Steve Hsin-Ting Yu
From MaRDI portal
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 |
|---|---|---|
| Extending the intensity model with joint defaults to incorporate the lasting effects from common credit events Applied Stochastic Models in Business and Industry | 2024-07-18 | Paper |
| Option pricing when asset returns jump interruptedly Applied Stochastic Models in Business and Industry | 2024-07-10 | Paper |
| A note on the never-early-exercise region of American power exchange options Operations Research Letters | 2018-09-28 | Paper |
Research outcomes over time
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