Kangquan Zhi
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Person:2209219
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 |
|---|---|---|
| Counterparty risk valuation of <i>k</i> th-to-default credit-linked notes with contagion risk Communications in Statistics. Theory and Methods | 2025-05-20 | Paper |
| Valuation of <i>k</i>th-to-default credit-linked notes with counterparty risk in a reduced-form model Communications in Statistics: Theory and Methods | 2023-06-27 | Paper |
| Basket credit derivative pricing in a Markov chain model with interacting intensities Mathematical Problems in Engineering | 2020-10-28 | Paper |
Research outcomes over time
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