Munich Personal RePEc Archive

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Group by: Date | Item ID
Jump to: 26277 | 27698 | 27766 | 28250 | 46413
Number of items: 5.

26277

Bao, Qunfang and Chen, Si and Liu, Guimei and Li, Shenghong (2010): Unilateral CVA for CDS in Contagion Model_with Volatilities and Correlation of Spread and Interest.

27698

Bao, Qunfang and Li, Shenghong and Liu, Guimei (2010): Survival Measures and Interacting Intensity Model: with Applications in Guaranteed Debt Pricing.

27766

Bao, Qunfang and Chen, Si and Liu, Guimei and Li, Shenghong (2010): Unilateral CVA for CDS in contagion model: with volatilities and correlation of spread and interest.

28250

Bao, Qunfang and Chen, Si and Liu, Guimei and Li, Shenghong (2010): Unilateral CVA for CDS in Contagion model: With volatilities and correlation of spread and interest.

46413

Bao, Qunfang (2013): Mean-Reverting Logarithmic Modeling of VIX.

This list was generated on Mon Apr 6 05:04:57 2020 CEST.
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