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Chen, Nan
102
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62
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23
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15
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14
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9
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9
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9
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7
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ECONIS (ZBW)
255
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31
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
Saved in:
32
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
Saved in:
33
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
Saved in:
34
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
Saved in:
35
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
Saved in:
36
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
Saved in:
37
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
Saved in:
38
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
Saved in:
39
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
Saved in:
40
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
Saved in:
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