Asymptotic Distribution of the EMS Option Price Estimator. - Jin-Chuan Duan; Geneviève Gauthier; Jean-Guy Simonato (Manag. Sci., 2001)

A stable estimator of the information matrix under EM for dependent data. - Jin-Chuan Duan; Andras Fulop (Stat. Comput., 2011)

Forward-Looking Market Risk Premium. - Jin-Chuan Duan; Weiqi Zhang (Manag. Sci., 2014)

Data-cloning SMC2: A global optimizer for maximum likelihood estimation of latent variable models. - Jin-Chuan Duan; Andras Fulop; Yu-Wei Hsieh (Comput. Stat. Data Anal., 2020)

Multiperiod Corporate Default Prediction Through Neural Parametric Family Learning. - Wei-Lun Luo; Yu-Ming Lu; Jheng-Hong Yang; Jin-Chuan Duan; Chuan-Ju Wang (SDM, 2022)