2019
• Rare Disasters, Credit, and Option Market Puzzles — Management Science 2017
• General equilibrium pricing of currency and currency options — Journal of Financial Economics 2013
• General equilibrium pricing of options with habit formation and event risks — Journal of Financial Economics 2011