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  3. Jin-Chuan Duan
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Publications CIRANO de Jin-Chuan Duan

En tant qu'auteur

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CS

Short and Long Memory in Equilibrium Interest Rate Dynamics

Jin-Chuan Duan et Kris Jacobs

Simulation
CS

Pricing Discretely Monitored Barrier Options by a Markov Chain

Jin-Chuan Duan, Evan Dudley, Geneviève Gauthier et Jean-Guy Simonato

Concurrence
CS

Empirical Martingale Simulation for Asset Prices

Jin-Chuan Duan et Jean-Guy Simonato

Simulation
CS

Estimating and Testing Exponential Affine Term Structure Models by Kalman Filter

Jin-Chuan Duan et Jean-Guy Simonato

Simulation

Short and Long Memory in Equilibrium Interest Rate Dynamics

Pricing Discretely Monitored Barrier Options by a Markov Chain

Empirical Martingale Simulation for Asset Prices

Estimating and Testing Exponential Affine Term Structure Models by Kalman Filter

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