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~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Journal of banking & finance"
~person:"Duan, Jin-Chuan"
~person:"Post, Thierry"
~person:"Prokopczuk, Marcel"
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Duan, Jin-Chuan
Post, Thierry
Prokopczuk, Marcel
Fabozzi, Frank J.
12
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10
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9
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International journal of theoretical and applied finance
Journal of banking & finance
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Rotterdams Instituut voor Bedrijfseconomische Studies : RIBES
10
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ECONIS (ZBW)
18
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1
Convergence speed of GARCH option price to diffusion option price
Duan, Jin-Chuan
;
Wang, Yazhen
;
Zou, Jian
- In:
International journal of theoretical and applied finance
12
(
2009
)
3
,
pp. 359-391
Persistent link: https://www.econbiz.de/10003867411
Saved in:
2
Downside risk and asset pricing
Post, Thierry
;
Vliet, Pim van
- In:
Journal of banking & finance
30
(
2006
)
3
,
pp. 823-849
Persistent link: https://www.econbiz.de/10003300393
Saved in:
3
Downside risk aversion, fixed-income exposure, and the value premium puzzle
Baltussen, Guido
;
Post, Thierry
;
Vliet, Willem Nicolaas van
- In:
Journal of banking & finance
36
(
2012
)
12
,
pp. 3382-3398
Persistent link: https://www.econbiz.de/10009660448
Saved in:
4
A public good approach to credit ratings : from concept to reality
Duan, Jin-Chuan
;
Van Laere, Elisabeth
- In:
Journal of banking & finance
36
(
2012
)
12
,
pp. 3239-3247
Persistent link: https://www.econbiz.de/10009660503
Saved in:
5
Executive stock options and incentive effects due to systematic risk
Duan, Jin-Chuan
;
Wei, Jason
- In:
Journal of banking & finance
29
(
2005
)
5
,
pp. 1185-1211
Persistent link: https://www.econbiz.de/10002628560
Saved in:
6
Fair insurance guaranty premia in the presence of risk-based capital regulations, stochastic interest rate and catastrophe risk
Duan, Jin-Chuan
;
Yu, Min-Teh
- In:
Journal of banking & finance
29
(
2005
)
10
,
pp. 2435-2454
Persistent link: https://www.econbiz.de/10003071010
Saved in:
7
Loan commitments, investment decisions and the signalling equilibrium
Duan, Jin-Chuan
- In:
Journal of banking & finance
17
(
1993
)
4
,
pp. 645-661
Persistent link: https://www.econbiz.de/10001147088
Saved in:
8
Capital standard, forbearance and deposit insurance pricing under GARCH
Duan, Jin-Chuan
;
Yu, Min-Teh
- In:
Journal of banking & finance
23
(
1999
)
11
,
pp. 1691-1706
Persistent link: https://www.econbiz.de/10001415173
Saved in:
9
Deposit insurance and bank interest rate risk : pricing and regulatory implications
Duan, Jin-Chuan
- In:
Journal of banking & finance
19
(
1995
)
6
,
pp. 1091-1108
Persistent link: https://www.econbiz.de/10001187927
Saved in:
10
The memory of beta
Becker, Janis
;
Hollstein, Fabian
;
Prokopczuk, Marcel
; …
- In:
Journal of banking & finance
124
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012816442
Saved in:
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