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Localization and exact simulation of Brownian motion-driven stochastic differential equations
Chen, Nan; Huang, Zhengyu - In: Mathematics of operations research 38 (2013) 3, pp. 591-616
Persistent link: https://www.econbiz.de/10009787357
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Game options analysis of the information role of call policies in convertible bonds
Leung, Chi Man; Chen, Nan; Kwok, Yue-Kuen - In: Applied mathematical finance 22 (2015) 3/4, pp. 297-335
Persistent link: https://www.econbiz.de/10011436213
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Condition-based maintenance using the inverse Gaussian degradation model
Chen, Nan; Ye, Zhi-Sheng; Xiang, Yisha; Zhang, Linmiao - In: European journal of operational research : EJOR 243 (2015) 1, pp. 190-199
Persistent link: https://www.econbiz.de/10010492974
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Exploring destination image decay : a study of sport tourists' destination image change after event participation
King, Ceridwyn; Chen, Nan; Funk, Daniel C. - In: Journal of hospitality & tourism research : JHTR ; the … 39 (2015) 1, pp. 3-31
Persistent link: https://www.econbiz.de/10010482880
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Chinese outbound tourist preferences for all-inclusive group package tours : a latent class choice model
Chen, Nan; Masiero, Lorenzo; Hsu, Cathy H. C. - In: Journal of travel research : a quarterly publication of … 58 (2019) 6, pp. 916-931
Persistent link: https://www.econbiz.de/10012050674
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A new delta expansion for multivariate diffusions via the Itô-Taylor expansion
Yang, Nian; Chen, Nan; Wan, Xiangwei - In: Journal of econometrics 209 (2019) 2, pp. 256-288
Persistent link: https://www.econbiz.de/10012302594
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An optimization view of financial systemic risk modeling : network effect and market liquidity effect
Chen, Nan; Liu, Xin; Yao, David D. - In: Operations research 64 (2016) 5, pp. 1089-1108
Persistent link: https://www.econbiz.de/10011594656
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Resident attribution and tourist sStereotypes
Hsu, Cathy H. C.; Chen, Nan - In: Journal of hospitality & tourism research : JHTR ; the … 43 (2019) 4, pp. 489-516
Persistent link: https://www.econbiz.de/10012053039
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Feeling superior or deprived? : attitudes and underlying mentalities of residents towards Mainland Chinese tourists
Chen, Nan; Hsu, Cathy H. C.; Li, Xiang - In: Tourism management : research, policies, practice 66 (2018), pp. 94-107
Persistent link: https://www.econbiz.de/10011814591
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Approximate arbitrage-free option pricing under the SABR model
Yang, Nian; Chen, Nan; Liu, Yanchu; Wan, Xiangwei - In: Journal of economic dynamics & control 83 (2017), pp. 198-214
Persistent link: https://www.econbiz.de/10011915586