Xuemin Ren

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!

Publication	Date of Publication	Type
Mathematical modeling and analysis of insolvency contagion in an interbank network Operations Research Letters	2019-01-15	Paper
On pricing of corporate securities in the case of jump-diffusion Applied Mathematics. Series B (English Edition)	2015-02-11	Paper
Pricing of a firm bond with extendable maturity by the reduced form approach Journal of Tongji University. Natural Science	2012-10-05	Paper
Applications of copula theory in credit risk Chinese Journal of Applied Probability and Statistics	2012-06-01	Paper
Pricing European style credit spread options	2012-01-27	Paper
scientific article; zbMATH DE number 5584553 (Why is no real title available?)	2009-07-22	Paper
scientific article; zbMATH DE number 5562046 (Why is no real title available?)	2009-06-04	Paper
scientific article; zbMATH DE number 5525823 (Why is no real title available?)	2009-03-06	Paper
The credit risk and pricing of OTC options Asia-Pacific Financial Markets	2008-02-18	Paper
LIMITATIONS AND MODIFICATIONS OF BLACK-SCHOLES MODEL Differential Equations and Asymptotic Theory in Mathematical Physics	2007-09-19	Paper
scientific article; zbMATH DE number 4146272 (Why is no real title available?)	1989-01-01	Paper

Research outcomes over time

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