- Du, Du / Is Control Friction Always Hurting Outside Investors?: Implications from a Theoretical Study. February 2025; In: Journal of Mathematical Finance. Vol. 15, No. 1, pp. 123-154
- DU, Du / Macroeconomic Conditions, Persistent Preference Shocks, and Corporate Management. February 2025; In: Journal of Mathematical Finance. Vol. 15, No. 1, pp. 35-65
- Du, Du / Investment Risk, Financial Slack, and Value of Capital: A Theoretical Examination. November 2024; In: Journal of Mathematical Finance. Vol. 14, No. 4, pp. 365-387
- Du, Du / Optimal Operations of Entrepreneurial Firms under Time-Inconsistent Preferences. November 2024; In: Journal of Mathematical Finance. Vol. 14, No. 4, pp. 430-459
- DU, Du; Elkamhi, Redouane; Ericsson, Jan / Time-Varying Asset Volatility and the Credit Spread Puzzle. August 2019; In: Journal of Finance. Vol. 74, No. 4, pp. 1841-1885
- Du, Du; Luo, Dan / The Pricing of Jump Propagation: Evidence from Spot and Options Markets. May 2019; In: Management Science. Vol. 65, No. 5, pp. 2360-2387
- Christoffersen, Peter; Du, Du; Elkamhi, Redouane / Rare disasters, credit, and option market puzzles. May 2017; In: Management Science. Vol. 63, No. 5, pp. 1341-1364
- Du, Du / General equilibrium pricing of currency and currency options. December 2013; In: Journal of Financial Economics. Vol. 110, No. 3, pp. 730-751
- Du, Du / General equilibrium pricing of options with habit formation and event risks. February 2011; In: Journal of Financial Economics. Vol. 99, No. 2, pp. 400-426
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