R. Kan

A YIELD-FACTOR MODEL OF INTEREST RATES

D. Duffie, R. Kan, 1996 .

Multi-factor term structure models

D. Duffie, R. Kan, 1994, Philosophical Transactions of the Royal Society of London. Series A: Physical and Engineering Sciences.

Universal state prices and asymmetric information

D. Duffie, R. Kan, 2002 .

Identification of HPM and ADM for the (n+1)-dimensional Equal Width Wave Equation with Diffusion and Damping term

R. Kan, T. Priya, E. N. keeran, 2018 .