Ayu Xie
From MaRDI portal
Person:6102889
Available identifiers
zbMath Open xie.ayuMaRDI QIDQ6102889
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 |
|---|---|---|
| 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 |
Research outcomes over time
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