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CREDIT SPREADS, OPTIMAL CAPITAL STRUCTURE, AND IMPLIED VOLATILITY WITH ENDOGENOUS DEFAULT AND JUMP RISK
Chen, Nan; Kou, S. G. - In: Mathematical Finance 19 (2009) 3, pp. 343-378
Persistent link: https://www.econbiz.de/10005023784
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Phase II trial design with Bayesian adaptive randomization and predictive probability
Yin, Guosheng; Chen, Nan; Lee, J. Jack - In: Journal of the Royal Statistical Society Series C 61 (2012) 2, pp. 219-235
Persistent link: https://www.econbiz.de/10010543702
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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
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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
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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
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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
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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
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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
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Adaptive B-spline knot selection using multi-resolution basis set
Yuan, Yuan; Chen, Nan; Zhou, Shiyu - In: IIE transactions / Institute of Industrial Engineers, … 45 (2013) 12, pp. 1263-1277
Persistent link: https://www.econbiz.de/10010158251
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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/10010159835