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Details about Junwu Gan

E-mail:
Postal address:Model Review & Oversight Fannie Mae 3900 Wisconsin Ave NW Washington, DC 20016

Access statistics for papers by Junwu Gan.

Last updated 2009-06-06. Update your information in the RePEc Author Service.

Short-id: pga417


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Working Papers

2001

  1. Analytically inducting option cash flows for Markovian interest rate models: A new application paradigm
    Finance, EconWPA Downloads

Journal Articles

2005

  1. ANALYTIC BACKWARD INDUCTION OF OPTION CASH FLOWS: A NEW APPLICATION PARADIGM FOR THE MARKOVIAN INTEREST RATE MODELS
    International Journal of Theoretical and Applied Finance (IJTAF), 2005, 08, (08), 1019-1057 Downloads
 
 
Page updated 2009-11-25