Similar Search Results

Pricing credit default swaps with a random recovery rate by a double inverse Fourier transform

Hao, Xuemiao; Li, Xuan - In: Insurance / Mathematics & economics 65 (2015), pp. 103-110

Persistent link: https://www.econbiz.de/10011422882

Finite-time survival probability and credit default swaps pricing under geometric Lévy markets

Hao, Xuemiao; Li, Xuan; Shimizu, Yasutaka - In: Insurance: Mathematics and Economics 53 (2013) 1, pp. 14-23

We study the first-passage time over a fixed threshold for a pure-jump subordinator with negative drift. We obtain a closed-form formula for its survival function in terms of marginal density functions of the subordinator. We then use this formula to calculate finite-time survival probabilities...

Persistent link: https://www.econbiz.de/10010681894

Evaluation of credit value adjustment in K-forward

Hao, Xuemiao; Liang, Chunli; Wei, Linghua - In: Insurance / Mathematics & economics 76 (2017), pp. 95-103

Persistent link: https://www.econbiz.de/10011774785

Big data-driven fuzzy large-scale group decision making (LSGDM) in circular economy environment

Li, Xuan - In: Technological forecasting & social change : an … 175 (2022), pp. 1-13

Persistent link: https://www.econbiz.de/10013334683

Visual perception-based human-computer interaction information classification method for intelligent products

Zhou, Liting; Li, Xuan; Guo, Minmin - In: International journal of product development : IJPD 27 (2023) 1/2, pp. 28-40

Persistent link: https://www.econbiz.de/10014231213

Across-country wage compression in multinationals

Hjort, Jonas; Li, Xuan; Sarsons, Heather - 2020

Persistent link: https://www.econbiz.de/10012213426

How important are mobile broadband networks for the global economic development?

Edquist, Harald; Goodridge, Peter; Haskel, Jonathan; … - In: Information economics and policy : IEP 45 (2018), pp. 16-29

Persistent link: https://www.econbiz.de/10012013156

Report on the green transformative development of industries in China's special economic zones

Yuan, Yiming; Yan, Zhenkun; Li, Xuan - In: Annual report on the development of China's special … (2017), pp. 21-53

Persistent link: https://www.econbiz.de/10012103282

Optimal pricing strategies for Airbnb when competing with incumbents on two sides

Zheng, Qing; Ke, Da; Li, Xuan - In: International journal of hospitality management 108 (2023), pp. 1-14

Persistent link: https://www.econbiz.de/10013482916

Foreign ownership, passive-learning knowledge spillovers, and corporate social responsibility reporting in China

Li, Xuan; Zhang, Chi; Gao, Wenliang; Geng, Yanli; Sun, … - In: Corporate social responsibility and environmental management 31 (2024) 1, pp. 133-152

Persistent link: https://www.econbiz.de/10014465129