Preface

by Chiarella, C., Duan, J.-C.
Published 2014

Forward-looking market risk premium

by Duan, J.-C., Zhang, W.
Published 2014

A stable estimator of the information matrix under EM for dependent data

by Duan, J.-C., Fulop, A.
Published 2013

Systematic risk and the price structure of individual equity options

by Duan, J.-C., Wei, J.
Published 2013

Estimating the structural credit risk model when equity prices are contaminated by trading noises

by Duan, J.-C., Fulop, A.
Published 2013

Is long memory necessary? An empirical investigation of nonnegative interest rate processes

by Duan, J.-C., Jacobs, K.
Published 2013

Preface

by Chiarella, C., Duan, J.-C.
Published 2013

Multiperiod corporate default prediction - A forward intensity approach

by Duan, J.-C., Sun, J., Wang, T.
Published 2014

A public good approach to credit ratings - From concept to reality

by Duan, J.-C., Van Laere, E.
Published 2013

Jump and volatility risk premiums implied by VIX

by Duan, J.-C., Yeh, C.-Y.
Published 2013

Convergence speed of garch option price to diffusion option price

by Duan, J.-C., Wang, Y., Zou, J.
Published 2013

Message from PDCoF-08 Workshop Chairs

by Thulasiram, R.K., Downing, C.T., Chiarella, C., Coleman, T., Dempster, M., Dongarra, J., Duan, J.-C., Gao, G., Appadoo, S.S., Atiya, A., Bagchi, A., Birge, J., Brabazon, A., Broadie, M., Campolieti, J., Cincotti, S., Downing, C., Gilli, M., Isaenko, S., Jacoby, G., Kumar, K., Klebaner, F., Li, X., Li, Y., Livdan, D., Lyuu, Y.-D., Nath, G.C., Okten, G., Oosterlee, C.W., Ouskel, A.M., Platen, E., Seco, L., Srinivasan, A., Srinivasan, R., Thenmozhi, M., Thulasiraman, P., Tsang, E.P.K., Wagner, A., Wang, L., Wilson, C., Wittum, G., Ing, C.W., Tanaka-Yamawaki, M.
Published 2013