薄立军
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·Paper Publications
Counterparty Risk for CDS: Default Clustering Effects, (with A. Capponi) Journal of Banking and Finance, Vol. 52, pp. 29-42, 2015 [ SSRN ]
Release time:2021-08-03 Hits:
Translation or Not: no
Links to published journals: https://www.journals.elsevier.com/journal-of-banking-and-finance，，，https://www.sciencedirect.com/science/article/pii/S037842661400363X
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Optimal Investment in Credit Derivatives Portfolio under Contagion Risk, (with A. Capponi) Mathematical Finance, Vol. 26, No. 4, pp. 785-834, 2016 [ SSRN ]
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Next One:：
Bilateral Credit Valuation Adjustment for Large Credit Derivatives Portfolios, (with A. Capponi) Finance and Stochastics, Vol. 18, No. 2, pp. 431-482, 2014 [ SSRN ]