Lee, David (2018): Pricing Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment.
Lee, David (2022): Pricing Cancellation Product.
Lee, David (2022): Generic Price Model for Commodity Derivatives.
Lee, David (2023): An Analytic Solution for Valuing Guaranteed Equity Securities.
Lee, David (2023): Default Forecasting and Credit Valuation Adjustment.
Lee, David (2023): Modeling Collateralization and Its Economic Significance.
Lee, David (2024): Hedge Fund Investment Returns and Performance.
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