Ping Li

Available identifiers

Publication	Date of Publication	Type
A study on volatility spillovers among international stock markets during the Russia-Ukraine conflict	2023-02-01	Paper
The impact of CoCo bonds on systemic risk considering liquidity risk	2022-04-05	Paper
Chinese write-down bonds and bank capital structure	2022-02-08	Paper
Minimizing the object space error for pose estimation: towards the most efficient algorithm	2019-05-09	Paper
https://portal.mardi4nfdi.de/entity/Q5371366	2017-10-20	Paper
Combinatorial identities and Chern numbers of complex flag manifolds	2017-02-06	Paper
https://portal.mardi4nfdi.de/entity/Q4925024	2013-06-11	Paper
A Copula Approach to Default Correlation and the Pricing of Basket Default Swap	2011-12-19	Paper
Pricing of LIBOR futures by martingale method in Cox-Ingersoll-Ross model	2010-10-29	Paper
Optimal martingale measure maximizing the expected total utility of consumption with applications to derivative pricing	2009-01-23	Paper
A new algorithm based on copulas for VaR valuation with empirical calculations	2007-06-13	Paper
Minimal martingale measures for discrete-time incomplete financial markets	2003-06-18	Paper
https://portal.mardi4nfdi.de/entity/Q4516629	2000-11-28	Paper

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