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Valuation of portfolio credit derivatives with default intensities using the Vasicek model
Liang, Jin; Ma, Jun Mei; Wang, Tao; Ji, Qin - In: Asia-Pacific financial markets 18 (2011) 1, pp. 33-54
Persistent link: https://www.econbiz.de/10009237750
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Intensity-based models for pricing mortgage-backed securities with repayment risk under a CIR process
Wu, Sen; Jiang, Lishang; Liang, Jin - In: International journal of theoretical and applied finance 15 (2012) 3, pp. 1-17
Persistent link: https://www.econbiz.de/10009624491
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Valuation of loan credit default swaps correlated prepayment and default risks with stochastic recovery rate
Wu, Yuan; Liang, Jin - In: International journal of financial research 3 (2012) 2, pp. 60-68
Persistent link: https://www.econbiz.de/10009630619
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Calibration of implied volatility for the exchange rate for the Chinese Yuan from its derivatives
Liang, Jin; Gao, Y. - In: Economic modelling 29 (2012) 4, pp. 1278-1285
Persistent link: https://www.econbiz.de/10009667379
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Option-implied information and quality of patents
Li, Wei-Hsien; Liang, Jiahang; Lin, Zih-Ying - In: European financial management : the journal of the … 30 (2024) 1, pp. 164-186
Persistent link: https://www.econbiz.de/10014470417