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 Asia-Pacific Financial Markets | 2021-06-30 | Paper |
| Pricing and hedging defaultable participating contracts with regime switching and jump risk Decisions in Economics and Finance | 2020-07-08 | Paper |
| First-passage time model driven by Lévy process for pricing CoCos Mathematical Problems in Engineering | 2018-11-05 | Paper |
Research outcomes over time
This page was built for person: Xiaoshan Su
