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CREDIT SPREADS, OPTIMAL CAPITA...
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Chen, Nan
20
Zhou, Shiyu
7
Cai, Ning
4
Wan, Xiangwei
4
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2
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2
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IIE transactions / Institute of Industrial Engineers, Norcross, Ga : industrial engineering and development
5
Operations research letters
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Mathematics of operations research
2
Finance and stochastics
1
International journal of production research : American Institute of Industrial Engineers ; Society of Manufacturing Engineers
1
Journal of hospitality & tourism research : JHTR ; the professional journal of the Council on Hotel, Restaurant, and Institutional Education
1
Journal of the Royal Statistical Society / C
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Naval research logistics : an international journal
1
Problèmes économiques : le meilleur de la presse et des revues pour suivre l'actualité
1
Quality and reliability engineering international
1
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OLC EcoSci
ECONIS (ZBW)
98
RePEc
11
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2
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2
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1
Option Pricing Under a Mixed-Exponential Jump Diffusion Model
Cai, Ning
;
Kou, S. G.
- In:
Management science : journal of the Institute for …
57
(
2011
)
11
,
pp. 2067-2082
Persistent link: https://www.econbiz.de/10009799574
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2
CREDIT SPREADS, OPTIMAL CAPITAL STRUCTURE, AND IMPLIED VOLATILITY WITH ENDOGENOUS DEFAULT AND JUMP RISK
Chen, Nan
;
Kou, S.G.
- In:
Mathematical finance : an international journal of …
19
(
2009
)
3
,
pp. 343-378
Persistent link: https://www.econbiz.de/10008270134
Saved in:
3
Simulation-based estimation of cycle time using quantile regression
Chen, Nan
;
Zhou, Shiyu
- In:
IIE transactions / Institute of Industrial Engineers, …
43
(
2011
)
3
,
pp. 176-192
Persistent link: https://www.econbiz.de/10008781208
Saved in:
4
Optimal variability sensitive condition-based maintenance with a Cox PH model
Chen, Nan
;
Chen, Yong
;
Li, Zhiguo
;
Zhou, Shiyu
; …
- In:
International journal of production research : American …
49
(
2011
)
7
,
pp. 2083-2101
Persistent link: https://www.econbiz.de/10008813581
Saved in:
5
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. 412-438
Persistent link: https://www.econbiz.de/10008420821
Saved in:
6
Additive and multiplicative duals for American option pricing
Chen, Nan
;
Glasserman, Paul
- In:
Finance and stochastics
11
(
2007
)
2
,
pp. 153-180
Persistent link: https://www.econbiz.de/10008222023
Saved in:
7
Detectability study for statistical monitoring of multivariate dynamic processes
Chen, Nan
;
Zhou, Shiyu
- In:
IIE transactions / Institute of Industrial Engineers, …
41
(
2009
)
7
,
pp. 593-604
Persistent link: https://www.econbiz.de/10008241566
Saved in:
8
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/10008244844
Saved in:
9
Reliability modeling and analysis for a novel design of modular converter system of wind turbines
Zhang, Cai Wen
;
Zhang, Tieling
;
Chen, Nan
;
Jin, Tongdan
- In:
Reliability engineering & system safety
111
(
2013
),
pp. 86-94
Persistent link: https://www.econbiz.de/10010063449
Saved in:
10
A NONZERO‐SUM GAME APPROACH TO CONVERTIBLE BONDS: TAX BENEFIT, BANKRUPTCY COST, AND EARLY/LATE CALLS
Chen, Nan
;
Dai, Min
;
Wan, Xiangwei
- In:
Mathematical finance : an international journal of …
23
(
2013
)
1
,
pp. 57-93
Persistent link: https://www.econbiz.de/10010063814
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