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~person:"Xu, Yaofei"
~subject:"EU-Staaten"
~subject:"Kreditrisiko"
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EU-Staaten
Kreditrisiko
Credit derivative
4
Implied volatility
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Kreditderivat
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Option pricing theory
4
Optionspreistheorie
4
Volatility
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Derivat
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Credit default swap
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Xu, Yaofei
Tang, Dragon Yongjun
28
Zhou, Hao
18
Gündüz, Yalın
17
Scheicher, Martin
17
Subrahmanyam, Marti G.
17
Augustin, Patrick
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Fabozzi, Frank J.
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Zhu, Haibin
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Silva, Paulo Pereira da
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Hammoudeh, Shawkat
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Herbertsson, Alexander
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International review of financial analysis
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ECONIS (ZBW)
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Market co-movement between credit default swap curves and option volatility surfaces
Shi, Yukun
;
Stasinakis, Charalampos
;
Xu, Yaofei
;
Yan, Cheng
- In:
International review of financial analysis
82
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013426474
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2
Stock price default boundary : a Black-Cox model approach
Shi, Yunkun
;
Stasinakis, Charalampos
;
Xu, Yaofei
;
Yan, Cheng
- In:
International review of financial analysis
83
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013455157
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