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Journal of financial engineering
International journal of financial engineering
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Dynamic alpha-stable method for CDO pricing
Li, Hua
;
Yuan, George
;
Chen, Weina
;
Guo, Li
;
Zhao, Jianbin
- In:
Journal of financial engineering
1
(
2014
)
3
,
pp. 1-16
Persistent link: https://www.econbiz.de/10010508001
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The framework of systemic risk related to contagion, recovery rate and capital requirement in an interbank network
Ren, Xuemin
;
Yuan, George
;
Jiang, Lishang
- In:
Journal of financial engineering
1
(
2014
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10010508121
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