Efficient piecewise trees for the generalized Skew Vasicek model with discontinuous drift

von Zhuo, Xiaoyang
Veröffentlicht in International journal of theoretical and applied finance (2017)

A simple trinomial lattice approach for the skew-extended CIR models

von Zhuo, Xiaoyang
Veröffentlicht in Mathematics and financial economics (2017)

The issuer-pays business model and competitive rating market : rating network structure

von Zhuo, Xiaoyang
Veröffentlicht in The journal of real estate finance and economics (2017)