中国科学技术大学薄立军--中文主页-- Counterparty Risk for CDS: Default Clustering Effects, (with A. Capponi) Journal of Banking and Finance, Vol. 52, pp. 29-42, 2015 [ SSRN ]

薄立军 ( 教授 )
的个人主页 http://faculty.ustc.edu.cn/bolijun/zh_CN/index.htm
教授

论文成果当前位置：中文主页 >> 科学研究 >> 论文成果

Counterparty Risk for CDS: Default Clustering Effects, (with A. Capponi) Journal of Banking and Finance, Vol. 52, pp. 29-42, 2015 [ SSRN ]

点击次数：
是否译文：否
发布期刊链接：https://www.journals.elsevier.com/journal-of-banking-and-finance，，，https://www.sciencedirect.com/science/article/pii/S037842661400363X

上一条： Optimal Investment in Credit Derivatives Portfolio under Contagion Risk, (with A. Capponi) Mathematical Finance, Vol. 26, No. 4, pp. 785-834, 2016 [ SSRN ]

下一条： Bilateral Credit Valuation Adjustment for Large Credit Derivatives Portfolios, (with A. Capponi) Finance and Stochastics, Vol. 18, No. 2, pp. 431-482, 2014 [ SSRN ]