Xiao-Song Qian

Available identifiers

zbMath Open qian.xiaosongMaRDI QIDQ432390

List of research outcomes

Publication	Date of Publication	Type
Pricing airbag option via first passage time approach	2024-08-26	Paper
Valuation of kth-to-default credit-linked notes with counterparty risk in a reduced-form model	2023-06-27	Paper
Indifference pricing of credit default swaps in a multi-period model	2023-06-23	Paper
Pricing default risk in mortgage-backed securities under a regime-switching reduced-form model	2022-05-23	Paper
Basket credit derivative pricing in a Markov chain model with interacting intensities	2020-10-28	Paper
Explicit formulas for pricing credit-linked notes with counterparty risk under reduced-form framework	2019-06-18	Paper
Explicit formulas for pricing of callable mortgage-backed securities in a case of prepayment rate negatively correlated with interest rates	2012-07-04	Paper
A mathematical modeling for the lookback option with jump-diffusion using binomial tree method	2011-08-02	Paper
https://portal.mardi4nfdi.de/entity/Q3599751	2009-02-09	Paper
Convergence of the binomial tree method for Asian options in jump-diffusion models	2007-04-10	Paper
https://portal.mardi4nfdi.de/entity/Q5708787	2005-11-21	Paper
Convergence of the Binomial Tree Method for American Options in a Jump-Diffusion Model	2005-03-01	Paper
https://portal.mardi4nfdi.de/entity/Q4461443	2004-03-30	Paper
https://portal.mardi4nfdi.de/entity/Q4456918	2004-03-21	Paper
https://portal.mardi4nfdi.de/entity/Q4453995	2004-03-07	Paper
https://portal.mardi4nfdi.de/entity/Q4408668	2003-10-31	Paper
https://portal.mardi4nfdi.de/entity/Q4542480	2003-09-21	Paper
Numerical analysis on binomial tree methods for a jump-diffusion model.	2003-07-29	Paper
https://portal.mardi4nfdi.de/entity/Q4537672	2002-07-01	Paper

Research outcomes over time

This page was built for person: Xiao-Song Qian