Li, Hui (2008): CVA calculation for CDS on super senior ABS CDO.
Li, Hui (2009): On Models of Stochastic Recovery for Base Correlation.
Li, Hui (2009): Extension of Spot Recovery Model for Gaussian Copula.
Li, Hui (2009): Double Impact on CVA for CDS: Wrong-Way Risk with Stochastic Recovery.
Li, Hui (2010): Downturn LGD: A Spot Recovery Approach.
Li, Hui (2016): A true measure of dependence.
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