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Junwu Gan

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This is information that was supplied by Junwu Gan in registering through RePEc. If you are Junwu Gan , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Junwu
Middle Name:
Last Name: Gan
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RePEc Short-ID: pga417

Email:

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

Works

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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.

Articles

  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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