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| 2006 | ||
|---|---|---|
| 2 | Ping Li, Hou-Sheng Chen, Guangdong Huang, Xiao-Jun Shi: On Portfolio's Default-Risk-Adjusted Duration and Value: Model and Algorithm Based on Copulas. WINE 2006: 214-224 | |
| 1 | Ping Li, Hou-Sheng Chen, Xiaotie Deng, Shunming Zhang: On Default Correlation and Pricing of Collateralized Debt Obligation by Copula Functions. International Journal of Information Technology and Decision Making 5(3): 483-494 (2006) | |
| 1 | Xiaotie Deng | [1] |
| 2 | Guangdong Huang | [2] |
| 3 | Ping Li | [1] [2] |
| 4 | Xiao-Jun Shi | [2] |
| 5 | Shunming Zhang | [1] |
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