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Dynamic alpha-stable method for CDO pricing
Li, Hua; Yuan, George; Chen, Weina; Guo, Li; Zhao, Jianbin - In: Journal of financial engineering 1 (2014) 3, pp. 1-16
Persistent link: https://www.econbiz.de/10010508001
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The framework of systemic risk related to contagion, recovery rate and capital requirement in an interbank network
Ren, Xuemin; Yuan, George; Jiang, Lishang - In: Journal of financial engineering 1 (2014) 1, pp. 1-23
Persistent link: https://www.econbiz.de/10010508121
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Valuation model for Chinese convertible bonds with soft call/put provision under the hybrid willow tree
Ma, Changfu; Xu, Wei; Yuan, George - In: Quantitative finance 20 (2020) 12, pp. 2037-2053
Persistent link: https://www.econbiz.de/10012313551
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The general dynamic risk assessment for the enterprise by the hologram approach in financial technology
Yuan, George Xian-Zhi; Wang, Huiqi - In: International journal of financial engineering 6 (2019) 1, pp. 1-48
Persistent link: https://www.econbiz.de/10012028845