Anjiao Wang

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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!

PublicationDate of PublicationType
The pricing of total return swap under default contagion models with jump-diffusion interest rate risk
Indian Journal of Pure & Applied Mathematics
2020-04-07Paper
Total return swap valuation with counterparty risk and interest rate risk
Abstract and Applied Analysis
2019-02-14Paper
The pricing of credit risky securities under stochastic interest rate model with default correlation.
Applications of Mathematics
2014-07-03Paper
scientific article; zbMATH DE number 6135949 (Why is no real title available?)
 
2013-02-13Paper
Credit risky securities valuation under a contagion model with interacting intensities
Journal of Applied Mathematics
2011-10-27Paper
Global entropy solutions of the Cauchy problem for nonhomogeneous relativistic Euler system
Chinese Annals of Mathematics. Series B
2007-02-15Paper


Research outcomes over time


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