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J. Duan

1 paper hereh-index 355.8k citations110 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • middle author1

Across the 1 of 1 paper where every author was matched, so the position is known.

fields
  • math.DS1
same name
  • J. Duan — 19 papers, h 25
  • J. Duan — 15 papers, h 17
  • J. Duan — 12 papers, h 12
  • J. Duan — 10 papers, h 8
  • J. Duan — 3 papers, h 8
  • J. Duan — 3 papers, h 4

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

most citedTotal value adjustment of Bermudan option valuation under pure jump Lévy fluctuations

10 citations · 10 across the 1 of their papers we have counts for

collaborators

1 paper

math.DS2021★ 10 cited

Total value adjustment of Bermudan option valuation under pure jump Lévy fluctuations

Gangnan Yuan, Ding Deng, Jinqiao Duan +2

During the COVID-19 pandemic, many institutions have announced that their counterparties are struggling to fulfill contracts.Therefore, it is necessary to consider the counterparty…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.