Shisong Xiao
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Person:2213598
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 |
|---|---|---|
| A closed-form pricing formula for vulnerable European options under stochastic yield spreads and interest rates Chaos, Solitons and Fractals | 2020-12-02 | Paper |
| Pricing zero-coupon catastrophe bonds using EVT with doubly stochastic Poisson arrivals Discrete Dynamics in Nature and Society | 2019-07-30 | Paper |
Research outcomes over time
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