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Option pricing based on alternative jump size distributions
Chen, Jian; Ma, Chenghu - In: Frontiers of economics in China : selected publications … 11 (2016) 3, pp. 439-467
Persistent link: https://www.econbiz.de/10011597962
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Modeling price and variance jump clustering using the marked Hawkes process
Chen, Jian; Clements, Michael P.; Urquhart, Andrew - In: Journal of financial econometrics 22 (2024) 3, pp. 743-772
Persistent link: https://www.econbiz.de/10015045178
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Jump clustering, information flows, and stock price efficiency
Chen, Jian - 2024
Persistent link: https://www.econbiz.de/10015338828
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Inventory control problem with freight cost and stochastic demand
Zhang, Ju-liang; Lee, Chung-Yee; Chen, Jian - In: Operations research letters 37 (2009) 6, pp. 443-446
Persistent link: https://www.econbiz.de/10003905603
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Postponed product differentiation with demand information update
Zhang, Juliang; Shou, Biying; Chen, Jian - In: International journal of production economics 141 (2013) 2, pp. 529-540
Persistent link: https://www.econbiz.de/10009729396
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Stochastic efficiency analysis with a reliability consideration
Wei, Guiwu; Chen, Jian; Wang, Jiamin - In: Omega : the international journal of management science 48 (2014), pp. 1-9
Persistent link: https://www.econbiz.de/10010371665
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Joint optimization on pricing, promotion and inventory control with stochastic demand
Zhang, Ju-liang; Chen, Jian; Lee, Chung-Yee - In: International journal of production economics 116 (2008) 2, pp. 190-198
Persistent link: https://www.econbiz.de/10003795315