The following pages link to Xue Liang (Q272812):
Displaying 22 items.
- A Markov copula model with regime switching and its application (Q272813) (← links)
- Pricing credit default swaps with bilateral counterparty risk in a reduced form model with Markov regime switching (Q1644065) (← links)
- Vasicek model with mixed-exponential jumps and its applications in finance and insurance (Q1712117) (← links)
- A Markov regime switching jump-diffusion model for the pricing of portfolio credit derivatives (Q1933756) (← links)
- Unilateral counterparty risk valuation for CDS under a regime switching interacting intensities model (Q1934584) (← links)
- Decomposition of default probability under a structural credit risk model with jumps (Q1936262) (← links)
- Mismatch risk allocation in a coproduct supply chain (Q2196097) (← links)
- On a reduced form credit risk model with common shock and regime switching (Q2447411) (← links)
- A Markov Chain Copula Model for Credit Default Swaps with Bilateral Counterparty Risk (Q2815378) (← links)
- (Q2860078) (← links)
- (Q3175650) (← links)
- (Q3386326) (← links)
- (Q3402767) (← links)
- (Q3426511) (← links)
- (Q3516657) (← links)
- Non-parametric Estimation for NHPP Software Reliability Models (Q3592663) (← links)
- (Q5277451) (← links)
- \(\mathrm{L}_{\mathrm{p}}\) stability analysis of neural networks with multiple time-varying delays (Q6053913) (← links)
- \(L_p\) stabilization of positive neural networks with multiple time-varying delays (Q6058771) (← links)
- \(L_p\) synchronization of shunting inhibitory cellular neural networks with multiple proportional delays (Q6151926) (← links)
- The Boundary Element Method of Peridynamics (Q6349283) (← links)
- Global exponential stability of quaternion bidirectional associative memory neural networks with multiple delays (Q6560025) (← links)
