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D-Index & Metrics

Economics and Finance

D-Index
39
Citations
7891
World Ranking
2402
National Ranking
12

Overview

Jin-Chuan Duan is affiliated with the National University of Singapore in Singapore. Their research spans multiple fields, primarily intersecting Medicine, Economics, Econometrics and Finance, and Business, Management and Accounting. The scientist has contributed notably to topics such as Credit Risk and Financial Regulations, Financial Distress and Bankruptcy Prediction, Cancer Immunotherapy and Biomarkers, Banking Stability, Regulation, and Efficiency, Colorectal Cancer Treatments and Studies, Lung Cancer Treatments and Mutations, and Cancer Genomics and Diagnostics.

Their publication record includes articles in several reputable academic venues. Frequent publication locations include the Journal of Thoracic Oncology, with two publications, and The Journal of Finance and Data Science, with one publication.

Notable recent papers authored or coauthored by Jin-Chuan Duan include:

  • Enhanced PD-implied ratings by targeting the credit rating migration matrix (2021), published in The Journal of Finance and Data Science
  • P2.06-02 DEnosumab plus PD-1 Inhibitor for MAINtenance Therapy of Advanced KRAS-Mutant NSCLC - A Prospective, Single-Arm, Phase II Study (DEMAIN) (2023), published in Journal of Thoracic Oncology
  • P2.11A.06 Tumor-Informed ctDNA Status Guiding 1st-line Immuno-Chemotherapy in Advanced NSCLC: CHOICE-01 Retrospective Analysis (2024), published in Journal of Thoracic Oncology

Their frequent coauthors include:

  • Shuping Li
  • Wei-Lun Luo
  • Yu-Ming Lu
  • Jheng-Hong Yang
  • Chuan-Ju Wang

Jin-Chuan Duan's interdisciplinary expertise covers:

  • Finance
  • Accounting
  • Oncology
  • Pulmonary and Respiratory Medicine
  • Cancer Research

Best Publications

  • THE GARCH OPTION PRICING MODEL

    Jin-Chuan Duan

  • MAXIMUM LIKELIHOOD ESTIMATION USING PRICE DATA OF THE DERIVATIVE CONTRACT

    Jin-Chuan Duan

  • Augmented GARCH (p,q) process and its diffusion limit

    Jin-Chuan Duan

  • Estimating and testing exponential-affine term structure models by Kalman filter

    Jin-Chuan Duan;Jean-Guy Simonato

  • Multiperiod corporate default prediction—A forward intensity approach

    Jin-Chuan Duan;Jie Sun;Tao Wang

  • Empirical Martingale Simulation for Asset Prices

    Jin-Chuan Duan;Jean-Guy Simonato

  • American option pricing under GARCH by a Markov chain approximation

    Jin-Chuan Duan;Jean-Guy Simonato

  • Correction: Maximum Likelihood Estimation Using Price Data of the Derivative Contract (Mathematical Finance 1994, 4/2, 155–167)

    Jin-Chuan Duan

  • Systematic Risk and the Price Structure of Individual Equity Options

    Jin-Chuan Duan;Jason Wei

  • Jump and volatility risk premiums implied by VIX

    Jin-Chuan Duan;Chung-Ying Yeh

  • Option pricing under regime switching

    Jin-Chuan Duan;Ivilina Popova;Peter Ritchken

  • Fixed-rate deposit insurance and risk-shifting behavior at commercial banks

    Jin-Chuan Duan;Arthur F. Moreau;C.W. Sealey

  • On the Equivalence of the KMV and Maximum Likelihood Methods for Structural Credit Risk Models

    Jin-Chuan Duan;Jean-Guy Simonato

  • An analytical approximation for the GARCH option pricing model

    Jin-Chuan Duan;Geneviève Gauthier;Jean-Guy Simonato

  • APPROXIMATING GARCH-JUMP MODELS, JUMP-DIFFUSION PROCESSES, AND OPTION PRICING

    Jin‐Chuan Duan;Peter Ritchken;Zhiqiang Sun

  • Deposit insurance and bank interest rate risk: Pricing and regulatory implications

    Jin-Chuan Duan;Arthur F. Moreau;C.W. Sealey

  • Pricing Hang Seng Index options around the Asian financial crisis – A GARCH approach

    Jin-Chuan Duan;Jin-Chuan Duan;Hua Zhang

  • Option valuation with co-integrated asset prices

    Jin-Chuan Duan;Stanley R. Pliska

  • Estimating the Structural Credit Risk Model When Equity Prices Are Contaminated by Trading Noises

    Jin-Chuan Duan;Jin-Chuan Duan;Andras Fulop

  • Approximating the GJR-GARCH and EGARCH option pricing models analytically

    Jin-Chuan Duan;Geneviève Gauthier;Jean-Guy Simonato;Caroline Sasseville

Frequent Co-Authors

Wolfgang Karl Härdle
Wolfgang Karl Härdle Humboldt-Universität zu Berlin
Peter H. Ritchken
Peter H. Ritchken Case Western Reserve University
Kris Jacobs
Kris Jacobs University of Houston
Amir F. Atiya
Amir F. Atiya Cairo University
Guang R. Gao
Guang R. Gao University of Delaware
Jack Dongarra
Jack Dongarra University of Tennessee at Knoxville
John R. Birge
John R. Birge University of Chicago
Thomas F. Coleman
Thomas F. Coleman University of Waterloo
Cornelis W. Oosterlee
Cornelis W. Oosterlee Utrecht University
Xiaolin Li
Xiaolin Li Pacific Northwest National Laboratory

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