Duan, Jin-Chuan.
Duan, Jin-Chuan, 1956-
Duan, Jin-Chuan, 19..-....
VIAF ID: 190736566 ( Personal )
Permalink: http://viaf.org/viaf/190736566
Preferred Forms
- 200 _ | ‡a Duan ‡b Jin-Chuan
-
-
-
- 100 1 0 ‡a Duan, Jin-Chuan
- 100 1 _ ‡a Duan, Jin-Chuan
- 100 1 _ ‡a Duan, Jin-Chuan
- 100 1 _ ‡a Duan, Jin-Chuan
-
- 100 1 _ ‡a Duan, Jin-Chuan, ‡d 19..-....
-
-
4xx's: Alternate Name Forms (6)
Works
Title | Sources |
---|---|
American option pricing under GARCH by a Markov chain approximation | |
Analytical approximations for the GJR-GARCH and EGARCH option pricing models | |
Empirical martingale simulation for asset prices | |
Estimating and testing exponential-affine term structure models by Kalman filter | |
Estimating Merton's model by maximum likelihood with survivorship consideration | |
Estimating the structural credit risk model when equity prices are contaminated by trading noises | |
The estimation of deposit insurance with interest rate risk | |
An exact arbitrage pricing model ... 1986 | |
form: | |
Handbook of computational finance | |
Interesting times : secret of my success | |
Numerical pricing of contingent claims on multiple assets and/or factors : a low-discrepancy Markov chain approach | |
On the equivalence of the KMV and maximum likelihood methods for structural credit risk models | |
Pricing discretely monitored barrier options by a Markov chain | |
Le secret de mon succès | |
Short and long memory in equilibrium interest rate dynamics |