Wanrong Mu

Publication Activity (10 Years)

Years Active: 2024-2024
Publications (10 Years): 1

Top Topics

Dependence Structure

Markov Networks

Top Venues

J. Comput. Appl. Math.

Publications

Wanrong Mu, Sung Nok Chiu, Guojing Wang
Pricing CDS index tranches under thinning-dependence structure with regime switching. J. Comput. Appl. Math. 451 (2024)