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CREDIT SPREADS, OPTIMAL CAPITA...
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Theorie
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Journal of travel research : a quarterly publication of the Travel and Tourism Research Association
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ECONIS (ZBW)
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1
Credit spreads, optimal capital structure, and implied volatility with endogenous default and jump risk
Chen, Nan
;
Kou, Steven
- In:
Mathematical finance : an international journal of …
19
(
2009
)
3
,
pp. 343-378
Persistent link: https://www.econbiz.de/10003882482
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2
Jump-diffusion models for asset pricing in financial engineering
Kou, Steven
- In:
Financial engineering
,
(pp. 73-116)
.
2008
Persistent link: https://www.econbiz.de/10003567095
Saved in:
3
Discrete barrier and lookback options
Kou, Steven
- In:
Financial engineering
,
(pp. 343-373)
.
2008
Persistent link: https://www.econbiz.de/10003567639
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4
Two problems in financial engineering
Chen, Nan
-
2006
Persistent link: https://www.econbiz.de/10003965291
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5
Three essays on asymmetric information and corporate defaults
Chen, Nan
-
2004
Persistent link: https://www.econbiz.de/10003776800
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6
Pricing double-barrier options under a flexible jump diffusion model
Cai, Ning
;
Chen, Nan
;
Wan, Xiangwei
- In:
Operations research letters
37
(
2009
)
3
,
pp. 163-167
Persistent link: https://www.econbiz.de/10003903887
Saved in:
7
Additive and multiplicative duals for American option pricing
Chen, Nan
;
Glasserman, Paul
- In:
Finance and stochastics
11
(
2007
)
2
,
pp. 153-179
Persistent link: https://www.econbiz.de/10003439750
Saved in:
8
Occupation times of jump-diffusion processes with double exponential jumps and the pricing of options
Cai, Ning
;
Chen, Nan
;
Wan, Xiangwei
- In:
Mathematics of operations research
35
(
2010
)
2
,
pp. 412-437
Persistent link: https://www.econbiz.de/10003985724
Saved in:
9
An efficient multivariate control charting mechanism based on SPRT
Ou, Yanjing
;
Chen, Nan
;
Khoo, Michael B. C.
- In:
International journal of production research
53
(
2015
)
7
,
pp. 1937-1949
Persistent link: https://www.econbiz.de/10010510179
Saved in:
10
Sport tourists’ involvement with a destination : a stage-based examination
Filo, Kevin
;
Chen, Nan
;
King, Ceridwyn
;
Funk, Daniel C.
- In:
Journal of hospitality & tourism research : JHTR ; the …
37
(
2013
)
1
,
pp. 100-124
Persistent link: https://www.econbiz.de/10009772542
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