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Efficient Monte Carlo CVA Esti...
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ECONIS (ZBW)
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Counterparty Credit Risk
Ghamami, Samim
- In:
Quantitative Finance
13
(
2013
)
12
,
pp. 1863-1865
Persistent link: https://www.econbiz.de/10010751527
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2
Derivatives pricing under bilateral counterparty risk
Carr, Peter
;
Ghamami, Samim
- In:
Journal of risk
20
(
2017/2018
)
1
,
pp. 77-107
Persistent link: https://www.econbiz.de/10011847436
Saved in:
3
Does OTC derivatives reform incentivize central clearing?
Ghamami, Samim
;
Glasserman, Paul
- In:
Journal of financial intermediation
32
(
2017
),
pp. 76-87
Persistent link: https://www.econbiz.de/10011822437
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4
Submodular risk allocation
Ghamami, Samim
;
Glasserman, Paul
- In:
Management science : journal of the Institute for …
65
(
2019
)
10
,
pp. 4656-4675
Persistent link: https://www.econbiz.de/10012118107
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5
Central counterparty default waterfalls and systemic loss
Ghamami, Samim
;
Paddrik, Mark
;
Zhang, Simpson
- In:
Journal of financial and quantitative analysis : JFQA
58
(
2023
)
8
,
pp. 3577-3612
Persistent link: https://www.econbiz.de/10014465432
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6
Collateralized networks
Ghamami, Samim
;
Glasserman, Paul
;
Young, H. Peyton
- In:
Management science : journal of the Institute for …
68
(
2022
)
3
,
pp. 2202-2225
Persistent link: https://www.econbiz.de/10013267965
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7
A survey on uncertain graph and uncertain network optimization
Peng, Jin
;
Zhang, Bo
;
Chen, Lin
;
Li, Hui
- In:
Fuzzy optimization and decision making : a journal of …
23
(
2024
)
1
,
pp. 129-153
Persistent link: https://www.econbiz.de/10014500856
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8
Analysis of the transformation of demand willingness for housing reverse mortgages in China based on a scenario simulation experiment
Han, Wei
;
Zhang, Bo
- In:
Asian economic journal : journal of the East Asian …
38
(
2024
)
3
,
pp. 371-403
Persistent link: https://www.econbiz.de/10015154786
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9
Pyramidal structure, political intervention and firms' tax burden : evidence from China's local SOEs
Zhang, Min
;
M., Lijun
;
Zhang, Bo
;
Yi, Zhihong
- In:
The journal of corporate finance : contracting, …
36
(
2016
),
pp. 15-25
Persistent link: https://www.econbiz.de/10011453246
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10
Does financial reporting quality affect optimal capital structure? : evidence from China
Zhang, Bo
;
Wei, Hanze
;
Ma, Lijun
- In:
Frontiers of business research in China : selected …
10
(
2016
)
3
,
pp. 432-450
Persistent link: https://www.econbiz.de/10011849053
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