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Xueping Xiao
Publication Activity (10 Years)
Years Active: 2013-2014
Publications (10 Years): 0
Top Topics
Credit Scoring
News Articles
Jump Diffusion Process
Financial Markets
Top Venues
WHICEB
Int. J. Serv. Technol. Manag.
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Publications
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Xianghua Liu
,
Xueping Xiao
The pricing of single name credit default swap based on jump-diffusion process and volatility with Markov regime shift.
Int. J. Serv. Technol. Manag.
20 (1/2/3) (2014)
Xianghua Liu
,
Xueping Xiao
Pricing Model of Credit Default Swap Based on Jump-Diffusion Process and Volatility with Markov Regime Shift.
WHICEB
(2013)