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Actuarial par spread and empirical pricing of CDS by decomposition
Duan, Jin-Chuan - In: Global credit review 4 (2014), pp. 51-65
Persistent link: https://www.econbiz.de/10010422182
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Forbearance and pricing deposit insurance in a multiperiod framework
Duan, Jin-Chuan - In: The journal of risk and insurance : the journal of the … 61 (1994) 4, pp. 575-591
Persistent link: https://www.econbiz.de/10001177803
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Pricing deposit insurance in Taiwan
Duan, Jin-Chuan - In: Advances in Pacific Basin business, economics, and finance 1 (1995), pp. 311-319
Persistent link: https://www.econbiz.de/10001195919