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Multi-scale time-changed birth processes for pricing multi-name credit derivatives
Bayraktar, Erhan; Yang, Bo - In: Applied mathematical finance 16 (2009) 5/6, pp. 429-449
Persistent link: https://www.econbiz.de/10003916633
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A unified framework for pricing credit and equity derivatives
Bayraktar, Erhan; Yang, Bo - In: Mathematical finance : an international journal of … 21 (2011) 3, pp. 493-517
Persistent link: https://www.econbiz.de/10009156018
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Multi-Scale Time-Changed Birth Processes for Pricing Multi-Name Credit Derivatives
Bayraktar, Erhan - 2014
We develop two parsimonious models for pricing multi-name credit derivatives. We derive closed form expression for the loss distribution, which then can be used in determining the prices of tranche and index swaps and more exotic derivatives on these contracts. Our starting point is the model of...
Persistent link: https://www.econbiz.de/10013058278
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CSR of large Chinese retailers : from the perspective of distribution channels
Yang, Bo - 2010
Persistent link: https://www.econbiz.de/10003983049
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Smooth accurate multivariate confidence regions
Yang, Bo; Kolassa, John E. - In: Journal of the American Statistical Association : JASA 99 (2004) 468, pp. 1072-1081
Persistent link: https://www.econbiz.de/10002506683
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Digital checks
Yang, Bo - In: Payment technologies for E-commerce, (pp. 195-210). 2003
Persistent link: https://www.econbiz.de/10001738819
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On integral policies in deterministic and stochastic distribution systems
Bo, Yang; Dawande, Milind; Janakiraman, Ganesh; … - In: Operations research 65 (2017) 3, pp. 703-711
Persistent link: https://www.econbiz.de/10011691425
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Determining process capacity : intractability and efficient special cases
Bo, Yang; Dawande, Milind; Huh, Woonghee Tim; … - In: Manufacturing & service operations management : M & SOM 21 (2019) 1, pp. 139-153
Persistent link: https://www.econbiz.de/10012001011
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The cultural identity of diet for the middle class : a field invetigation of a Western food restaurant in Shanghai
Dandan, Ma; Bo, Yang - In: Journal of China marketing 6 (2016) 2, pp. 47-66
Persistent link: https://www.econbiz.de/10011848053
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Analysis of scrip systems : on an open question in Johnson et al. (2014)
Bo, Yang; Dawande, Milind; Janakiraman, Ganesh - In: Operations research 66 (2018) 3, pp. 611-619
Persistent link: https://www.econbiz.de/10011884125