Hou-Sheng Chen

Publication Activity (10 Years)

Years Active: 2006-2006
Publications (10 Years): 0

Publications

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)
Ping Li, Hou-Sheng Chen, Xiaotie Deng, Shunming Zhang
On Default Correlation and Pricing of Collateralized Debt Obligation by Copula Functions. Int. J. Inf. Technol. Decis. Mak. 5 (3) (2006)