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Junwu Gan


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Personal Details

First Name: Junwu
Middle Name:
Last Name: Gan

RePEc Short-ID: pga417


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Postal Address: Model Review & Oversight Fannie Mae 3900 Wisconsin Ave NW Washington, DC 20016



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Working papers

  1. Junwu Gan, 2001. "Analytically inducting option cash flows for Markovian interest rate models: A new application paradigm," Finance 0110003, EconWPA.


  1. Junwu Gan, 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), World Scientific Publishing Co. Pte. Ltd., vol. 8(08), pages 1019-1057.

NEP Fields

1 paper by this author was announced in NEP, and specifically in the following field reports (number of papers):
  1. No paper was announced in a field specific NEP report


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