Kan, Yu Hang
3449  Ergebnisse:
Personensuche X
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1

Dynamic Hedging of Portfolio Credit Derivatives:

Cont, Rama ; Kan, Yu Hang
SIAM Journal on Financial Mathematics.  2 (2011)  1 - p. 112-140 , 2011
 
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2

Delta-hedging correlation risk?:

Cousin, Areski ; Crépey, Stéphane ; Kan, Yu Hang
Review of Derivatives Research.  15 (2011)  1 - p. 25-56 , 2011
 
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3

Default Intensities Implied by CDO Spreads: Inversion Formu..:

Cont, Rama ; Deguest, Romain ; Kan, Yu Hang
SIAM Journal on Financial Mathematics.  1 (2010)  1 - p. 555-585 , 2010
 
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4

Dynamic hedging of portfolio credit derivatives:

Cont, Rama ; Kan, Yu Hang
info:eu-repo/semantics/altIdentifier/doi/10.1137/090750937.  , 2011
 
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5

Dynamic hedging of portfolio credit derivatives:

Cont, Rama ; Kan, Yu Hang
info:eu-repo/semantics/altIdentifier/doi/10.1137/090750937.  , 2011
 
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7

Dynamic hedging of portfolio credit derivatives:

Cont, Rama ; Kan, Yu Hang
info:eu-repo/semantics/altIdentifier/doi/10.1137/090750937.  , 2011
 
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14

CRMP4 CpG Hypermethylation Predicts Upgrading to Gleason Sc..:

Xiao-Ping Qin ; Qi-Ji Lu ; Cheng-Huizi Yang...
https://www.frontiersin.org/articles/10.3389/fonc.2022.840950/full.  , 2022
 
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