The following pages link to Jin-Chuan Duan (Q302201):
Displaying 26 items.
- (Q198565) (redirect page) (← links)
- Estimating the structural credit risk model when equity prices are contaminated by trading noises (Q302203) (← links)
- Local-momentum autoregression and the modeling of interest rate term structure (Q308389) (← links)
- Multiperiod corporate default prediction -- a forward intensity approach (Q528035) (← links)
- (Q692951) (redirect page) (← links)
- A stable estimator of the information matrix under EM for dependent data (Q692952) (← links)
- Multilevel fuzzy relational systems: Structure and identification (Q699888) (← links)
- Option valuation with co-integrated asset prices (Q951492) (← links)
- Augmented GARCH\((p,q)\) process and its diffusion limit (Q1362059) (← links)
- A simple long-memory equilibrium interest rate model (Q1391624) (← links)
- Data-cloning \(SMC^2\): a global optimizer for maximum likelihood estimation of latent variable models (Q2008135) (← links)
- Empirical Martingale Simulation for Asset Prices (Q2784025) (← links)
- Computational Finance: An Introduction (Q3112451) (← links)
- Asymptotic Distribution of the EMS Option Price Estimator (Q3114720) (← links)
- THE GARCH OPTION PRICING MODEL (Q3125789) (← links)
- CONVERGENCE SPEED OF GARCH OPTION PRICE TO DIFFUSION OPTION PRICE (Q3637886) (← links)
- MAXIMUM LIKELIHOOD ESTIMATION USING PRICE DATA OF THE DERIVATIVE CONTRACT (Q4372031) (← links)
- (Q4407581) (← links)
- (Q4550913) (← links)
- Option pricing under regime switching (Q4646774) (← links)
- PD-Implied Ratings via Referencing a Credit Rating/Scoring Pool’s Default Experience (Q5015919) (← links)
- APPROXIMATING GARCH‐JUMP MODELS, JUMP‐DIFFUSION PROCESSES, AND OPTION PRICING (Q5472775) (← links)
- American option pricing under GARCH by a Markov chain approximation (Q5941429) (← links)
- Sequential Monte Carlo optimization and statistical inference (Q6602012) (← links)
- Density-Tempered Marginalized Sequential Monte Carlo Samplers (Q6667020) (← links)
- Default Correlations and Large-Portfolio Credit Analysis (Q6667102) (← links)
