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Xiao, Tim
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The journal of derivatives : the official publication of the International Association of Financial Engineers
2
International journal of financial markets and derivatives
1
Journal of derivatives & hedge funds
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The journal of fixed income
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ECONIS (ZBW)
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1
A new model for pricing collateralized financial derivatives
Xiao, Tim
- In:
The journal of derivatives : the official publication …
24
(
2017
)
4
,
pp. 8-20
Persistent link: https://www.econbiz.de/10011687345
Saved in:
2
Is the jump-diffusion model a good solution for credit risk modelling? : the case of convertible bonds
Xiao, Tim
- In:
International journal of financial markets and derivatives
4
(
2015
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10011316659
Saved in:
3
An accurate solution for credit value adjustment (CVA) and wrong way risk
Xiao, Tim
- In:
The journal of fixed income
25
(
2015
)
1
,
pp. 84-95
Persistent link: https://www.econbiz.de/10011399837
Saved in:
4
A simple and precise method for pricing convertible bond with credit risk
Xiao, Tim
- In:
Journal of derivatives & hedge funds
19
(
2013
)
4
,
pp. 259-277
Persistent link: https://www.econbiz.de/10010259401
Saved in:
5
An efficient lattice algorithm for the LIBOR market model
Xiao, Tim
- In:
The journal of derivatives : the official publication …
19
(
2011
)
1
,
pp. 25-40
Persistent link: https://www.econbiz.de/10009316814
Saved in:
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