Yu Hang Kan

Publication Activity (10 Years)

Years Active: 2010-2011
Publications (10 Years): 0

Publications

Rama Cont, Yu Hang Kan
Dynamic Hedging of Portfolio Credit Derivatives. SIAM J. Financial Math. 2 (1) (2011)
Rama Cont, Romain Deguest, Yu Hang Kan
Default Intensities Implied by CDO Spreads: Inversion Formula and Model Calibration. SIAM J. Financial Math. 1 (1) (2010)