Xiao-Song Qian

Available identifiers

zbMath Open qian.xiaosongMaRDI QIDQ432390

List of research outcomes

Publication	Date of Publication	Type
Valuation of kth-to-default credit-linked notes with counterparty risk in a reduced-form model	2023-06-27	Paper
Indifference pricing of credit default swaps in a multi-period model	2023-06-23	Paper
Pricing default risk in mortgage-backed securities under a regime-switching reduced-form model	2022-05-23	Paper
Basket credit derivative pricing in a Markov chain model with interacting intensities	2020-10-28	Paper
Explicit formulas for pricing credit-linked notes with counterparty risk under reduced-form framework	2019-06-18	Paper
Explicit formulas for pricing of callable mortgage-backed securities in a case of prepayment rate negatively correlated with interest rates	2012-07-04	Paper
A mathematical modeling for the lookback option with jump-diffusion using binomial tree method	2011-08-02	Paper
https://portal.mardi4nfdi.de/entity/Q3599751	2009-02-09	Paper
Convergence of the binomial tree method for Asian options in jump-diffusion models	2007-04-10	Paper
https://portal.mardi4nfdi.de/entity/Q5708787	2005-11-21	Paper
Convergence of the Binomial Tree Method for American Options in a Jump-Diffusion Model	2005-03-01	Paper
https://portal.mardi4nfdi.de/entity/Q4461443	2004-03-30	Paper
https://portal.mardi4nfdi.de/entity/Q4456918	2004-03-21	Paper
https://portal.mardi4nfdi.de/entity/Q4453995	2004-03-07	Paper
https://portal.mardi4nfdi.de/entity/Q4408668	2003-10-31	Paper
https://portal.mardi4nfdi.de/entity/Q4542480	2003-09-21	Paper
Numerical analysis on binomial tree methods for a jump-diffusion model.	2003-07-29	Paper
https://portal.mardi4nfdi.de/entity/Q4537672	2002-07-01	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Xiao-Song Qian