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Citation: Jc. Duan et Jg. Simonato, EMPIRICAL MARTINGALE SIMULATION FOR ASSET PRICES, Management science, 44(9), 1998, pp. 1218-1233

Authors: DUAN JC

Citation: Jc. Duan, AUGMENTED GARCH(P,Q) PROCESS AND ITS DIFFUSION LIMIT, Journal of econometrics, 79(1), 1997, pp. 97-127

Authors: DUAN JC JACOBS K

Citation: Jc. Duan et K. Jacobs, A SIMPLE LONG-MEMORY EQUILIBRIUM INTEREST-RATE MODEL, Economics letters, 53(3), 1996, pp. 317-321

Authors: DUAN JC YU MT

Citation: Jc. Duan et Mt. Yu, FORBEARANCE AND PRICING DEPOSIT INSURANCE IN A MULTIPERIOD FRAMEWORK, The Journal of risk and insurance, 61(4), 1994, pp. 575-591

Authors: DUAN JC YOON SH

Citation: Jc. Duan et Sh. Yoon, LOAN COMMITMENTS, INVESTMENT DECISIONS AND THE SIGNALING EQUILIBRIUM, Journal of banking & finance, 17(4), 1993, pp. 645-661