Xiao-Jun Shi

Publication Activity (10 Years)

Years Active: 2006-2010
Publications (10 Years): 0

Publications

Ping Li, Peng Shi, Guangdong Huang, Xiao-Jun Shi
Pricing of LIBOR futures by martingale method in Cox-Ingersoll-Ross model. J. Syst. Sci. Complex. 23 (2) (2010)
Xiao-Jun Shi
Model Futility and Dynamic Boundaries with Application in Banking Default Risk Modeling. ESCAPE (2007)
Xiao-Jun Shi, Zhen-Xia Zhang, Fang-Fei Zhu
Trade Credit Term Determination Under Supply Chain Coordination: A Principal-Agent Model. ICIC (1) (2007)
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)