Chuang Yi

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Randomized structural models of credit spreads
Quantitative Finance
2013-12-13Paper
Dangerous knowledge: credit value adjustment with credit triggers
International Journal of Theoretical and Applied Finance
2011-11-22Paper
On the first passage time distribution of an Ornstein–Uhlenbeck process
Quantitative Finance
2011-04-29Paper


Research outcomes over time


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