Yung-Hsin Lee

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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
Extending the intensity model with joint defaults to incorporate the lasting effects from common credit events
Applied Stochastic Models in Business and Industry
2024-07-18Paper
Using forward Monte-Carlo simulation for the valuation of American barrier options
Annals of Operations Research
2018-06-12Paper


Research outcomes over time


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