Jin‐Chuan Duan
- Finance top 0.1%
- Economics and Econometrics top 0.5%
- Accounting top 2%
- General Economics, Econometrics and Finance top 2%
- Demography top 1%
- Co-authors
- Jean‐Guy SimonatoTao WangJie SunChung-Ying YehPeter RitchkenMin‐Teh YuJason Zhanshun WeiAndrás Fülöp
- Topics
- Stochastic processes and financial applications (41 papers)Financial Risk and Volatility Modeling (34 papers)Credit Risk and Financial Regulations (29 papers)
- Journals
- SHILAP Revista de lepidopterologíaManagement ScienceReview of Financial Studies
- Partner nations
- SingaporeCanadaUnited States
In The Last Decade
Jin‐Chuan Duan
80 papers receiving 3.5k citations
Hit Papers
Peers
Comparison fields: 5 of 78
- Finance 3.4k
- Economics and Econometrics 1.7k
- Accounting 609
- General Economics, Econometrics and Finance 444
- Demography 292
Countries citing papers authored by Jin‐Chuan Duan
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
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
| # | 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 |
About Jin‐Chuan Duan
Jin‐Chuan Duan is a scholar working on Finance, Accounting and Economics and Econometrics, having authored 83 papers that have together received 3.8k indexed citations. Recurring topics across this work include Stochastic processes and financial applications (41 papers), Financial Risk and Volatility Modeling (34 papers) and Credit Risk and Financial Regulations (29 papers). The work is most often cited by research in Finance (3.4k citations), Economics and Econometrics (1.7k citations) and Accounting (609 citations). Jin‐Chuan Duan has collaborated with scholars based in Singapore, Canada and United States. Frequent 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. Their work appears in journals such as SHILAP Revista de lepidopterología, Management Science and Review of Financial Studies.
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.