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Contingent capital, tail risk, and debt-induced collapse

Chen, Nan; Glasserman, Paul; Nouri, Behzad; Pelger, Markus - In: The review of financial studies 30 (2017) 11, pp. 3921-3969

Persistent link: https://www.econbiz.de/10011755830

The principle of not feeling the boundary for the SABR model

Chen, Nan; Yang, Nian - In: Quantitative finance 19 (2019) 3, pp. 427-436

Persistent link: https://www.econbiz.de/10012194662

Exact simulation of the SABR model

Cai, Ning; Song, Yingda; Chen, Nan - In: Operations research 65 (2017) 4, pp. 931-951

Persistent link: https://www.econbiz.de/10011739058

Robust risk quantification via shock propagation in financial networks

Ahn, Dohyun; Chen, Nan; Kim, Kyoung-Kuk - In: Operations research 72 (2024) 1, pp. 1-18

Persistent link: https://www.econbiz.de/10014505013

Stochastic one-way carsharing systems with dynamic relocation incentives through preference learning

Liu, Yang; Xie, Jiaohong; Chen, Nan - In: Transportation research / E : an international journal 166 (2022), pp. 1-25

Persistent link: https://www.econbiz.de/10013549977

Two-sided deep reinforcement learning for dynamic mobility-on-demand management with mixed autonomy

Xie, Jiaohong; Liu, Yang; Chen, Nan - In: Transportation science 57 (2023) 4, pp. 1019-1046

Persistent link: https://www.econbiz.de/10014329977

Multi-modal-based emotional contagion from tourists to hosts : the dual-process mechanism

Zhang, Shiqin; Chen, Nan; Hsu, Cathy H. C.; Hao, Jin Xing - In: Journal of travel research : a quarterly publication of … 62 (2023) 6, pp. 1328-1346

Persistent link: https://www.econbiz.de/10014295323

History and country-of-origin effects

Chen, Nan; Zhong, Zemin - In: Marketing science 43 (2024) 1, pp. 192-212

Persistent link: https://www.econbiz.de/10014470136

Not all market participants are alike when facing crisis : evidence from the 2015 Chinese stock market turbulence

Sui, Cong; Chen, Nan; Yang, Mo - In: Pacific-Basin finance journal 82 (2023), pp. 1-16

Persistent link: https://www.econbiz.de/10014463396

Stochastic One-way Carsharing Systems with Dynamic Relocation Incentives through Preference Learning

Liu, Yang; Xie, Jiaohong; Chen, Nan - 2022

The development of carsharing services is expected to achieve greater resource efficiency and provide a sustainable solution for future mobility systems. However, operators inevitably face the imbalance between demand and supply in one-way carsharing systems (CSSs). Also, it is challenging for...

Persistent link: https://www.econbiz.de/10014087999