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Liu Wenqiong
Publication Activity (10 Years)
Years Active: 2016-2016
Publications (10 Years): 1
Top Topics
Risk Management
Statistical Models
Top Venues
Appl. Math. Comput.
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Publications
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Liu Wenqiong
,
Shenghong Li
Hedging default risks of CDO tranches in non-homogeneous Markovian contagion models.
Appl. Math. Comput.
291 (2016)