Yu Hang Kan
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 |
|---|---|---|
| Dynamic hedging of portfolio credit derivatives SIAM Journal on Financial Mathematics | 2011-02-10 | Paper |
| Default intensities implied by CDO spreads: inversion formula and model calibration SIAM Journal on Financial Mathematics | 2010-08-11 | Paper |
Research outcomes over time
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