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A jump-diffusion approach to modeling credit risk and valuing defaultable securities
Zhou, Chunsheng - 1997
Persistent link: https://www.econbiz.de/10000633270
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Path-dependent option valuation when the underlying path is discontinuous
Zhou, Chunsheng - 1997
Persistent link: https://www.econbiz.de/10000633272
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Credit rating and corporate defaults
Zhou, Chunsheng - In: The journal of fixed income 11 (2001) 3, pp. 30-40
Persistent link: https://www.econbiz.de/10001706059
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The term structure of credit spreads with jump risk
Zhou, Chunsheng - In: Journal of banking & finance 25 (2001) 11, pp. 2015-2040
Persistent link: https://www.econbiz.de/10001617906
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An analysis of default correlations and multiple defaults
Zhou, Chunsheng - In: The review of financial studies 14 (2001) 2, pp. 555-576
Persistent link: https://www.econbiz.de/10001570582
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Time-to-build and investment
Zhou, Chunsheng - In: The review of economics and statistics 82 (2000) 2, pp. 273-282
Persistent link: https://www.econbiz.de/10001487848
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Informational asymmetry and market imperfections : another solution to the equity premium puzzle
Zhou, Chunsheng - In: Journal of financial and quantitative analysis : JFQA 34 (1999) 4, pp. 445-464
Persistent link: https://www.econbiz.de/10001436377
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Dynamic portfolio choice and asset pricing with differential information
Zhou, Chunsheng - In: Journal of economic dynamics & control 22 (1998) 7, pp. 1027-1051
Persistent link: https://www.econbiz.de/10001243969
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Stock market fluctuations and the term structure
Zhou, Chunsheng - 1996
Persistent link: https://www.econbiz.de/10000930617
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Forecasting long- and short-horizon stock returns in a unified framework
Zhou, Chunsheng - 1996
Persistent link: https://www.econbiz.de/10000931475