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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
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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
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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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Pricing double-barrier options under a flexible jump diffusion model
Cai, Ning; Chen, Nan; Wan, Xiangwei - In: Operations research letters 37 (2009) 3, pp. 163-168
Persistent link: https://www.econbiz.de/10008891569
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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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Performance analysis of queue length monitoring of M/G/1 systems
Chen, Nan; Yuan, Yuan; Zhou, Shiyu - In: Naval research logistics : an international journal 58 (2011) 8, pp. 782-795
Persistent link: https://www.econbiz.de/10009796555
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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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Condition monitoring and remaining useful life prediction using degradation signals: revisited
Chen, Nan; Tsui, Kwok Leung - In: IIE transactions / Institute of Industrial Engineers, … 45 (2013) 9, pp. 939-952
Persistent link: https://www.econbiz.de/10010121990
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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