| . |
Sun, Zhiqiang's
Scholarly Papers
Click on the title of any column to sort the table by that
column. |
|
|
| |
|
|
Aggregate Statistics |
|
Total
Downloads
1,054 |
Total
Citations
29 |
|
|
|
|
|
1.
|
|
|
Duan, Jin-Chuan
National University of Singapore (NUS) - Business School and Risk Management Institute Ritchken, Peter H.
Case Western Reserve University - Department of Banking & Finance Sun, Zhiqiang
National City Bank
|
| Posted: |
|
14 Dec 03
|
|
Last Revised:
|
|
30 Oct 07
|
|
612
(19,642)
|
13
|
|
| |
|
| |
GARCH option models, stochastic volatility models with jumps, pricing and hedging options
|
|
|
2.
|
|
|
Berndt, Antje
Carnegie Mellon University - Tepper School of Business Ritchken, Peter H.
Case Western Reserve University - Department of Banking & Finance Sun, Zhiqiang
National City Bank
|
| Posted: |
|
17 Mar 09
|
|
Last Revised:
|
|
27 Oct 09
|
|
416
(32,812)
|
2
|
|
| |
|
| |
Markovian HJM Models, Credit Derivatives, Default Clustering, Counterparty Credit Risk
|
|
|
3.
|
|
|
Duan, Jin-Chuan
National University of Singapore (NUS) - Business School and Risk Management Institute Ritchken, Peter H.
Case Western Reserve University - Department of Banking & Finance Sun, Zhiqiang
National City Bank
|
|
26
(257,495)
|
14
|
|
| |
|
| |
|
|
Records 1 -
3
of 3 matches
[
1
]
|
© 2013 Social Science Electronic Publishing, Inc. All Rights Reserved.
FAQ
Terms of Use
Privacy Policy
Copyright
This page was processed by apollo5 in 0.125 seconds
|
