Xiaoshan Su
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Person:777937
Available identifiers
zbMath Open su.xiaoshanMaRDI QIDQ777937
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 |
|---|---|---|
| Structural pricing of CoCos and deposit insurance with regime switching and jumps | 2021-06-30 | Paper |
| Pricing and hedging defaultable participating contracts with regime switching and jump risk | 2020-07-08 | Paper |
| First-passage time model driven by Lévy process for pricing CoCos | 2018-11-05 | Paper |
Research outcomes over time
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