Showing 1 - 2 results of 2 for search 'Pan, Jun', query time: 0.01s Refine Results
  1. 1

    Transform analysis and asset pricing for affine jump-diffusions by Duffie, Darrell

    Published 1999
    Book

    Transform analysis and asset pricing for affine jump-diffusions
  2. 2

    Default and recovery implicit in the term structure of sovereign CDS spreads. by Pan, Jun

    Published in Journal of Finance
    Article

    Default and recovery implicit in the term structure of sovereign CDS spreads.

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