Shan Chen

Finance · 2012

A researcher in the Science corpus: 1 paper; trusts 6 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Shan Chen trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Cyriel de Jong
  2. J. Lucia
  3. Samuli Ikonen
  4. M. Insley
  5. Eduardo S. Schwartz
  6. Jari Toivanen
  7. Helyette Geman

Papers from Shan Chen's perspective

Ordered by how strongly the researchers Shan Chen trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Electricity Prices and Power Derivatives: Evidence from the Nordic Power Exchange
  2. Short-Term Variations and Long-Term Dynamics in Commodity Prices
  3. The Nature of Power Spikes: A Regime-Switch Approach
  4. On Solving the Multirotational Timber Harvesting Problem with Stochastic Prices: A Linear Complementarity Formulation
  5. Efficient numerical methods for pricing American options under stochastic volatility
  6. Commodities and Commodity Derivatives: Modelling and Pricing for Agriculturals, Metals and Energy
  7. Options, Futures, and Other Derivatives
  8. The Pricing of Options and Corporate Liabilities
  9. Market Design and Price Behavior in Restructured Electricity Markets: An International Comparison
  10. Quadratic Convergence for Valuing American Options Using a Penalty Method (SIAM Journal on Scientific Computing)

Their papers