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Browsing by Author « Duan, Jin-Chuan »

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Empirical Martingale Simulation for Asset Prices
Duan, Jin-Chuan; Simonato, Jean-Guy
Issue Date : 1995-10

Estimating and Testing Exponential Affine Term Structure Models by Kalman Filter
Duan, Jin-Chuan; Simonato, Jean-Guy
Issue Date : 1995-10

Pricing Discretely Monitored Barrier Options by a Markov Chain
Duan, Jin-Chuan; Dudley, Evan; Gauthier, Geneviève; Simonato, Jean-Guy
Issue Date : 1999-04

Short and Long Memory in Equilibrium Interest Rate Dynamics
Duan, Jin-Chuan; Jacobs, Kris
Issue Date : 2001-03

Showing results 1 to 4 of 4

 

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