Junwu Gan
From MaRDI portal
Person:5247274
Available identifiers
zbMath Open gan.junwuMaRDI QIDQ5247274
List of research outcomes
| 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
Doctoral students
No records found.
Known relations from the MaRDI Knowledge Graph
| Property | Value |
|---|---|
| MaRDI profile type | MaRDI person profile |
| instance of | human |
This page was built for person: Junwu Gan
