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It is time to shift log-normal
Chen, Ren-Raw; Hsieh, Pei-Lin; Huang, Jeffrey - In: The journal of fixed income 27 (2017) 2, pp. 37-51
Persistent link: https://www.econbiz.de/10011803736
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It is time to shift log-normal
Chen, Ren-Raw; Hsieh, Pei-Lin; Huang, Jeffrey - In: The journal of derivatives : the official publication … 25 (2018) 3, pp. 89-103
Persistent link: https://www.econbiz.de/10011941359
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An exact structural model for evaluating credit default swaps : theory and empirical evidence
Chen, Ren-Raw; Hsieh, Pei-Lin - In: The journal of fixed income : JFI 32 (2023) 3, pp. 20-48
Persistent link: https://www.econbiz.de/10014231375
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Predictive power of the implied volatility term structure in the fixed-income market
Chen, Ren-Raw; Hsieh, Pei-Lin; Huang, Jeffrey; Li, Xiaowei - In: The journal of futures markets 43 (2023) 3, pp. 349-383
Persistent link: https://www.econbiz.de/10014293073