|
Érudit | Dépôt de documents >
Browsing by Author « Duan, Jin-Chuan »
Showing results 1 to 4 of 4
| 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
|
