Details about Junwu Gan
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| 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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Journal Articles
Working Papers
2001
- Analytically inducting option cash flows for Markovian interest rate models: A new application paradigm
Finance, EconWPA
Journal Articles
2005
- 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