Rare Disasters, Credit, and Option Market Puzzles

• Peter Christoffersen

  Corresponding Author

  Peter Christoffersen

  [email protected]

  Rotman School of Management, University of Toronto, Toronto, Ontario M5S 3E6, Canada; Copenhagen Business School, 2000 Frederiksberg, Denmark; and CREATES, 8210 Aarhus V, Denmark

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  ,
• Du Du

  Du Du

  [email protected]

  City University of Hong Kong, Kowloon, Hong Kong

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  ,
• Redouane Elkamhi

  Redouane Elkamhi

  [email protected]

  Rotman School of Management, University of Toronto, Toronto, Ontario M5S 3E6, Canada

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