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  1. 1
    Credit Risky Securities Valuation under a Contagion Model with Interacting Intensities

    Credit Risky Securities Valuation under a Contagion Model with Interacting Intensities by Anjiao Wang, Zhongxing Ye

    Published 2011-01-01
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  2. 2
    Total Return Swap Valuation with Counterparty Risk and Interest Rate Risk

    Total Return Swap Valuation with Counterparty Risk and Interest Rate Risk by Anjiao Wang, Zhongxing Ye

    Published 2014-01-01
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