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Transitional flow simulation based on γ-Reθt transition model Journal article
Hangkong Xuebao/Acta Aeronautica et Astronautica Sinica,2014, volume: 35, issue: 1, pages: 70-79
Authors:  Wang, Gang;  Liu, Yi;  Wang, Guangqiu;  Shan, Xiaowen
Favorite  |  View/Download:3/0  |  Submit date:2023/07/06
Valuation of synthetic CDOs with affine jump-diffusion processes involving Lévy stable distributions Journal article
Mathematical and Computer Modelling,2013, volume: 57, issue: 3-4, pages: 570-583
Authors:  Wu, Jianglun;  Yang, Wei
Favorite  |  View/Download:1/0  |  Submit date:2023/05/30
Default Clustering Risks in Commercial Mortgage-Backed Securities Journal article
Journal of Real Estate Finance and Economics,2012, volume: 45, issue: 1, pages: 110-127
Authors:  Fan, Gang-Zhi;  Sing, Tien Foo;  Ong, Seow Eng
Favorite  |  View/Download:3/0  |  Submit date:2025/03/14
Pricing CDO tranches in an intensity based model with the mean reversion approach Journal article
Mathematical and Computer Modelling,2010, volume: 52, issue: 5-6, pages: 814-825
Authors:  Wu, Jianglun;  Yang, Wei
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Comparative statics in a two-factor multi-commodity model without factor price equalization Conference paper
Contemporary and Emerging Issues in Trade Theory and Policy, Hong Kong, China, MAY 19-20, 2006
Authors:  Wong, Siu Kee
Favorite  |  View/Download:6/0  |  Submit date:2022/03/23
Pricing credit risk of asset-backed securitization bonds in Singapore Journal article
International Journal of Theoretical and Applied Finance,2005, volume: 8, issue: 3, pages: 321-338
Authors:  Sing, Tien Foo;  Ong, Seow Eng;  Fan, Gang-Zhi;  Lim, Kian Guan
Favorite  |  View/Download:5/0  |  Submit date:2025/03/14