Jin‐Chuan Duan

5.8k total citations · 1 hit paper
83 papers, 3.8k citations indexed

About

Jin‐Chuan Duan is a scholar working on Finance, Economics and Econometrics and Accounting. According to data from OpenAlex, Jin‐Chuan Duan has authored 83 papers receiving a total of 3.8k indexed citations (citations by other indexed papers that have themselves been cited), including 71 papers in Finance, 34 papers in Economics and Econometrics and 16 papers in Accounting. Recurrent topics in Jin‐Chuan Duan's work include Stochastic processes and financial applications (41 papers), Financial Risk and Volatility Modeling (34 papers) and Credit Risk and Financial Regulations (29 papers). Jin‐Chuan Duan is often cited by papers focused on Stochastic processes and financial applications (41 papers), Financial Risk and Volatility Modeling (34 papers) and Credit Risk and Financial Regulations (29 papers). Jin‐Chuan Duan collaborates with scholars based in Singapore, Canada and United States. Jin‐Chuan Duan's co-authors include Jean‐Guy Simonato, Tao Wang, Jie Sun, Chung-Ying Yeh, Peter Ritchken, Min‐Teh Yu, Jason Zhanshun Wei, András Fülöp, Geneviève Gauthier and C. W. Sealey and has published in prestigious journals such as SHILAP Revista de lepidopterología, Management Science and Review of Financial Studies.

In The Last Decade

Jin‐Chuan Duan

80 papers receiving 3.5k citations

Hit Papers

THE GARCH OPTION PRICING MODEL 1995 2026 2005 2015 1995 250 500 750

Peers

Jin‐Chuan Duan
Comparison fields: 5 of 78
  • Finance 3.4k
  • Economics and Econometrics 1.7k
  • Accounting 609
  • General Economics, Econometrics and Finance 444
  • Demography 292
Replace Kris Jacobs with:
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John C. Hull Canada
Michael Johannes United States
Anthony B. Sanders United States
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Kris Jacobs United States View profile →
Citations per field, relative to Jin‐Chuan Duan
Jin‐Chuan Duan · 1×
Citations per year, relative to Jin‐Chuan Duan
Jin‐Chuan Duan · 1×

Countries citing papers authored by Jin‐Chuan Duan

Since Specialization
Citations

This map shows the geographic impact of Jin‐Chuan Duan's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Jin‐Chuan Duan with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Jin‐Chuan Duan more than expected).

Fields of papers citing papers by Jin‐Chuan Duan

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Jin‐Chuan Duan. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Jin‐Chuan Duan. The network helps show where Jin‐Chuan Duan may publish in the future.

Co-authorship network of co-authors of Jin‐Chuan Duan

This figure shows the co-authorship network connecting the top 25 collaborators of Jin‐Chuan Duan. A scholar is included among the top collaborators of Jin‐Chuan Duan based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Jin‐Chuan Duan. Jin‐Chuan Duan is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
# Work Indexed citations
1 1
2 9
3 16
4 33
5 33
6 16
7 7
8
Convergence Speed of GARCH Option Price to Diffusion Option Price
2
9 11
10 34
11 6
12 81
13 3
14
On the Equivalence of the KMV and Maximum Likelihood Methods for Structural Credit Risk Models
64
15
Numerical Pricing of Contingent Claims on Multiple Assets and/or Factors - A Low-Discrepancy Markov Chain Approach
0
16
Estimating Merton's Model by Maximum Likelihood with Survivorship Consideration
4
17 95
18 53
19
Pricing Foreign Currency and Cross-Currency Options Under GARCH
2
20
Estimating and Testing Exponential Affine Term Structure Models by Kalman Filter
16

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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