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The economic default time and the arcsine law
Guo, Xin
;
Jarrow, Robert A.
;
Larrard, Adrien de
- In:
Journal of financial engineering
1
(
2014
)
3
,
pp. 1-18
Persistent link: https://www.econbiz.de/10010508010
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2
Graphical models for correlated defaults
Filiz, Ismail Onur
;
Guo, Xin
;
Morton, Jason
;
Sturmfels, …
- In:
Mathematical finance : an international journal of …
22
(
2012
)
4
,
pp. 621-644
Persistent link: https://www.econbiz.de/10009614943
Saved in:
3
Modeling the recovery rate in a reduced form model
Guo, Xin
;
Jarrow, Robert A.
;
Zeng, Yan
- In:
Mathematical finance : an international journal of …
19
(
2009
)
1
,
pp. 73-97
Persistent link: https://www.econbiz.de/10003818346
Saved in:
4
Credit risk models with incomplete information
Guo, Xin
;
Jarrow, Robert A.
;
Zeng, Yan
- In:
Mathematics of operations research
34
(
2009
)
2
,
pp. 320-332
Persistent link: https://www.econbiz.de/10003870282
Saved in:
5
Distressed debt prices and recovery rate estimation
Guo, Xin
;
Jarrow, Robert A.
;
Lin, Haizhi
- In:
Review of derivatives research
11
(
2008
)
3
,
pp. 171-204
Persistent link: https://www.econbiz.de/10003835030
Saved in:
6
Distressed debt prices and recovery rate estimation
Guo, Xin
;
Jarrow, Robert
;
Lin, Haizhi
- In:
Review of Derivatives Research
11
(
2008
)
3
,
pp. 171-204
Persistent link: https://www.econbiz.de/10005678300
Saved in:
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