Anjiao Wang

Available identifiers

zbMath Open wang.anjiaoMaRDI QIDQ642742

List of research outcomes

Publication	Date of Publication	Type
The pricing of total return swap under default contagion models with jump-diffusion interest rate risk	2020-04-07	Paper
Total return swap valuation with counterparty risk and interest rate risk	2019-02-14	Paper
The pricing of credit risky securities under stochastic interest rate model with default correlation.	2014-07-03	Paper
https://portal.mardi4nfdi.de/entity/Q4904937	2013-02-13	Paper
Credit risky securities valuation under a contagion model with interacting intensities	2011-10-27	Paper
Global entropy solutions of the Cauchy problem for nonhomogeneous relativistic Euler system	2007-02-15	Paper

Research outcomes over time

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