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Nan Chen

Nan Chen

Chinese University of Hong Kong - Shatin / Hong Kong
Economics & Econometrics / Economics
AD Scientific Index ID: 430664
香港中文大學
person_outline Nan Chen's MOST POPULAR ARTICLES
1-) Contingent capital, tail risk, and debt-induced collapse The Review of Financial Studies 30 (11), 3921-3969, 2017
2-) An optimization view of financial systemic risk modeling: Network effect and market liquidity effect Operations Research 64 (5), 1089-1108, 2016
3-) Malliavin greeks without Malliavin calculus Stochastic processes and their applications 117 (11), 1689-1723, 2007
4-) Localization and exact simulation of Brownian motion driven stochastic differential equations Mathematics of Operations Research 38, 591-616, 2013
5-) Localization and exact simulation of Brownian motion driven stochastic differential equations Mathematics of Operations Research 38, 591-616, 2013