Junwu Gan
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Person:5247274
Available identifiers
zbMath Open gan.junwuMaRDI QIDQ5247274
List of research outcomes
 | This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon! |
| Publication | Date of Publication | Type |
|---|---|---|
| An almost Markovian LIBOR market model calibrated to caps and swaptions | 2015-04-23 | Paper |
| ANALYTIC BACKWARD INDUCTION OF OPTION CASH FLOWS: A NEW APPLICATION PARADIGM FOR THE MARKOVIAN INTEREST RATE MODELS | 2006-10-16 | Paper |
Research outcomes over time
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