The following pages link to Ying Jiao (Q484209):
Displayed 30 items.
- Optimal investment with counterparty risk: a default-density model approach (Q484210) (← links)
- Portfolio optimization with insider's initial information and counterparty risk (Q486930) (← links)
- Hedging under multiple risk constraints (Q522054) (← links)
- Generalized density approach in progressive enlargement of filtrations (Q894142) (← links)
- Item:Q484209 (redirect page) (← links)
- Stein's method and zero bias transformation for CDO tranche pricing (Q964669) (← links)
- What happens after a default: the conditional density approach (Q981009) (← links)
- Dynamics of multivariate default system in random environment (Q1679470) (← links)
- Picard successive approximation method for solving differential equations arising in fractal heat transfer with local fractional derivative (Q1724022) (← links)
- Optimal investment under multiple defaults risk: a BSDE-decomposition approach (Q1948694) (← links)
- Dynamic bivariate mortality modelling (Q2152246) (← links)
- Information uncertainty related to marked random times and optimal investment (Q2296112) (← links)
- Pricing formulae for derivatives in insurance using Malliavin calculus (Q2296117) (← links)
- Alpha-CIR model with branching processes in sovereign interest rate modeling (Q2364536) (← links)
- Zero bias transformation and asymptotic expansions (Q2428953) (← links)
- Asset allocation strategies in the presence of liability constraints (Q2520460) (← links)
- (Q2978935) (← links)
- INFORMATION ASYMMETRY IN PRICING OF CREDIT DERIVATIVES (Q3094325) (← links)
- Valuation and VaR Computation for CDOs Using Stein’s Method (Q3542255) (← links)
- Gaussian and Poisson approximation: applications to CDOs tranche pricing (Q3622839) (← links)
- Conditional Default Probability and Density (Q4561933) (← links)
- Trading against disorderly liquidation of a large position under asymmetric information and market impact (Q4606384) (← links)
- MODELING SOVEREIGN RISKS: FROM A HYBRID MODEL TO THE GENERALIZED DENSITY APPROACH (Q4635040) (← links)
- Credit risk with asymmetric information on the default threshold (Q4648582) (← links)
- Successive enlargement of filtrations and application to insider information (Q5233185) (← links)
- Density Approach in Modeling Successive Defaults (Q5253179) (← links)
- Credit Derivatives Pricing Based on Lévy Field Driven Term Structure (Q5413860) (← links)
- Well-posedness of a system of SDEs driven by jump random measures (Q6051211) (← links)
- Zero bias transformation and asymptotic expansions II : the Poisson case (Q6213684) (← links)
- Multiple defaults and contagion risks (Q6216738) (← links)