The following pages link to Ruicheng Yang (Q462270):
Displayed 16 items.
- Valuing credit default swap under a double exponential jump diffusion model (Q462273) (← links)
- A structural jump-diffusion model for pricing collateralized debt obligations tranches (Q716531) (← links)
- Optimal proportional reinsurance model with transaction costs (Q949364) (← links)
- Optimal impulse and regular control strategies for proportional reinsurance problem (Q2386802) (← links)
- CDO pricing using single factor \(\mathcal M_{G-\mathcal{NI}G}\) copula model with stochastic correlation and random factor loading (Q2517674) (← links)
- (Q2912615) (← links)
- (Q3071513) (← links)
- (Q3381550) (← links)
- (Q3441559) (← links)
- (Q3516597) (← links)
- (Q4662962) (← links)
- (Q4664959) (← links)
- (Q4670066) (← links)
- (Q5199704) (← links)
- (Q5199763) (← links)
- (Q5436037) (← links)