Showing 1 - 3 results of 3 for search 'Wachter, J.A', query time: 0.07s Refine Results
  1. 1
    Risk, unemployment, and the stock market: A rare-event-based explanation of labor market volatility
    by Kilic, M., Wachter, J.A
    Published 2018
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    Article
  2. 2
    Do Rare Events Explain CDX Tranche Spreads?
    by Seo, S.B, Wachter, J.A
    Published 2018
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    Article
  3. 3
    Option prices in a model with stochastic disaster risk
    by Seo, S.B, Wachter, J.A
    Published 2019
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    Article
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